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Marcy 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


USD=X 11.53%QQQ 38.42%SCHG 24.84%XLV 16.37%DRIV 8.84%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
DRIV
Global X Autonomous & Electric Vehicles ETF
Global Equities
8.84%
QQQ
Invesco QQQ
Large Cap Blend Equities
38.42%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
24.84%
USD=X
USD Cash
11.53%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities
16.37%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marcy 1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.18%
15.83%
Marcy 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of DRIV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Marcy 117.00%1.29%13.19%33.75%16.06%N/A
QQQ
Invesco QQQ
22.66%2.76%18.15%44.21%20.49%18.30%
SCHG
Schwab U.S. Large-Cap Growth ETF
29.73%3.50%20.73%51.35%19.78%16.54%
XLV
Health Care Select Sector SPDR Fund
10.04%-3.02%6.56%21.74%10.89%10.02%
DRIV
Global X Autonomous & Electric Vehicles ETF
-4.57%-1.64%1.25%14.26%12.04%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of Marcy 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.14%4.80%1.58%-4.00%4.79%4.17%-0.48%1.45%1.63%17.00%
20237.99%-1.30%6.32%0.52%4.30%5.88%3.13%-1.87%-4.27%-2.69%8.75%4.65%34.94%
2022-7.36%-3.09%3.86%-10.39%-0.70%-6.87%9.61%-4.44%-8.38%4.73%4.65%-7.02%-24.44%
20210.86%-0.08%1.70%4.96%-0.35%4.62%2.81%3.03%-4.87%6.93%0.49%2.23%24.13%
20201.30%-5.62%-7.70%12.75%5.49%3.80%6.21%8.23%-3.83%-2.22%10.40%4.63%36.03%
20197.43%2.55%2.11%3.30%-6.29%6.64%1.09%-1.61%0.83%3.64%3.87%3.22%29.42%
2018-2.21%3.38%0.68%2.99%4.20%0.48%-7.41%1.48%-7.75%-4.86%

Expense Ratio

Marcy 1 has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DRIV: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLV: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Marcy 1 is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Marcy 1 is 2222
Combined Rank
The Sharpe Ratio Rank of Marcy 1 is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of Marcy 1 is 1616Sortino Ratio Rank
The Omega Ratio Rank of Marcy 1 is 1919Omega Ratio Rank
The Calmar Ratio Rank of Marcy 1 is 4343Calmar Ratio Rank
The Martin Ratio Rank of Marcy 1 is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Marcy 1
Sharpe ratio
The chart of Sharpe ratio for Marcy 1, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Sortino ratio
The chart of Sortino ratio for Marcy 1, currently valued at 2.80, compared to the broader market-2.000.002.004.006.002.80
Omega ratio
The chart of Omega ratio for Marcy 1, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.802.001.39
Calmar ratio
The chart of Calmar ratio for Marcy 1, currently valued at 2.64, compared to the broader market0.005.0010.002.64
Martin ratio
The chart of Martin ratio for Marcy 1, currently valued at 10.63, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.972.621.362.448.91
SCHG
Schwab U.S. Large-Cap Growth ETF
2.433.171.463.2012.80
XLV
Health Care Select Sector SPDR Fund
1.892.641.362.189.07
DRIV
Global X Autonomous & Electric Vehicles ETF
0.380.671.080.251.14
USD=X
USD Cash

Sharpe Ratio

The current Marcy 1 Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Marcy 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.06
3.43
Marcy 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Marcy 1 provided a 0.74% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Marcy 10.74%0.76%0.79%0.52%0.61%0.95%1.17%0.81%0.93%0.92%1.03%0.90%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
XLV
Health Care Select Sector SPDR Fund
1.53%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.74%1.62%1.24%0.32%0.29%1.23%2.79%0.00%0.00%0.00%0.00%0.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.30%
-0.54%
Marcy 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Marcy 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Marcy 1 was 27.64%, occurring on Oct 14, 2022. Recovery took 306 trading sessions.

The current Marcy 1 drawdown is 0.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.64%Dec 28, 2021209Oct 14, 2022306Dec 18, 2023515
-27.01%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-18.6%Oct 2, 201860Dec 24, 201886Apr 23, 2019146
-9.85%Jul 11, 202420Aug 7, 202448Oct 14, 202468
-9.72%Sep 3, 202015Sep 23, 202038Nov 16, 202053

Volatility

Volatility Chart

The current Marcy 1 volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
2.90%
2.71%
Marcy 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XXLVDRIVQQQSCHG
USD=X0.000.000.000.000.00
XLV0.001.000.500.590.62
DRIV0.000.501.000.780.77
QQQ0.000.590.781.000.98
SCHG0.000.620.770.981.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2018