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Marcy 2

Last updated Sep 23, 2023

Asset Allocation


FTEC 46.14%IMCG 33.75%SCHD 19.21%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash
0.9%
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities46.14%
IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities33.75%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend19.21%

Performance

The chart shows the growth of an initial investment of $10,000 in Marcy 2, 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%AprilMayJuneJulyAugustSeptember
7.67%
8.61%
Marcy 2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Marcy 2 returned 15.52% Year-To-Date and 13.82% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%7.90%9.19%
Marcy 2-2.60%7.63%15.52%20.78%12.17%13.82%
FTEC
Fidelity MSCI Information Technology Index ETF
-2.35%12.23%30.86%31.48%15.99%17.97%
SCHD
Schwab US Dividend Equity ETF
-1.92%2.48%-3.10%8.53%9.42%10.51%
IMCG
iShares Morningstar Mid-Cap Growth ETF
-3.38%4.30%6.50%12.92%7.96%9.91%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

USD=XSCHDFTECIMCG
USD=X0.000.000.000.00
SCHD0.001.000.690.69
FTEC0.000.691.000.84
IMCG0.000.690.841.00

Sharpe Ratio

The current Marcy 2 Sharpe ratio is 0.85. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.85

The Sharpe ratio of Marcy 2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

Marcy 2 granted a 1.36% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Marcy 21.36%1.41%1.00%1.09%1.24%1.39%1.23%1.49%1.50%1.43%0.86%1.05%
FTEC
Fidelity MSCI Information Technology Index ETF
0.74%0.93%0.64%0.84%1.07%1.25%1.02%1.34%1.37%1.20%0.20%0.00%
SCHD
Schwab US Dividend Equity ETF
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.93%0.91%0.42%0.09%0.30%0.36%0.46%0.54%0.39%0.62%0.38%0.84%
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%

Expense Ratio

The Marcy 2 has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FTEC
Fidelity MSCI Information Technology Index ETF
1.13
SCHD
Schwab US Dividend Equity ETF
0.42
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.42
USD=X
USD Cash
N/A

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-12.13%
-9.93%
Marcy 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Marcy 2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Marcy 2 is 32.52%, recorded on Mar 23, 2020. It took 55 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.52%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-30.02%Dec 28, 2021209Oct 14, 2022
-22%Aug 30, 201883Dec 24, 201863Mar 21, 2019146
-16.05%May 22, 2015191Feb 11, 2016106Jul 8, 2016297
-9.92%Jan 29, 20189Feb 8, 201821Mar 9, 201830

Volatility Chart

The current Marcy 2 volatility is 3.71%, 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%AprilMayJuneJulyAugustSeptember
3.71%
3.32%
Marcy 2
Benchmark (^GSPC)
Portfolio components