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Manu's more aggressive plan (simple positions)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CORP 25%GLD 10%SLV 5%^GSPC 45%EEM 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
^GSPC
S&P 500

45%

CORP
PIMCO Investment Grade Corporate Bond Index ETF
Corporate Bonds

25%

EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities

15%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

SLV
iShares Silver Trust
Precious Metals

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Manu's more aggressive plan (simple positions), 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%2024FebruaryMarchAprilMayJune
10.70%
14.20%
14.20%
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 21, 2010, corresponding to the inception date of CORP

Returns By Period

As of Jun 12, 2024, the Manu's more aggressive plan (simple positions) returned 8.73% Year-To-Date and 6.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Manu's more aggressive plan (simple positions)8.73%1.52%10.70%16.01%8.97%6.93%
^GSPC
S&P 500
12.69%2.95%14.20%23.03%13.28%10.77%
EEM
iShares MSCI Emerging Markets ETF
4.82%-1.57%8.34%6.46%2.83%1.87%
SLV
iShares Silver Trust
22.64%3.53%22.69%22.86%14.15%3.59%
GLD
SPDR Gold Trust
12.02%-0.98%14.13%18.62%11.13%5.72%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
-0.50%1.03%1.59%6.31%1.36%2.61%

Monthly Returns

The table below presents the monthly returns of Manu's more aggressive plan (simple positions), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.34%2.60%3.41%-1.88%3.92%8.73%
20235.77%-4.25%4.32%0.99%-1.02%3.29%3.07%-2.21%-4.26%-1.02%7.30%3.60%15.84%
2022-3.46%-1.41%0.54%-6.81%-0.23%-5.64%4.69%-3.85%-7.21%2.86%7.63%-2.61%-15.45%
2021-0.57%0.13%1.04%3.46%1.80%0.45%0.53%1.16%-3.67%3.87%-1.31%2.64%9.69%
20200.05%-4.54%-10.07%8.94%4.26%2.71%7.19%4.24%-3.69%-1.10%6.18%4.37%18.17%
20196.22%0.97%1.30%2.13%-3.77%5.70%0.62%0.82%0.14%2.21%0.98%3.20%22.13%
20183.97%-3.65%-1.04%-0.70%0.61%-0.94%1.94%0.45%0.01%-4.77%1.42%-3.12%-5.98%
20172.99%2.67%0.44%0.84%1.23%0.09%2.23%1.22%0.10%1.58%1.10%1.64%17.32%
2016-2.18%1.52%5.39%1.84%-1.14%3.09%3.37%-0.65%0.45%-1.87%-1.08%0.68%9.50%
20150.59%1.90%-1.18%1.11%-0.10%-2.27%-0.83%-4.05%-1.68%5.42%-1.48%-1.71%-4.51%
2014-2.14%3.89%0.19%0.60%1.31%2.43%-1.11%2.42%-3.48%0.97%0.72%-0.50%5.18%
20132.17%-0.63%1.58%0.01%-1.41%-3.53%3.45%-0.39%1.60%3.10%0.22%0.43%6.57%

Expense Ratio

Manu's more aggressive plan (simple positions) has a high expense ratio of 0.22%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: 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 SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for CORP: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Manu's more aggressive plan (simple positions) is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Manu's more aggressive plan (simple positions) is 5151
Manu's more aggressive plan (simple positions)
The Sharpe Ratio Rank of Manu's more aggressive plan (simple positions) is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of Manu's more aggressive plan (simple positions) is 5757Sortino Ratio Rank
The Omega Ratio Rank of Manu's more aggressive plan (simple positions) is 5959Omega Ratio Rank
The Calmar Ratio Rank of Manu's more aggressive plan (simple positions) is 4040Calmar Ratio Rank
The Martin Ratio Rank of Manu's more aggressive plan (simple positions) is 4444Martin 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.


Manu's more aggressive plan (simple positions)
Sharpe ratio
The chart of Sharpe ratio for Manu's more aggressive plan (simple positions), currently valued at 1.90, compared to the broader market0.002.004.001.90
Sortino ratio
The chart of Sortino ratio for Manu's more aggressive plan (simple positions), currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for Manu's more aggressive plan (simple positions), currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Manu's more aggressive plan (simple positions), currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for Manu's more aggressive plan (simple positions), currently valued at 5.93, compared to the broader market0.0010.0020.0030.0040.0050.005.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^GSPC
S&P 500
2.213.131.391.778.30
EEM
iShares MSCI Emerging Markets ETF
0.530.851.100.231.38
SLV
iShares Silver Trust
0.721.201.140.342.62
GLD
SPDR Gold Trust
1.351.951.251.366.57
CORP
PIMCO Investment Grade Corporate Bond Index ETF
0.901.351.160.352.85

Sharpe Ratio

The current Manu's more aggressive plan (simple positions) Sharpe ratio is 1.90. 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 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Manu's more aggressive plan (simple positions) 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.90
2.21
2.21
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Manu's more aggressive plan (simple positions) granted a 1.67% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Manu's more aggressive plan (simple positions)1.67%1.61%1.19%0.93%0.94%1.23%1.21%1.05%1.01%1.16%1.22%2.14%
^GSPC
S&P 500
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
2.48%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
SLV
iShares Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
5.17%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%7.34%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.84%
00
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Manu's more aggressive plan (simple positions). 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 Manu's more aggressive plan (simple positions) was 25.24%, occurring on Mar 20, 2020. Recovery took 79 trading sessions.

The current Manu's more aggressive plan (simple positions) drawdown is 0.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.24%Feb 20, 202022Mar 20, 202079Jul 14, 2020101
-22.84%Nov 15, 2021231Oct 14, 2022345Mar 1, 2024576
-14.46%May 2, 2011108Oct 3, 201196Feb 21, 2012204
-13.73%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-13.14%Apr 29, 2015184Jan 20, 2016114Jul 1, 2016298

Volatility

Volatility Chart

The current Manu's more aggressive plan (simple positions) volatility is 2.72%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.72%
2.41%
2.41%
Manu's more aggressive plan (simple positions)
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.

CORP^GSPCEEMGLDSLV
CORP1.000.030.050.280.20
^GSPC0.031.000.720.030.18
EEM0.050.721.000.170.30
GLD0.280.030.171.000.79
SLV0.200.180.300.791.00
The correlation results are calculated based on daily price changes starting from Sep 22, 2010