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Manu's more aggressive plan (simple positions)

Last updated Sep 23, 2023

Asset Allocation


CORP 25%GLD 10%SLV 5%^GSPC 45%EEM 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
CORP
PIMCO Investment Grade Corporate Bond Index ETF
Corporate Bonds25%
GLD
SPDR Gold Trust
Precious Metals, Gold10%
SLV
iShares Silver Trust
Precious Metals5%
^GSPC
S&P 500
45%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities15%

S&P 500

Performance

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%AprilMayJuneJulyAugustSeptember
3.64%
8.61%
8.61%
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Manu's more aggressive plan (simple positions) returned 6.92% Year-To-Date and 5.98% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
Manu's more aggressive plan (simple positions)-1.68%3.26%6.92%11.20%5.96%5.98%
^GSPC
S&P 500
-2.61%8.79%12.52%14.96%8.09%9.81%
EEM
iShares MSCI Emerging Markets ETF
-1.41%0.26%2.30%6.70%-0.13%1.25%
SLV
iShares Silver Trust
-3.19%1.70%-2.00%19.29%10.10%0.40%
GLD
SPDR Gold Trust
0.41%-2.74%5.29%14.72%9.51%3.42%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
-0.71%-2.24%1.84%3.35%1.46%2.47%

Asset Correlations Table

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

CORP^GSPCEEMGLDSLV
CORP1.000.010.040.280.20
^GSPC0.011.000.730.030.17
EEM0.040.731.000.170.30
GLD0.280.030.171.000.80
SLV0.200.170.300.801.00

Sharpe Ratio

The current Manu's more aggressive plan (simple positions) Sharpe ratio is 0.83. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.83

The Sharpe ratio of Manu's more aggressive plan (simple positions) 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.83
0.81
0.81
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Manu's more aggressive plan (simple positions) granted a 1.38% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Manu's more aggressive plan (simple positions)1.38%1.22%0.97%1.02%1.35%1.38%1.24%1.22%1.43%1.56%2.87%1.63%
^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
2.33%2.52%2.06%1.53%2.95%2.45%2.11%2.15%2.89%2.65%2.49%2.08%
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
4.12%3.37%2.66%3.15%3.64%4.04%3.69%3.60%4.00%4.66%9.98%5.26%

Expense Ratio

The 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.


0.68%
0.00%2.15%
0.50%
0.00%2.15%
0.40%
0.00%2.15%
0.20%
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
^GSPC
S&P 500
0.81
EEM
iShares MSCI Emerging Markets ETF
0.33
SLV
iShares Silver Trust
0.67
GLD
SPDR Gold Trust
1.03
CORP
PIMCO Investment Grade Corporate Bond Index ETF
0.26

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.09%
-9.93%
-9.93%
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Manu's more aggressive plan (simple positions). 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 Manu's more aggressive plan (simple positions) is 25.24%, recorded on Mar 20, 2020. It took 79 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.24%Feb 20, 202022Mar 20, 202079Jul 14, 2020101
-22.84%Nov 15, 2021231Oct 14, 2022
-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 Chart

The current Manu's more aggressive plan (simple positions) volatility is 2.43%, 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%AprilMayJuneJulyAugustSeptember
2.43%
3.41%
3.41%
Manu's more aggressive plan (simple positions)
Benchmark (^GSPC)
Portfolio components