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Manu's most aggressive plan
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 15%SLV 5%^GSPC 60%QQQ 10%INDA 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
^GSPC
S&P 500

60%

GLD
SPDR Gold Trust
Precious Metals, Gold

15%

INDA
iShares MSCI India ETF
Asia Pacific Equities

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

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 most aggressive plan, 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


200.00%220.00%240.00%260.00%280.00%300.00%2024FebruaryMarchAprilMayJune
245.57%
306.32%
306.32%
Manu's most aggressive plan
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA

Returns By Period

As of Jun 22, 2024, the Manu's most aggressive plan returned 14.95% Year-To-Date and 10.63% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%2.97%14.93%24.71%13.14%10.88%
Manu's most aggressive plan14.95%2.88%15.31%26.47%13.89%10.58%
GLD
SPDR Gold Trust
12.35%-0.44%12.88%20.53%9.93%5.41%
SLV
iShares Silver Trust
23.88%-2.07%21.97%31.10%13.48%3.02%
^GSPC
S&P 500
14.57%3.74%14.93%25.67%13.19%10.83%
QQQ
Invesco QQQ
17.41%5.85%17.80%33.15%21.43%18.80%
INDA
iShares MSCI India ETF
12.05%1.64%13.09%28.44%11.00%7.64%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.94%3.94%3.79%-2.04%4.68%14.95%
20235.42%-3.49%5.13%1.71%0.57%4.57%3.27%-1.65%-4.56%-0.50%7.90%3.68%23.46%
2022-4.43%-1.37%2.96%-7.54%-1.49%-6.91%7.19%-3.97%-7.50%5.28%6.29%-4.18%-16.00%
2021-1.31%1.05%2.54%4.29%2.50%0.47%2.01%2.71%-4.18%5.55%-0.90%3.60%19.47%
20200.74%-6.75%-11.21%11.79%4.87%2.86%8.32%6.58%-4.48%-2.05%7.40%5.54%23.13%
20196.09%1.87%1.84%2.83%-4.58%6.22%0.68%0.33%0.56%2.68%1.63%3.09%25.36%
20185.16%-3.83%-2.01%0.30%1.34%-0.28%2.64%1.81%-0.75%-5.51%2.07%-4.85%-4.40%
20173.48%3.84%0.72%0.99%1.24%-0.57%2.68%1.02%-0.07%2.43%1.71%1.57%20.68%
2016-3.31%0.90%5.65%1.38%-0.04%2.22%4.15%-0.88%0.33%-2.21%-0.24%0.82%8.77%
20150.44%3.17%-2.06%-0.30%1.49%-2.09%0.61%-5.03%-1.94%6.77%-1.64%-1.29%-2.33%
2014-2.45%4.96%0.16%0.24%1.95%3.42%-1.49%3.04%-2.76%1.48%1.71%-0.87%9.49%
20133.75%-1.28%2.69%0.05%-0.15%-3.48%4.45%-1.16%1.77%4.09%0.64%1.53%13.31%

Expense Ratio

Manu's most aggressive plan features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


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 INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Manu's most aggressive plan is 82, placing it in the top 18% 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 Manu's most aggressive plan is 8282
Manu's most aggressive plan
The Sharpe Ratio Rank of Manu's most aggressive plan is 8484Sharpe Ratio Rank
The Sortino Ratio Rank of Manu's most aggressive plan is 8585Sortino Ratio Rank
The Omega Ratio Rank of Manu's most aggressive plan is 8686Omega Ratio Rank
The Calmar Ratio Rank of Manu's most aggressive plan is 8080Calmar Ratio Rank
The Martin Ratio Rank of Manu's most aggressive plan is 7575Martin 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 most aggressive plan
Sharpe ratio
The chart of Sharpe ratio for Manu's most aggressive plan, currently valued at 2.56, compared to the broader market0.002.004.002.56
Sortino ratio
The chart of Sortino ratio for Manu's most aggressive plan, currently valued at 3.64, compared to the broader market-2.000.002.004.006.003.64
Omega ratio
The chart of Omega ratio for Manu's most aggressive plan, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Manu's most aggressive plan, currently valued at 2.97, compared to the broader market0.002.004.006.008.0010.002.97
Martin ratio
The chart of Martin ratio for Manu's most aggressive plan, currently valued at 10.18, compared to the broader market0.0010.0020.0030.0040.0050.0010.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
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 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.482.121.271.527.20
SLV
iShares Silver Trust
1.051.631.200.643.88
^GSPC
S&P 500
2.243.161.391.788.36
QQQ
Invesco QQQ
2.132.921.372.4110.07
INDA
iShares MSCI India ETF
2.012.571.402.2414.70

Sharpe Ratio

The current Manu's most aggressive plan Sharpe ratio is 2.56. 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 1.46 to 2.42, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Manu's most aggressive plan 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.56
2.24
2.24
Manu's most aggressive plan
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Manu's most aggressive plan granted a 0.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Manu's most aggressive plan0.04%0.08%0.08%0.69%0.08%0.17%0.19%0.19%0.20%0.22%0.20%0.14%
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%
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%
^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%
QQQ
Invesco QQQ
0.44%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
INDA
iShares MSCI India ETF
0.00%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%0.63%0.40%

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
-0.57%
-0.41%
-0.41%
Manu's most aggressive plan
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Manu's most aggressive plan. 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 most aggressive plan was 29.19%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Manu's most aggressive plan drawdown is 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.19%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-22.53%Jan 5, 2022196Oct 14, 2022284Dec 1, 2023480
-14.8%Jan 29, 2018229Dec 24, 201870Apr 5, 2019299
-12.44%May 19, 2015170Jan 20, 2016113Jun 30, 2016283
-10.19%Apr 3, 201242Jun 1, 201268Sep 7, 2012110

Volatility

Volatility Chart

The current Manu's most aggressive plan volatility is 2.95%, 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.


2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.95%
2.38%
2.38%
Manu's most aggressive plan
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.

GLDSLVINDAQQQ^GSPC
GLD1.000.790.110.020.02
SLV0.791.000.210.130.16
INDA0.110.211.000.490.55
QQQ0.020.130.491.000.90
^GSPC0.020.160.550.901.00
The correlation results are calculated based on daily price changes starting from Feb 6, 2012