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Etoro 07/08/2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EPRT 3.33%AMP 3.33%IIPR 3.33%ETR 3.33%MRK 3.33%PFE 3.33%TROW 3.33%WPC 3.33%O 3.33%TXN 3.33%SPGI 3.33%LOW 3.33%SCHD 3.33%MDC 3.33%EPD 3.33%JPM 3.33%STAG 3.33%JNJ 3.33%CSCO 3.33%PG 3.33%MAIN 3.33%KO 3.33%WMT 3.33%LMT 3.33%PEP 3.33%COP 3.33%AFL 3.33%V 3.33%MSFT 3.33%AAPL 3.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

3.33%

AFL
Aflac Incorporated
Financial Services

3.33%

AMP
Ameriprise Financial, Inc.
Financial Services

3.33%

COP
ConocoPhillips Company
Energy

3.33%

CSCO
Cisco Systems, Inc.
Technology

3.33%

EPD
Enterprise Products Partners L.P.
Energy

3.33%

EPRT
Essential Properties Realty Trust, Inc.
Real Estate

3.33%

ETR
Entergy Corporation
Utilities

3.33%

IIPR
Innovative Industrial Properties, Inc.
Real Estate

3.33%

JNJ
Johnson & Johnson
Healthcare

3.33%

JPM
JPMorgan Chase & Co.
Financial Services

3.33%

KO
The Coca-Cola Company
Consumer Defensive

3.33%

LMT
Lockheed Martin Corporation
Industrials

3.33%

LOW
Lowe's Companies, Inc.
Consumer Cyclical

3.33%

MAIN
Main Street Capital Corporation
Financial Services

3.33%

MDC
M.D.C. Holdings, Inc.
Consumer Cyclical

3.33%

MRK
Merck & Co., Inc.
Healthcare

3.33%

MSFT
Microsoft Corporation
Technology

3.33%

O
Realty Income Corporation
Real Estate

3.33%

PEP
PepsiCo, Inc.
Consumer Defensive

3.33%

PFE

3.33%

PG

3.33%

SCHD

3.33%

SPGI

3.33%

STAG

3.33%

TROW

3.33%

TXN

3.33%

V

3.33%

WMT

3.33%

WPC

3.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Etoro 07/08/2023, 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


80.00%100.00%120.00%140.00%160.00%FebruaryMarchAprilMayJuneJuly
149.38%
100.20%
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 21, 2018, corresponding to the inception date of EPRT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Etoro 07/08/202311.63%3.84%10.51%14.38%13.98%N/A
EPRT
Essential Properties Realty Trust, Inc.
23.00%15.82%25.56%25.56%13.38%N/A
AMP
Ameriprise Financial, Inc.
8.55%-6.80%8.03%17.44%24.89%15.38%
IIPR
Innovative Industrial Properties, Inc.
21.51%11.72%30.14%61.76%8.65%N/A
ETR
Entergy Corporation
11.63%4.41%14.00%11.13%4.98%8.21%
MRK
Merck & Co., Inc.
16.79%-3.79%7.09%16.97%13.39%11.86%
PFE
7.26%8.04%9.19%-15.39%-2.07%N/A
TROW
8.89%-3.07%7.09%0.26%4.64%N/A
WPC
-5.93%8.89%-7.15%-10.66%-1.00%N/A
O
Realty Income Corporation
3.24%8.88%4.88%-2.79%1.51%7.55%
TXN
18.57%1.83%16.39%11.44%13.82%N/A
SPGI
9.38%9.25%9.03%14.35%15.59%N/A
LOW
Lowe's Companies, Inc.
8.23%4.34%9.48%4.13%20.49%19.55%
SCHD
8.51%4.93%7.86%12.32%12.25%N/A
MDC
M.D.C. Holdings, Inc.
15.00%0.00%1.43%39.95%17.85%N/A
EPD
Enterprise Products Partners L.P.
18.12%5.01%15.96%20.38%7.80%4.16%
JPM
JPMorgan Chase & Co.
25.50%7.46%24.58%38.79%15.91%16.81%
STAG
1.76%10.77%5.08%7.12%9.96%N/A
JNJ
Johnson & Johnson
0.25%3.99%-2.82%-6.26%6.64%7.11%
CSCO
Cisco Systems, Inc.
-4.02%0.92%-6.15%-7.20%-0.86%9.59%
PG
16.78%0.42%15.24%12.61%10.84%N/A
MAIN
Main Street Capital Corporation
21.73%2.43%18.53%32.19%12.14%13.23%
KO
The Coca-Cola Company
12.55%4.01%10.85%7.91%7.04%8.11%
WMT
35.09%4.18%31.16%35.46%15.41%N/A
LMT
Lockheed Martin Corporation
6.26%1.57%5.21%7.38%8.73%14.05%
PEP
PepsiCo, Inc.
1.27%1.24%3.75%-8.22%8.36%9.77%
COP
ConocoPhillips Company
-0.84%2.70%6.70%3.43%17.67%6.13%
AFL
Aflac Incorporated
13.98%3.61%11.46%31.28%13.79%14.06%
V
2.34%-3.55%-1.64%11.81%8.75%N/A
MSFT
Microsoft Corporation
16.67%-2.82%10.04%28.15%26.99%27.68%
AAPL
Apple Inc
16.81%8.11%17.40%17.49%34.93%26.82%

Monthly Returns

The table below presents the monthly returns of Etoro 07/08/2023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.50%1.46%4.25%-2.74%3.24%0.80%11.63%
20233.32%-2.42%1.01%1.40%-2.47%5.41%3.00%-1.51%-5.21%-2.16%7.07%5.30%12.61%
2022-2.89%-3.00%3.46%-4.78%0.12%-6.57%6.42%-3.23%-8.32%11.37%6.65%-3.43%-6.00%
2021-1.57%3.58%6.51%4.39%1.17%1.20%3.60%2.97%-4.57%6.86%-1.65%6.66%32.46%
20202.43%-9.83%-16.66%14.13%5.35%1.64%6.18%4.27%-2.27%-3.82%12.60%3.07%13.61%
20198.21%4.80%3.19%3.98%-2.81%6.81%1.52%0.23%2.64%1.01%1.92%2.29%38.90%
2018-0.18%3.62%4.65%0.63%-4.23%3.46%-6.45%0.97%

Expense Ratio

Etoro 07/08/2023 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Etoro 07/08/2023 is 42, 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 Etoro 07/08/2023 is 4242
Etoro 07/08/2023
The Sharpe Ratio Rank of Etoro 07/08/2023 is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of Etoro 07/08/2023 is 4343Sortino Ratio Rank
The Omega Ratio Rank of Etoro 07/08/2023 is 4545Omega Ratio Rank
The Calmar Ratio Rank of Etoro 07/08/2023 is 4747Calmar Ratio Rank
The Martin Ratio Rank of Etoro 07/08/2023 is 2929Martin 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.


Etoro 07/08/2023
Sharpe ratio
The chart of Sharpe ratio for Etoro 07/08/2023, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.52
Sortino ratio
The chart of Sortino ratio for Etoro 07/08/2023, currently valued at 2.17, compared to the broader market-2.000.002.004.006.002.17
Omega ratio
The chart of Omega ratio for Etoro 07/08/2023, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Etoro 07/08/2023, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.001.36
Martin ratio
The chart of Martin ratio for Etoro 07/08/2023, currently valued at 4.12, compared to the broader market0.0010.0020.0030.0040.004.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EPRT
Essential Properties Realty Trust, Inc.
1.281.831.220.893.43
AMP
Ameriprise Financial, Inc.
1.001.451.181.324.14
IIPR
Innovative Industrial Properties, Inc.
1.802.611.310.807.50
ETR
Entergy Corporation
0.771.231.150.562.58
MRK
Merck & Co., Inc.
1.211.911.241.545.30
PFE
-0.54-0.630.92-0.24-0.67
TROW
-0.040.121.01-0.02-0.08
WPC
-0.37-0.360.96-0.24-0.55
O
Realty Income Corporation
-0.060.061.01-0.03-0.09
TXN
0.510.881.100.461.13
SPGI
0.761.091.160.531.80
LOW
Lowe's Companies, Inc.
0.240.521.060.200.51
SCHD
1.171.741.200.993.63
MDC
M.D.C. Holdings, Inc.
1.051.991.340.983.23
EPD
Enterprise Products Partners L.P.
2.052.881.363.659.12
JPM
JPMorgan Chase & Co.
2.252.761.412.458.66
STAG
0.430.751.080.311.23
JNJ
Johnson & Johnson
0.030.171.020.030.05
CSCO
Cisco Systems, Inc.
-0.37-0.360.95-0.30-0.55
PG
1.111.661.211.594.45
MAIN
Main Street Capital Corporation
2.463.411.433.4310.69
KO
The Coca-Cola Company
0.721.081.140.541.62
WMT
2.272.981.473.5810.69
LMT
Lockheed Martin Corporation
0.500.901.120.411.97
PEP
PepsiCo, Inc.
-0.37-0.410.95-0.34-0.63
COP
ConocoPhillips Company
0.310.611.070.380.75
AFL
Aflac Incorporated
1.762.181.362.9910.27
V
0.781.131.141.142.67
MSFT
Microsoft Corporation
1.211.681.211.855.57
AAPL
Apple Inc
0.691.141.140.941.86

Sharpe Ratio

The current Etoro 07/08/2023 Sharpe ratio is 1.52. 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 1.31 to 2.06, 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 Etoro 07/08/2023 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.52
1.82
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Etoro 07/08/2023 granted a 3.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Etoro 07/08/20233.19%3.43%3.39%2.72%3.11%2.85%3.28%2.80%3.05%3.43%2.86%2.85%
EPRT
Essential Properties Realty Trust, Inc.
3.70%4.38%4.58%3.47%4.39%3.55%3.14%0.00%0.00%0.00%0.00%0.00%
AMP
Ameriprise Financial, Inc.
1.35%1.40%1.57%1.47%2.10%2.29%3.38%1.91%2.63%2.43%1.71%1.75%
IIPR
Innovative Industrial Properties, Inc.
6.21%7.16%7.01%2.18%2.44%3.73%2.64%1.70%0.00%0.00%0.00%0.00%
ETR
Entergy Corporation
4.04%4.29%3.64%3.43%3.75%3.06%4.16%4.30%4.65%4.89%3.80%5.25%
MRK
Merck & Co., Inc.
2.42%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
PFE
5.54%5.70%3.12%2.64%3.91%3.68%3.12%3.53%3.69%3.47%3.34%3.13%
TROW
4.29%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
WPC
6.17%6.17%5.43%5.12%5.91%5.17%6.26%5.82%6.65%6.48%5.26%5.70%
O
Realty Income Corporation
5.36%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
TXN
2.58%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
SPGI
0.75%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
LOW
Lowe's Companies, Inc.
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
SCHD
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
MDC
M.D.C. Holdings, Inc.
2.62%3.80%6.33%2.99%2.86%3.09%4.27%2.91%3.71%3.92%3.78%0.00%
EPD
Enterprise Products Partners L.P.
6.77%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%4.07%
JPM
JPMorgan Chase & Co.
2.10%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
STAG
3.77%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%5.89%
JNJ
Johnson & Johnson
3.11%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
CSCO
Cisco Systems, Inc.
3.34%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
PG
2.32%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
MAIN
Main Street Capital Corporation
7.98%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
KO
The Coca-Cola Company
2.89%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
WMT
1.12%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
LMT
Lockheed Martin Corporation
2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
PEP
PepsiCo, Inc.
3.04%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
COP
ConocoPhillips Company
2.33%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
AFL
Aflac Incorporated
1.98%2.04%2.22%2.26%2.52%2.04%2.28%1.98%2.39%2.64%2.46%2.13%
V
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

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%FebruaryMarchAprilMayJuneJuly
-1.06%
-2.86%
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Etoro 07/08/2023. 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 Etoro 07/08/2023 was 38.13%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Etoro 07/08/2023 drawdown is 1.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.13%Feb 18, 202025Mar 23, 2020114Sep 2, 2020139
-18.21%Jan 5, 2022186Sep 30, 2022194Jul 12, 2023380
-13.81%Sep 24, 201864Dec 24, 201827Feb 4, 201991
-11.22%Jul 26, 202367Oct 27, 202333Dec 14, 2023100
-8.61%Oct 13, 202014Oct 30, 20207Nov 10, 202021

Volatility

Volatility Chart

The current Etoro 07/08/2023 volatility is 2.32%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.32%
2.76%
Etoro 07/08/2023
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.

MRKCOPWMTEPDPFEIIPRLMTMDCJNJETRPGAAPLMAINEPRTMSFTWPCOPEPLOWTXNJPMKOSPGIVCSCOAFLSTAGAMPTROWSCHD
MRK1.000.200.260.180.490.130.280.120.510.280.390.190.210.210.240.260.270.380.200.190.240.380.320.310.300.290.270.250.230.39
COP0.201.000.130.570.220.210.350.220.170.150.090.210.340.250.190.230.180.130.240.300.460.210.230.290.340.460.210.480.370.53
WMT0.260.131.000.160.240.200.270.210.340.320.450.280.210.210.310.220.220.470.340.270.240.380.320.280.330.300.300.260.310.42
EPD0.180.570.161.000.190.250.290.260.170.210.120.270.370.290.210.300.250.140.280.300.430.210.260.290.340.400.290.450.370.49
PFE0.490.220.240.191.000.190.270.120.490.320.330.240.220.200.260.260.290.350.240.250.280.360.310.300.360.300.320.280.300.46
IIPR0.130.210.200.250.191.000.150.370.170.220.180.340.370.420.370.360.360.220.390.380.290.210.370.340.320.280.460.370.440.42
LMT0.280.350.270.290.270.151.000.220.330.330.340.210.300.250.210.310.290.370.270.230.340.420.280.330.310.440.280.360.320.49
MDC0.120.220.210.260.120.370.221.000.160.220.220.330.380.390.310.330.330.240.520.390.330.260.370.350.330.360.400.420.450.48
JNJ0.510.170.340.170.490.170.330.161.000.360.480.250.210.210.270.280.310.490.290.260.280.470.320.330.390.350.330.270.320.48
ETR0.280.150.320.210.320.220.330.220.361.000.490.180.270.400.200.510.520.530.270.180.230.530.310.280.290.350.480.250.260.42
PG0.390.090.450.120.330.180.340.220.480.491.000.270.220.270.320.350.370.670.320.280.240.630.350.350.370.320.390.250.280.47
AAPL0.190.210.280.270.240.340.210.330.250.180.271.000.360.260.690.250.250.330.420.590.350.280.500.520.530.290.390.440.500.50
MAIN0.210.340.210.370.220.370.300.380.210.270.220.361.000.430.350.380.390.260.380.360.480.320.360.370.350.460.410.510.490.53
EPRT0.210.250.210.290.200.420.250.390.210.400.270.260.431.000.260.620.660.330.330.320.350.380.350.350.340.420.600.390.410.49
MSFT0.240.190.310.210.260.370.210.310.270.200.320.690.350.261.000.240.260.370.440.600.310.310.590.600.540.290.370.430.530.49
WPC0.260.230.220.300.260.360.310.330.280.510.350.250.380.620.241.000.760.400.310.300.290.460.360.340.340.380.660.350.370.49
O0.270.180.220.250.290.360.290.330.310.520.370.250.390.660.260.761.000.430.330.270.280.490.370.370.310.380.660.320.360.47
PEP0.380.130.470.140.350.220.370.240.490.530.670.330.260.330.370.400.431.000.350.300.240.720.410.380.400.360.450.290.340.51
LOW0.200.240.340.280.240.390.270.520.290.270.320.420.380.330.440.310.330.351.000.470.400.320.490.450.450.380.430.480.540.61
TXN0.190.300.270.300.250.380.230.390.260.180.280.590.360.320.600.300.270.300.471.000.440.290.510.530.560.380.370.540.590.65
JPM0.240.460.240.430.280.290.340.330.280.230.240.350.480.350.310.290.280.240.400.441.000.360.390.460.450.680.370.750.590.72
KO0.380.210.380.210.360.210.420.260.470.530.630.280.320.380.310.460.490.720.320.290.361.000.400.420.380.460.450.380.360.58
SPGI0.320.230.320.260.310.370.280.370.320.310.350.500.360.350.590.360.370.410.490.510.390.401.000.600.480.400.470.490.570.55
V0.310.290.280.290.300.340.330.350.330.280.350.520.370.350.600.340.370.380.450.530.460.420.601.000.520.440.410.530.520.58
CSCO0.300.340.330.340.360.320.310.330.390.290.370.530.350.340.540.340.310.400.450.560.450.380.480.521.000.420.420.520.540.67
AFL0.290.460.300.400.300.280.440.360.350.350.320.290.460.420.290.380.380.360.380.380.680.460.400.440.421.000.410.700.540.70
STAG0.270.210.300.290.320.460.280.400.330.480.390.390.410.600.370.660.660.450.430.370.370.450.470.410.420.411.000.440.470.56
AMP0.250.480.260.450.280.370.360.420.270.250.250.440.510.390.430.350.320.290.480.540.750.380.490.530.520.700.441.000.690.76
TROW0.230.370.310.370.300.440.320.450.320.260.280.500.490.410.530.370.360.340.540.590.590.360.570.520.540.540.470.691.000.74
SCHD0.390.530.420.490.460.420.490.480.480.420.470.500.530.490.490.490.470.510.610.650.720.580.550.580.670.700.560.760.741.00
The correlation results are calculated based on daily price changes starting from Jun 22, 2018