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Etoro 07/08/2023

Last updated Sep 21, 2023

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
EPRT
Essential Properties Realty Trust, Inc.
Real Estate3.33%
AMP
Ameriprise Financial, Inc.
Financial Services3.33%
IIPR
Innovative Industrial Properties, Inc.
Real Estate3.33%
ETR
Entergy Corporation
Utilities3.33%
MRK
Merck & Co., Inc.
Healthcare3.33%
PFE
3.33%
TROW
3.33%
WPC
3.33%
O
Realty Income Corporation
Real Estate3.33%
TXN
3.33%
SPGI
3.33%
LOW
Lowe's Companies, Inc.
Consumer Cyclical3.33%
SCHD
3.33%
MDC
M.D.C. Holdings, Inc.
Consumer Cyclical3.33%
EPD
Enterprise Products Partners L.P.
Energy3.33%
JPM
JPMorgan Chase & Co.
Financial Services3.33%
STAG
3.33%
JNJ
Johnson & Johnson
Healthcare3.33%
CSCO
Cisco Systems, Inc.
Technology3.33%
PG
3.33%
MAIN
Main Street Capital Corporation
Financial Services3.33%
KO
The Coca-Cola Company
Consumer Defensive3.33%
WMT
3.33%
LMT
Lockheed Martin Corporation
Industrials3.33%
PEP
PepsiCo, Inc.
Consumer Defensive3.33%
COP
ConocoPhillips Company
Energy3.33%
AFL
Aflac Incorporated
Financial Services3.33%
V
3.33%
MSFT
Microsoft Corporation
Technology3.33%
AAPL
Apple Inc.
Technology3.33%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.01%
10.86%
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Etoro 07/08/2023 returned 5.99% Year-To-Date and 15.19% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.40%
Etoro 07/08/20230.46%8.14%5.99%14.52%13.78%15.19%
EPRT
Essential Properties Realty Trust, Inc.
-0.25%4.01%2.42%12.68%15.58%16.04%
AMP
Ameriprise Financial, Inc.
4.97%17.10%12.16%29.93%20.75%20.35%
IIPR
Innovative Industrial Properties, Inc.
11.54%19.99%-12.24%-4.72%17.49%23.96%
ETR
Entergy Corporation
3.67%-1.14%-10.91%-10.56%7.25%7.79%
MRK
Merck & Co., Inc.
0.76%4.35%-1.29%30.42%13.05%15.80%
PFE
-8.74%-14.48%-32.32%-20.37%-0.62%3.33%
TROW
2.33%2.09%3.07%3.19%3.04%1.05%
WPC
-0.30%-12.42%-15.71%-15.96%5.28%5.34%
O
Realty Income Corporation
-4.04%-6.89%-12.33%-9.63%4.08%5.38%
TXN
-3.00%-8.76%0.27%2.26%11.12%10.28%
SPGI
0.94%16.82%16.18%16.48%13.88%13.71%
LOW
Lowe's Companies, Inc.
-4.80%14.40%9.48%16.43%15.05%18.04%
SCHD
0.24%5.02%-1.48%8.21%9.83%11.14%
MDC
M.D.C. Holdings, Inc.
-7.92%16.03%39.87%56.90%12.82%12.76%
EPD
Enterprise Products Partners L.P.
3.15%13.11%19.30%15.43%6.53%7.39%
JPM
JPMorgan Chase & Co.
1.31%18.65%13.05%35.98%7.95%9.56%
STAG
2.54%16.04%15.23%25.38%10.20%10.68%
JNJ
Johnson & Johnson
-1.16%9.40%-5.73%2.64%5.46%8.64%
CSCO
Cisco Systems, Inc.
0.07%13.29%19.21%37.82%5.88%8.15%
PG
1.08%8.08%3.18%16.03%15.32%17.28%
MAIN
Main Street Capital Corporation
3.86%10.05%17.61%14.34%8.20%8.73%
KO
The Coca-Cola Company
-1.93%-0.95%-5.98%1.40%7.98%9.37%
WMT
4.39%17.40%16.93%23.48%13.27%15.54%
LMT
Lockheed Martin Corporation
-5.11%-7.52%-10.50%4.27%7.67%9.84%
PEP
PepsiCo, Inc.
2.24%2.98%0.80%8.79%12.38%13.40%
COP
ConocoPhillips Company
4.32%28.41%5.39%14.60%13.60%16.46%
AFL
Aflac Incorporated
5.12%24.87%9.19%32.14%12.70%13.85%
V
0.54%9.07%17.09%30.36%10.80%12.60%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.35%26.04%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%30.09%

Asset Correlations Table

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

COPMRKEPDWMTIIPRPFELMTMDCJNJETRPGEPRTMAINWPCOAAPLLOWPEPMSFTTXNJPMKOSPGISTAGVCSCOAFLAMPTROWSCHD
COP1.000.220.580.150.210.230.360.240.170.150.100.270.360.250.190.240.250.140.210.320.480.230.250.220.320.350.480.500.390.55
MRK0.221.000.180.270.140.540.300.120.530.300.410.210.220.280.270.220.210.410.270.220.250.400.320.280.320.320.310.260.240.41
EPD0.580.181.000.160.260.190.290.270.170.220.120.300.390.310.260.290.300.130.230.310.440.220.270.300.310.360.420.460.380.50
WMT0.150.270.161.000.220.260.280.220.360.340.460.210.220.240.230.310.370.480.330.290.250.380.320.320.290.360.310.280.330.44
IIPR0.210.140.260.221.000.170.160.370.160.200.180.400.370.340.340.350.380.220.400.370.290.210.370.440.360.320.280.360.420.40
PFE0.230.540.190.260.171.000.270.130.500.320.360.190.230.260.280.260.250.370.290.270.290.370.320.320.310.370.300.290.300.47
LMT0.360.300.290.280.160.271.000.230.330.330.330.260.320.310.310.240.290.370.240.260.360.420.280.290.350.330.450.380.340.51
MDC0.240.120.270.220.370.130.231.000.160.230.240.390.380.350.340.340.540.250.340.390.330.280.380.400.360.340.380.420.460.48
JNJ0.170.530.170.360.160.500.330.161.000.350.500.200.210.280.290.270.290.500.300.280.270.480.330.330.330.400.350.280.320.48
ETR0.150.300.220.340.200.320.330.230.351.000.500.390.270.520.520.210.250.530.240.190.220.530.320.480.290.300.350.260.260.41
PG0.100.410.120.460.180.360.330.240.500.501.000.280.230.370.380.300.330.680.360.310.250.630.370.420.360.400.340.270.300.49
EPRT0.270.210.300.210.400.190.260.390.200.390.281.000.440.610.650.270.310.330.290.300.350.390.340.580.360.340.440.400.390.47
MAIN0.360.220.390.220.370.230.320.380.210.270.230.441.000.390.400.380.400.270.370.370.480.340.370.410.390.360.470.520.510.55
WPC0.250.280.310.240.340.260.310.350.280.520.370.610.391.000.760.260.290.410.270.290.300.480.360.680.350.340.410.350.350.48
O0.190.270.260.230.340.280.310.340.290.520.380.650.400.761.000.270.320.430.300.270.280.500.370.680.380.310.400.330.350.46
AAPL0.240.220.290.310.350.260.240.340.270.210.300.270.380.260.271.000.440.360.720.620.380.290.520.400.550.570.320.460.530.53
LOW0.250.210.300.370.380.250.290.540.290.250.330.310.400.290.320.441.000.370.470.480.410.330.490.410.460.470.400.490.550.60
PEP0.140.410.130.480.220.370.370.250.500.530.680.330.270.410.430.360.371.000.410.320.260.720.420.470.390.410.370.300.350.52
MSFT0.210.270.230.330.400.290.240.340.300.240.360.290.370.270.300.720.470.411.000.630.340.340.620.410.630.570.310.460.560.53
TXN0.320.220.310.290.370.270.260.390.280.190.310.300.370.290.270.620.480.320.631.000.460.310.530.370.570.590.400.560.600.66
JPM0.480.250.440.250.290.290.360.330.270.220.250.350.480.300.280.380.410.260.340.461.000.390.390.370.480.470.710.780.610.75
KO0.230.400.220.380.210.370.420.280.480.530.630.390.340.480.500.290.330.720.340.310.391.000.410.480.430.390.490.410.380.59
SPGI0.250.320.270.320.370.320.280.380.330.320.370.340.370.360.370.520.490.420.620.530.390.411.000.470.610.490.410.490.580.55
STAG0.220.280.300.320.440.320.290.400.330.480.420.580.410.680.680.400.410.470.410.370.370.480.471.000.430.420.420.440.460.55
V0.320.320.310.290.360.310.350.360.330.290.360.360.390.350.380.550.460.390.630.570.480.430.610.431.000.540.450.540.540.60
CSCO0.350.320.360.360.320.370.330.340.400.300.400.340.360.340.310.570.470.410.570.590.470.390.490.420.541.000.440.550.550.68
AFL0.480.310.420.310.280.300.450.380.350.350.340.440.470.410.400.320.400.370.310.400.710.490.410.420.450.441.000.720.570.73
AMP0.500.260.460.280.360.290.380.420.280.260.270.400.520.350.330.460.490.300.460.560.780.410.490.440.540.550.721.000.710.79
TROW0.390.240.380.330.420.300.340.460.320.260.300.390.510.350.350.530.550.350.560.600.610.380.580.460.540.550.570.711.000.74
SCHD0.550.410.500.440.400.470.510.480.480.410.490.470.550.480.460.530.600.520.530.660.750.590.550.550.600.680.730.790.741.00

Sharpe Ratio

The current Etoro 07/08/2023 Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.77

The Sharpe ratio of Etoro 07/08/2023 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
0.77
0.74
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

Etoro 07/08/2023 granted a 3.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Etoro 07/08/20233.56%3.50%2.94%3.48%3.32%3.97%3.54%3.99%4.69%4.08%4.25%5.15%
EPRT
Essential Properties Realty Trust, Inc.
4.68%4.69%3.72%4.89%4.18%3.85%0.00%0.00%0.00%0.00%0.00%0.00%
AMP
Ameriprise Financial, Inc.
1.51%1.59%1.51%2.20%2.46%3.74%2.17%3.05%2.92%2.09%2.18%2.92%
IIPR
Innovative Industrial Properties, Inc.
8.49%7.35%2.43%2.80%4.45%3.26%2.16%0.00%0.00%0.00%0.00%0.00%
ETR
Entergy Corporation
4.36%3.72%3.66%4.11%3.47%4.90%5.30%6.01%6.60%5.37%7.77%8.11%
MRK
Merck & Co., Inc.
2.72%2.58%3.59%3.31%2.80%3.01%4.00%3.86%4.34%4.08%4.67%5.78%
PFE
4.85%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
TROW
4.47%4.55%3.98%2.66%2.88%3.59%2.60%3.53%7.30%2.78%2.51%5.12%
WPC
6.66%5.59%5.57%6.79%6.33%8.06%7.99%9.70%10.06%8.68%9.96%8.62%
O
Realty Income Corporation
5.63%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
TXN
3.06%2.90%2.35%2.44%2.77%3.17%2.37%2.69%3.14%2.93%3.16%3.11%
SPGI
0.92%1.00%0.66%0.84%0.86%1.23%1.02%1.43%1.45%1.48%1.59%7.30%
LOW
Lowe's Companies, Inc.
1.98%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
SCHD
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
MDC
M.D.C. Holdings, Inc.
4.81%6.56%3.28%3.23%3.68%5.18%3.67%5.08%5.33%5.33%0.00%7.97%
EPD
Enterprise Products Partners L.P.
7.18%8.24%9.34%11.21%8.44%10.06%9.65%9.59%10.24%7.22%7.72%15.17%
JPM
JPMorgan Chase & Co.
2.70%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
STAG
4.05%4.65%3.25%5.13%5.31%7.02%6.68%7.98%10.82%8.23%9.72%10.42%
JNJ
Johnson & Johnson
2.85%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
CSCO
Cisco Systems, Inc.
2.77%3.24%2.44%3.47%3.23%3.41%3.51%4.04%3.85%3.50%3.09%3.53%
PG
2.42%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
MAIN
Main Street Capital Corporation
8.44%8.28%6.35%8.23%8.51%11.79%10.62%12.05%16.14%16.80%17.09%12.88%
KO
The Coca-Cola Company
3.11%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
WMT
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
LMT
Lockheed Martin Corporation
2.81%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
PEP
PepsiCo, Inc.
2.71%2.56%2.56%2.93%3.08%3.71%3.12%3.44%3.46%3.45%3.57%4.23%
COP
ConocoPhillips Company
4.36%4.30%2.90%4.70%2.38%2.20%2.33%2.46%7.96%5.46%5.27%6.16%
AFL
Aflac Incorporated
2.15%2.26%2.35%2.70%2.25%2.56%2.28%2.80%3.18%3.03%2.69%3.28%
V
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%

Expense Ratio

The 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

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
EPRT
Essential Properties Realty Trust, Inc.
0.39
AMP
Ameriprise Financial, Inc.
0.89
IIPR
Innovative Industrial Properties, Inc.
-0.22
ETR
Entergy Corporation
-0.54
MRK
Merck & Co., Inc.
1.35
PFE
N/A
TROW
N/A
WPC
N/A
O
Realty Income Corporation
-0.60
TXN
N/A
SPGI
N/A
LOW
Lowe's Companies, Inc.
0.45
SCHD
N/A
MDC
M.D.C. Holdings, Inc.
1.46
EPD
Enterprise Products Partners L.P.
0.88
JPM
JPMorgan Chase & Co.
1.19
STAG
N/A
JNJ
Johnson & Johnson
0.05
CSCO
Cisco Systems, Inc.
1.55
PG
N/A
MAIN
Main Street Capital Corporation
0.56
KO
The Coca-Cola Company
0.03
WMT
N/A
LMT
Lockheed Martin Corporation
0.25
PEP
PepsiCo, Inc.
0.56
COP
ConocoPhillips Company
0.38
AFL
Aflac Incorporated
1.42
V
N/A
MSFT
Microsoft Corporation
1.05
AAPL
Apple Inc.
0.51

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.14%
-8.22%
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Etoro 07/08/2023. 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 Etoro 07/08/2023 is 38.13%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


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
-8.61%Oct 13, 202014Oct 30, 20207Nov 10, 202021
-7.58%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility Chart

The current Etoro 07/08/2023 volatility is 2.78%, 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%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.78%
3.47%
Etoro 07/08/2023
Benchmark (^GSPC)
Portfolio components