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SVUA

Last updated Sep 21, 2023

Asset Allocation


BND 8.52%VOO 66.16%ADBE 8.38%NVDA 7.55%AAPL 5.72%MSFT 3.67%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market8.52%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities66.16%
ADBE
Adobe Inc
Technology8.38%
NVDA
NVIDIA Corporation
Technology7.55%
AAPL
Apple Inc.
Technology5.72%
MSFT
Microsoft Corporation
Technology3.67%

Performance

The chart shows the growth of an initial investment of $10,000 in SVUA, 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%20.00%AprilMayJuneJulyAugustSeptember
16.46%
10.86%
SVUA
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the SVUA returned 30.61% Year-To-Date and 18.10% 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%9.99%
SVUA0.05%16.99%30.61%33.90%15.44%18.12%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
BND
Vanguard Total Bond Market ETF
0.27%-3.11%0.29%-0.33%0.34%1.24%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%27.70%
ADBE
Adobe Inc
3.14%45.20%59.21%87.14%15.53%26.38%
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.44%60.89%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.35%27.95%

Asset Correlations Table

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

BNDAAPLNVDAADBEMSFTVOO
BND1.00-0.07-0.06-0.05-0.06-0.15
AAPL-0.071.000.490.500.550.63
NVDA-0.060.491.000.560.550.60
ADBE-0.050.500.561.000.660.69
MSFT-0.060.550.550.661.000.72
VOO-0.150.630.600.690.721.00

Sharpe Ratio

The current SVUA Sharpe ratio is 1.57. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.57

The Sharpe ratio of SVUA 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.57
0.74
SVUA
Benchmark (^GSPC)
Portfolio components

Dividend yield

SVUA granted a 1.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SVUA1.33%1.44%1.08%1.34%1.70%1.95%1.73%2.00%2.17%2.07%2.16%2.37%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
BND
Vanguard Total Bond Market ETF
3.00%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
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%
ADBE
Adobe Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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%

Expense Ratio

The SVUA has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
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
VOO
Vanguard S&P 500 ETF
0.85
BND
Vanguard Total Bond Market ETF
-0.07
AAPL
Apple Inc.
0.51
ADBE
Adobe Inc
2.26
NVDA
NVIDIA Corporation
3.98
MSFT
Microsoft Corporation
1.05

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.25%
-8.22%
SVUA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SVUA. 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 SVUA is 29.78%, recorded on Oct 12, 2022. It took 179 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.78%Nov 22, 2021224Oct 12, 2022179Jun 30, 2023403
-29.52%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-21.95%Oct 2, 201858Dec 24, 2018129Jul 1, 2019187
-19.34%Feb 22, 2011156Oct 3, 201188Feb 8, 2012244
-12.95%Dec 7, 201546Feb 11, 201632Mar 30, 201678

Volatility Chart

The current SVUA volatility is 4.02%, 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
4.02%
3.47%
SVUA
Benchmark (^GSPC)
Portfolio components