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scrr

Last updated Oct 2, 2023

Asset Allocation


BLV 15%VTIP 10%BIV 5%GLDM 10%BTC-USD 4.5%ETH-USD 2.5%VGT 18%MGK 13%VYM 10%VEA 5%VNQ 7%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BLV
Vanguard Long-Term Bond ETF
Total Bond Market15%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds10%
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market5%
GLDM
SPDR Gold MiniShares Trust
Precious Metals, Gold10%
BTC-USD
Bitcoin
4.5%
ETH-USD
Ethereum
2.5%
VGT
Vanguard Information Technology ETF
Technology Equities18%
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities13%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities10%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities5%
VNQ
Vanguard Real Estate ETF
REIT7%

Performance

The chart shows the growth of an initial investment of $10,000 in scrr, 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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
-0.89%
4.57%
scrr
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 2, 2023, the scrr returned 12.58% Year-To-Date and 8.73% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.68%19.59%5.43%6.14%
scrr-4.25%-0.73%12.58%17.14%8.88%8.73%
VGT
Vanguard Information Technology ETF
-6.91%8.18%30.65%36.11%11.09%12.17%
MGK
Vanguard Mega Cap Growth ETF
-5.86%11.28%32.39%30.96%8.70%9.35%
VYM
Vanguard High Dividend Yield ETF
-3.66%-1.27%-2.32%12.42%4.55%5.19%
VEA
Vanguard FTSE Developed Markets ETF
-3.93%-2.43%6.27%24.10%2.29%2.28%
BIV
Vanguard Intermediate-Term Bond ETF
-2.11%-4.78%-0.75%1.25%0.58%0.53%
BLV
Vanguard Long-Term Bond ETF
-5.07%-11.22%-4.92%-2.97%-0.65%-0.74%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
-0.15%-0.44%2.03%3.37%1.92%1.83%
GLDM
SPDR Gold MiniShares Trust
-4.80%-6.98%1.30%11.16%6.05%5.05%
VNQ
Vanguard Real Estate ETF
-7.42%-6.22%-5.39%-1.29%1.99%1.75%
BTC-USD
Bitcoin
4.03%-3.16%62.63%41.31%21.65%21.51%
ETH-USD
Ethereum
1.89%-7.86%39.37%30.71%32.20%19.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.45%0.90%0.31%3.70%1.46%-2.43%

Sharpe Ratio

The current scrr Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.58

The Sharpe ratio of scrr is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptember
0.58
0.73
scrr
Benchmark (^GSPC)
Portfolio components

Dividend yield

scrr granted a 2.35% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
scrr2.35%2.45%2.04%2.26%2.10%2.56%2.25%2.50%2.50%2.54%2.76%3.12%
VGT
Vanguard Information Technology ETF
0.77%0.92%0.65%0.84%1.15%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
MGK
Vanguard Mega Cap Growth ETF
0.53%0.70%0.42%0.66%0.87%1.16%1.28%1.61%1.54%1.36%1.42%1.86%
VYM
Vanguard High Dividend Yield ETF
3.25%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
VEA
Vanguard FTSE Developed Markets ETF
3.18%2.97%3.32%2.22%3.38%3.84%3.27%3.71%3.66%4.75%3.47%4.08%
BIV
Vanguard Intermediate-Term Bond ETF
2.96%2.46%3.57%3.19%3.06%3.29%3.17%2.88%3.74%5.05%5.59%6.93%
BLV
Vanguard Long-Term Bond ETF
4.44%4.28%3.59%6.44%4.17%4.94%4.59%5.46%5.96%5.55%7.19%8.24%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
5.07%6.89%5.04%1.35%2.23%2.85%1.81%0.92%0.00%1.00%0.06%0.13%
GLDM
SPDR Gold MiniShares 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%
VNQ
Vanguard Real Estate ETF
4.74%4.03%2.73%4.32%3.89%5.63%5.26%6.25%5.33%5.10%6.36%5.46%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The scrr has an expense ratio of 0.07% 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.


0.18%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
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
VGT
Vanguard Information Technology ETF
1.22
MGK
Vanguard Mega Cap Growth ETF
1.10
VYM
Vanguard High Dividend Yield ETF
0.62
VEA
Vanguard FTSE Developed Markets ETF
1.30
BIV
Vanguard Intermediate-Term Bond ETF
0.06
BLV
Vanguard Long-Term Bond ETF
-0.28
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.70
GLDM
SPDR Gold MiniShares Trust
0.80
VNQ
Vanguard Real Estate ETF
-0.14
BTC-USD
Bitcoin
0.52
ETH-USD
Ethereum
0.01

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDMBLVETH-USDBTC-USDVTIPBIVVNQVYMVGTMGKVEA
GLDM1.000.340.100.110.390.400.120.040.050.050.18
BLV0.341.000.040.030.380.840.15-0.080.040.06-0.01
ETH-USD0.100.041.000.820.070.030.140.160.220.220.24
BTC-USD0.110.030.821.000.060.030.160.160.220.220.24
VTIP0.390.380.070.061.000.500.200.110.120.130.17
BIV0.400.840.030.030.501.000.17-0.070.040.050.01
VNQ0.120.150.140.160.200.171.000.590.490.510.52
VYM0.04-0.080.160.160.11-0.070.591.000.580.570.72
VGT0.050.040.220.220.120.040.490.581.000.940.68
MGK0.050.060.220.220.130.050.510.570.941.000.68
VEA0.18-0.010.240.240.170.010.520.720.680.681.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%MayJuneJulyAugustSeptember
-14.49%
-10.60%
scrr
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the scrr. 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 scrr is 28.00%, recorded on Oct 15, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28%Nov 9, 2021341Oct 15, 2022
-24.37%Feb 15, 202037Mar 22, 202080Jun 10, 2020117
-13.34%Jul 26, 2018153Dec 25, 201898Apr 2, 2019251
-7.75%Sep 3, 202021Sep 23, 202049Nov 11, 202070
-5.99%Sep 7, 202122Sep 28, 202122Oct 20, 202144

Volatility Chart

The current scrr volatility is 2.24%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%MayJuneJulyAugustSeptember
2.24%
3.11%
scrr
Benchmark (^GSPC)
Portfolio components