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Racional

Last updated Sep 21, 2023

Asset Allocation


VOO 32%QQQ 31%VGT 21%ICLN 6.6%TAN 6.6%SMH 2.8%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities32%
QQQ
Invesco QQQ
Large Cap Blend Equities31%
VGT
Vanguard Information Technology ETF
Technology Equities21%
ICLN
iShares Global Clean Energy ETF
Alternative Energy Equities6.6%
TAN
Invesco Solar ETF
Alternative Energy Equities6.6%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities2.8%

Performance

The chart shows the growth of an initial investment of $10,000 in Racional, 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
9.21%
10.86%
Racional
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Racional returned 20.52% Year-To-Date and 15.60% 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%
Racional-0.31%9.46%20.52%17.13%15.51%15.63%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%15.58%17.63%
VGT
Vanguard Information Technology ETF
-0.98%13.58%32.29%29.37%17.10%19.26%
ICLN
iShares Global Clean Energy ETF
-2.27%-17.11%-21.29%-26.45%13.57%6.84%
TAN
Invesco Solar ETF
-2.24%-25.88%-25.23%-32.86%20.71%7.33%
SMH
VanEck Vectors Semiconductor ETF
-3.95%11.04%41.55%46.41%25.53%25.39%

Asset Correlations Table

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

TANICLNSMHVOOQQQVGT
TAN1.000.830.550.570.560.58
ICLN0.831.000.570.650.600.61
SMH0.550.571.000.760.820.85
VOO0.570.650.761.000.890.89
QQQ0.560.600.820.891.000.96
VGT0.580.610.850.890.961.00

Sharpe Ratio

The current Racional Sharpe ratio is 0.66. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.66

The Sharpe ratio of Racional 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
0.66
0.74
Racional
Benchmark (^GSPC)
Portfolio components

Dividend yield

Racional granted a 0.94% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Racional0.94%1.11%0.79%0.93%1.40%1.64%1.50%2.04%1.83%1.86%1.66%2.83%
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%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
VGT
Vanguard Information Technology ETF
0.73%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
ICLN
iShares Global Clean Energy ETF
1.04%0.90%1.20%0.35%1.40%2.91%2.68%4.29%2.70%3.31%2.53%4.72%
TAN
Invesco Solar ETF
0.00%0.00%0.00%0.09%0.30%0.70%1.79%5.19%1.73%2.06%1.43%10.31%
SMH
VanEck Vectors Semiconductor ETF
1.67%2.37%1.04%1.42%6.29%4.18%3.31%1.92%5.19%2.93%4.02%9.94%

Expense Ratio

The Racional features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.69%
0.00%2.15%
0.46%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.10%
0.00%2.15%
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
QQQ
Invesco QQQ
1.14
VGT
Vanguard Information Technology ETF
1.07
ICLN
iShares Global Clean Energy ETF
-1.16
TAN
Invesco Solar ETF
-1.04
SMH
VanEck Vectors Semiconductor ETF
1.29

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-10.68%
-8.22%
Racional
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Racional. 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 Racional is 32.99%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.99%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-30.45%Nov 22, 2021226Oct 14, 2022
-22.77%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-20.2%Aug 30, 201880Dec 24, 201857Mar 19, 2019137
-18.04%May 19, 2015186Feb 11, 2016128Aug 15, 2016314

Volatility Chart

The current Racional volatility is 4.61%, 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%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.61%
3.47%
Racional
Benchmark (^GSPC)
Portfolio components