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Rob's Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Apr 1, 2025, corresponding to the inception date of FLBL

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-1.44%8.08%-3.32%10.99%15.15%10.61%
Rob's PortfolioN/AN/AN/AN/AN/AN/A
IVV
iShares Core S&P 500 ETF
-3.40%5.57%-5.07%9.78%16.34%12.29%
SCHD
Schwab US Dividend Equity ETF
-4.97%1.70%-9.89%1.08%13.11%10.27%
EDIV
SPDR S&P Emerging Markets Dividend ETF
6.78%7.20%5.21%10.71%14.16%4.52%
FLRT
Pacific Global Senior Loan ETF
N/AN/AN/AN/AN/AN/A
FLBL
Franklin Liberty Senior Loan ETF
N/AN/AN/AN/AN/AN/A
IYW
iShares U.S. Technology ETF
-6.97%9.30%-7.79%10.95%20.36%19.28%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
0.58%7.76%-2.28%0.20%13.67%3.92%
VCLT
Vanguard Long-Term Corporate Bond ETF
-0.36%1.51%-4.06%2.17%-1.76%2.40%
XLRE
Real Estate Select Sector SPDR Fund
2.97%6.91%-3.61%13.88%9.33%N/A
JAAA
Janus Henderson AAA CLO ETF
N/AN/AN/AN/AN/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Rob's Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.02%0.02%

Expense Ratio

Rob's Portfolio has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Rob's Portfolio is 59, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Rob's Portfolio is 5959
Overall Rank
The Sharpe Ratio Rank of Rob's Portfolio is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of Rob's Portfolio is 5757
Sortino Ratio Rank
The Omega Ratio Rank of Rob's Portfolio is 6262
Omega Ratio Rank
The Calmar Ratio Rank of Rob's Portfolio is 5757
Calmar Ratio Rank
The Martin Ratio Rank of Rob's Portfolio is 6161
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
0.520.891.130.562.17
SCHD
Schwab US Dividend Equity ETF
0.080.321.040.150.49
EDIV
SPDR S&P Emerging Markets Dividend ETF
0.871.371.180.942.50
FLRT
Pacific Global Senior Loan ETF
FLBL
Franklin Liberty Senior Loan ETF
IYW
iShares U.S. Technology ETF
0.380.731.100.421.35
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
-0.020.081.01-0.02-0.06
VCLT
Vanguard Long-Term Corporate Bond ETF
0.160.271.030.070.34
XLRE
Real Estate Select Sector SPDR Fund
0.761.231.160.642.82
JAAA
Janus Henderson AAA CLO ETF

There isn't enough data available to calculate the Sharpe ratio for Rob's Portfolio. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

Rob's Portfolio provided a 2.25% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.25%1.29%1.35%1.30%1.12%1.18%1.31%1.45%1.24%1.52%1.42%1.26%
IVV
iShares Core S&P 500 ETF
1.37%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.01%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%
FLRT
Pacific Global Senior Loan ETF
7.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLBL
Franklin Liberty Senior Loan ETF
0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.22%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.58%2.60%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%2.67%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.43%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%4.29%
XLRE
Real Estate Select Sector SPDR Fund
3.35%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%
JAAA
Janus Henderson AAA CLO ETF
0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Rob's Portfolio. 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 Rob's Portfolio was 0.50%, occurring on May 6, 2025. Recovery took 3 trading sessions.

The current Rob's Portfolio drawdown is 3.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.5%May 6, 20251May 6, 20253May 9, 20254

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 7.69, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCEDIVEEMSFLRTXLREVCLTJAAAIYWIVVSCHDFLBLPortfolio
^GSPC1.000.000.000.200.20-0.400.801.001.001.000.801.00
EDIV0.001.001.000.400.40-0.80-0.400.000.000.000.600.00
EEMS0.001.001.000.400.40-0.80-0.400.000.000.000.600.00
FLRT0.200.400.401.001.000.000.400.200.200.200.400.20
XLRE0.200.400.401.001.000.000.400.200.200.200.400.20
VCLT-0.40-0.80-0.800.000.001.000.20-0.40-0.40-0.40-0.80-0.40
JAAA0.80-0.40-0.400.400.400.201.000.800.800.800.400.80
IYW1.000.000.000.200.20-0.400.801.001.001.000.801.00
IVV1.000.000.000.200.20-0.400.801.001.001.000.801.00
SCHD1.000.000.000.200.20-0.400.801.001.001.000.801.00
FLBL0.800.600.600.400.40-0.800.400.800.800.801.000.80
Portfolio1.000.000.000.200.20-0.400.801.001.001.000.801.00
The correlation results are calculated based on daily price changes starting from May 6, 2025