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5 etfs

Last updated Sep 21, 2023

Asset Allocation


SCHG 20%QQQ 20%SMH 20%IMCG 20%FTEC 20%EquityEquity
PositionCategory/SectorWeight
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities20%
QQQ
Invesco QQQ
Large Cap Blend Equities20%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities20%
IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities20%
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities20%

Performance

The chart shows the growth of an initial investment of $10,000 in 5 etfs, 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
13.49%
11.49%
5 etfs
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 5 etfs returned 30.71% Year-To-Date and 17.43% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.76%
5 etfs-1.16%14.97%30.71%26.65%16.24%17.43%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.35%19.07%33.91%23.91%13.52%14.41%
QQQ
Invesco QQQ
0.32%19.42%37.50%27.11%15.58%17.29%
SMH
VanEck Vectors Semiconductor ETF
-4.91%13.99%41.55%45.18%25.53%25.61%
IMCG
iShares Morningstar Mid-Cap Growth ETF
-0.88%6.86%8.88%9.33%8.86%10.56%
FTEC
Fidelity MSCI Information Technology Index ETF
-0.67%15.50%32.58%27.72%17.08%18.87%

Asset Correlations Table

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

SMHIMCGQQQSCHGFTEC
SMH1.000.740.820.780.85
IMCG0.741.000.830.880.84
QQQ0.820.831.000.960.96
SCHG0.780.880.961.000.95
FTEC0.850.840.960.951.00

Sharpe Ratio

The current 5 etfs Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.06

The Sharpe ratio of 5 etfs 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-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.06
0.74
5 etfs
Benchmark (^GSPC)
Portfolio components

Dividend yield

5 etfs granted a 0.89% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
5 etfs0.89%1.11%0.59%0.69%1.85%1.61%1.34%1.25%1.86%1.49%1.38%2.73%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.57%0.55%0.43%0.53%0.84%1.31%1.05%1.34%1.30%1.18%1.17%1.52%
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%
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%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.91%0.91%0.42%0.09%0.30%0.36%0.46%0.54%0.39%0.62%0.38%0.84%
FTEC
Fidelity MSCI Information Technology Index ETF
0.73%0.93%0.64%0.84%1.07%1.25%1.02%1.34%1.37%1.20%0.20%0.00%

Expense Ratio

The 5 etfs features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
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
SCHG
Schwab U.S. Large-Cap Growth ETF
1.03
QQQ
Invesco QQQ
1.14
SMH
VanEck Vectors Semiconductor ETF
1.29
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.36
FTEC
Fidelity MSCI Information Technology Index ETF
1.08

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-10.44%
-8.22%
5 etfs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 5 etfs. 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 5 etfs is 36.57%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.57%Dec 28, 2021202Oct 14, 2022
-31.47%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-22.94%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-17.09%May 28, 2015180Feb 11, 2016103Jul 11, 2016283
-12.28%Feb 16, 202115Mar 8, 202127Apr 15, 202142

Volatility Chart

The current 5 etfs volatility is 4.97%, 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
4.97%
3.47%
5 etfs
Benchmark (^GSPC)
Portfolio components