PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Aggressive

Last updated Sep 21, 2023

30%

Asset Allocation


TQQQ 30%VGT 30%VOO 20%SCHD 20%EquityEquity
PositionCategory/SectorWeight
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged30%
VGT
Vanguard Information Technology ETF
Technology Equities30%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities20%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend20%

Performance

The chart shows the growth of an initial investment of $10,000 in Aggressive, 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%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
21.76%
10.86%
Aggressive
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Aggressive returned 45.82% Year-To-Date and 23.64% 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%
Aggressive-0.17%22.58%45.82%36.82%19.13%23.69%
TQQQ
ProShares UltraPro QQQ
-0.28%48.68%120.94%65.33%17.64%35.39%
VGT
Vanguard Information Technology ETF
-0.98%13.58%32.29%29.37%17.10%19.26%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%9.83%11.24%

Asset Correlations Table

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

SCHDTQQQVGTVOO
SCHD1.000.690.700.88
TQQQ0.691.000.960.90
VGT0.700.961.000.89
VOO0.880.900.891.00

Sharpe Ratio

The current Aggressive Sharpe ratio is 0.93. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.93

The Sharpe ratio of Aggressive 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
0.93
0.74
Aggressive
Benchmark (^GSPC)
Portfolio components

Dividend yield

Aggressive granted a 1.66% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Aggressive1.66%1.48%1.04%1.27%1.44%1.60%1.34%1.59%1.66%1.51%1.46%1.73%
TQQQ
ProShares UltraPro QQQ
1.36%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%0.00%
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%
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%
SCHD
Schwab US Dividend Equity ETF
3.61%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%

Expense Ratio

The Aggressive has a high expense ratio of 0.33%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.95%
0.00%2.15%
0.10%
0.00%2.15%
0.06%
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
TQQQ
ProShares UltraPro QQQ
0.77
VGT
Vanguard Information Technology ETF
1.07
VOO
Vanguard S&P 500 ETF
0.85
SCHD
Schwab US Dividend Equity ETF
0.36

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-17.96%
-8.22%
Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Aggressive. 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 Aggressive is 46.84%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.84%Dec 28, 2021202Oct 14, 2022
-45.86%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-31.42%Oct 4, 201856Dec 24, 201871Apr 8, 2019127
-22.13%Dec 2, 201549Feb 11, 2016110Jul 20, 2016159
-20.9%Jul 21, 201526Aug 25, 201548Nov 2, 201574

Volatility Chart

The current Aggressive volatility is 7.26%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.26%
3.47%
Aggressive
Benchmark (^GSPC)
Portfolio components