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Mid

Last updated Sep 21, 2023

20%

Asset Allocation


VGT 35%VOO 25%TQQQ 20%SCHD 20%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities35%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities25%
TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged20%
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 Mid, 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


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
18.22%
10.86%
Mid
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Mid returned 36.86% Year-To-Date and 21.02% 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%
Mid-0.18%18.93%36.86%31.93%17.62%21.06%
TQQQ
ProShares UltraPro QQQ
-0.28%48.68%120.94%65.33%17.64%35.39%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
VGT
Vanguard Information Technology ETF
-0.98%13.58%32.29%29.37%17.10%19.26%
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 Mid Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of Mid 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
0.94
0.74
Mid
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mid granted a 1.63% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Mid1.63%1.56%1.14%1.39%1.59%1.77%1.49%1.77%1.85%1.67%1.63%1.93%
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%
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%
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%
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 Mid has a high expense ratio of 0.24%, 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
VOO
Vanguard S&P 500 ETF
0.85
VGT
Vanguard Information Technology ETF
1.07
SCHD
Schwab US Dividend Equity ETF
0.36

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-13.61%
-8.22%
Mid
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Mid. 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 Mid is 41.71%, recorded on Mar 23, 2020. It took 74 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.71%Feb 20, 202023Mar 23, 202074Jul 8, 202097
-40.77%Dec 28, 2021202Oct 14, 2022
-27.84%Oct 4, 201856Dec 24, 201870Apr 5, 2019126
-19.2%Dec 2, 201549Feb 11, 2016106Jul 14, 2016155
-18.28%Jul 21, 201526Aug 25, 201545Oct 28, 201571

Volatility Chart

The current Mid volatility is 6.20%, 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%7.00%8.00%AprilMayJuneJulyAugustSeptember
6.20%
3.47%
Mid
Benchmark (^GSPC)
Portfolio components