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Roth

Last updated Sep 21, 2023

Asset Allocation


ICSH 20%SPLG 50%SCHD 30%BondBondEquityEquity
PositionCategory/SectorWeight
ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed20%
SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities50%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend30%

Performance

The chart shows the growth of an initial investment of $10,000 in Roth, 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%AprilMayJuneJulyAugustSeptember
7.54%
10.86%
Roth
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Roth returned 8.10% Year-To-Date and 9.63% 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%9.69%
Roth0.33%8.11%8.10%12.55%8.93%9.63%
ICSH
iShares Ultra Short-Term Bond ETF
0.05%2.01%3.22%4.30%1.96%1.51%
SPLG
SPDR Portfolio S&P 500 ETF
0.48%12.42%16.03%18.13%10.48%11.67%
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%9.83%11.03%

Asset Correlations Table

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

ICSHSPLGSCHD
ICSH1.000.030.04
SPLG0.031.000.81
SCHD0.040.811.00

Sharpe Ratio

The current Roth Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.77

The Sharpe ratio of Roth 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
0.77
0.74
Roth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Roth granted a 2.66% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Roth2.66%2.24%1.62%2.10%2.52%2.77%2.23%2.39%2.41%2.20%2.03%2.46%
ICSH
iShares Ultra Short-Term Bond ETF
4.05%1.70%0.44%1.27%2.77%2.39%1.52%1.00%0.61%0.52%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF
1.53%1.71%1.29%1.61%1.91%2.41%1.94%2.22%2.28%2.10%2.05%2.53%
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 Roth has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.08%
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
ICSH
iShares Ultra Short-Term Bond ETF
6.23
SPLG
SPDR Portfolio 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.22%
-8.22%
Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Roth. 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 Roth is 27.69%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.69%Feb 13, 202027Mar 23, 202097Aug 10, 2020124
-17.44%Jan 5, 2022186Sep 30, 2022
-14.89%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-9.73%May 22, 201566Aug 25, 2015159Apr 13, 2016225
-8.4%Jan 29, 201844Apr 2, 201899Aug 21, 2018143

Volatility Chart

The current Roth volatility is 2.51%, 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%AprilMayJuneJulyAugustSeptember
2.51%
3.47%
Roth
Benchmark (^GSPC)
Portfolio components