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Main FFIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 37.76%VTI 30.52%QQQM 21.56%SOXQ 10.16%EquityEquity
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

21.56%

SOXQ
Invesco PHLX Semiconductor ETF
Technology Equities

10.16%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

37.76%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

30.52%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Main FFIN, 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%NovemberDecember2024FebruaryMarchApril
23.00%
16.95%
Main FFIN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 11, 2021, corresponding to the inception date of SOXQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Main FFIN3.54%-6.23%19.52%26.15%N/AN/A
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
QQQM
Invesco NASDAQ 100 ETF
1.44%-7.06%17.45%32.02%N/AN/A
SOXQ
Invesco PHLX Semiconductor ETF
3.32%-12.22%30.24%43.85%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.57%5.84%2.89%
2023-4.96%-2.72%10.27%5.80%

Expense Ratio

The Main FFIN 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.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

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.


Main FFIN
Sharpe ratio
The chart of Sharpe ratio for Main FFIN, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for Main FFIN, currently valued at 2.64, compared to the broader market-2.000.002.004.006.002.64
Omega ratio
The chart of Omega ratio for Main FFIN, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Main FFIN, currently valued at 1.49, compared to the broader market0.002.004.006.008.001.49
Martin ratio
The chart of Martin ratio for Main FFIN, currently valued at 7.87, compared to the broader market0.0010.0020.0030.0040.007.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
QQQM
Invesco NASDAQ 100 ETF
1.902.671.321.399.72
SOXQ
Invesco PHLX Semiconductor ETF
1.492.181.261.586.63

Sharpe Ratio

The current Main FFIN Sharpe ratio is 1.83. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.83

The Sharpe ratio of Main FFIN 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.83
1.66
Main FFIN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Main FFIN granted a 1.21% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Main FFIN1.21%1.22%1.47%1.00%1.05%1.25%1.40%1.19%1.35%1.40%1.24%1.23%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
QQQM
Invesco NASDAQ 100 ETF
0.70%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXQ
Invesco PHLX Semiconductor ETF
0.82%0.87%1.36%0.72%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.49%
-5.46%
Main FFIN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Main FFIN. 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 Main FFIN was 29.38%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Main FFIN drawdown is 6.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.38%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-6.49%Apr 2, 202414Apr 19, 2024
-5.75%Sep 7, 202120Oct 4, 202113Oct 21, 202133
-4.04%Nov 22, 20217Dec 1, 202117Dec 27, 202124
-2.97%Dec 28, 20235Jan 4, 202410Jan 19, 202415

Volatility

Volatility Chart

The current Main FFIN volatility is 3.79%, 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%NovemberDecember2024FebruaryMarchApril
3.79%
3.15%
Main FFIN
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SOXQVOOVTIQQQM
SOXQ1.000.800.810.87
VOO0.801.000.990.94
VTI0.810.991.000.93
QQQM0.870.940.931.00