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8 ETFs + BTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 5%BTC-USD 10%SMH 25%VOO 10%QQQ 10%SPGP 10%BRK-B 10%IWY 10%XLK 10%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services
10%
BTC-USD
Bitcoin
10%
IAU
iShares Gold Trust
Precious Metals, Gold
5%
IWY
iShares Russell Top 200 Growth ETF
Large Cap Growth Equities
10%
QQQ
Invesco QQQ
Large Cap Blend Equities
10%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
25%
SPGP
Invesco S&P 500 GARP ETF
Large Cap Growth Equities
10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
10%
XLK
Technology Select Sector SPDR Fund
Technology Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 8 ETFs + BTC, 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%AprilMayJuneJulyAugustSeptember
7.32%
8.95%
8 ETFs + BTC
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 16, 2011, corresponding to the inception date of SPGP

Returns By Period

As of Sep 21, 2024, the 8 ETFs + BTC returned 28.05% Year-To-Date and 27.91% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.55%2.37%8.95%32.00%13.81%11.08%
8 ETFs + BTC28.09%1.44%7.32%51.76%28.60%27.85%
VOO
Vanguard S&P 500 ETF
20.75%2.49%9.72%33.92%15.59%13.08%
QQQ
Invesco QQQ
18.15%1.60%8.25%35.53%21.18%18.00%
SPGP
Invesco S&P 500 GARP ETF
6.65%1.57%-0.93%16.03%14.04%13.68%
SMH
VanEck Vectors Semiconductor ETF
36.04%-1.86%4.51%68.59%34.77%28.19%
BRK-B
Berkshire Hathaway Inc.
27.66%1.40%10.62%26.42%16.97%12.52%
BTC-USD
Bitcoin
49.99%4.99%-1.04%138.51%45.48%65.03%
IAU
iShares Gold Trust
26.88%5.63%20.99%35.82%11.25%7.75%
IWY
iShares Russell Top 200 Growth ETF
25.02%2.47%11.16%42.12%20.93%17.36%
XLK
Technology Select Sector SPDR Fund
16.01%0.97%6.20%36.11%23.66%20.16%

Monthly Returns

The table below presents the monthly returns of 8 ETFs + BTC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.00%11.35%5.42%-5.52%7.53%3.84%-0.34%0.35%28.09%
202312.87%-0.84%8.91%-0.10%5.05%6.31%3.32%-2.27%-4.55%1.04%10.35%6.17%55.16%
2022-7.52%-0.77%3.72%-11.57%-0.61%-13.00%12.27%-7.14%-9.51%5.53%7.47%-6.51%-27.20%
20211.77%7.07%6.79%3.49%-1.87%2.38%3.66%4.17%-5.58%10.35%2.07%0.85%40.14%
20203.07%-6.39%-12.30%14.71%5.65%3.45%9.30%7.50%-3.72%0.90%16.56%11.59%57.50%
20196.28%4.72%2.86%8.50%-0.94%13.84%1.76%-1.81%0.95%4.98%1.56%5.19%58.47%
20183.89%-1.28%-5.04%1.48%2.03%-2.46%4.72%2.62%-0.74%-8.05%-2.12%-6.82%-12.01%
20173.17%5.55%0.56%3.81%12.15%0.49%4.93%9.16%0.21%9.61%9.29%7.19%88.84%
2016-6.02%2.72%5.74%-0.83%4.86%3.30%4.87%0.75%1.91%0.16%2.93%5.06%27.89%
2015-5.49%6.74%-2.56%0.45%2.65%-2.63%1.61%-6.87%-1.07%10.77%2.89%0.98%6.34%
2014-1.53%0.67%0.39%-0.16%6.28%3.06%-1.53%2.72%-2.31%-0.15%5.53%-1.76%11.32%
20138.81%8.81%39.20%7.12%1.48%-5.41%4.70%1.13%3.20%8.65%63.89%-13.52%185.16%

Expense Ratio

8 ETFs + BTC has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SPGP: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 8 ETFs + BTC is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 8 ETFs + BTC is 3535
8 ETFs + BTC
The Sharpe Ratio Rank of 8 ETFs + BTC is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of 8 ETFs + BTC is 4040Sortino Ratio Rank
The Omega Ratio Rank of 8 ETFs + BTC is 3434Omega Ratio Rank
The Calmar Ratio Rank of 8 ETFs + BTC is 1818Calmar Ratio Rank
The Martin Ratio Rank of 8 ETFs + BTC is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


8 ETFs + BTC
Sharpe ratio
The chart of Sharpe ratio for 8 ETFs + BTC, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.002.16
Sortino ratio
The chart of Sortino ratio for 8 ETFs + BTC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for 8 ETFs + BTC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for 8 ETFs + BTC, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.001.17
Martin ratio
The chart of Martin ratio for 8 ETFs + BTC, currently valued at 10.78, compared to the broader market0.0010.0020.0030.0040.0010.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.393.181.441.1914.57
QQQ
Invesco QQQ
1.462.011.260.626.44
SPGP
Invesco S&P 500 GARP ETF
0.881.241.160.323.80
SMH
VanEck Vectors Semiconductor ETF
1.562.081.270.986.25
BRK-B
Berkshire Hathaway Inc.
2.783.611.471.9014.31
BTC-USD
Bitcoin
1.402.071.210.836.16
IAU
iShares Gold Trust
2.863.771.502.7119.13
IWY
iShares Russell Top 200 Growth ETF
1.942.551.350.908.64
XLK
Technology Select Sector SPDR Fund
1.031.481.190.424.42

Sharpe Ratio

The current 8 ETFs + BTC Sharpe ratio is 2.16. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 8 ETFs + BTC with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.16
2.32
8 ETFs + BTC
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

8 ETFs + BTC granted a 0.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
8 ETFs + BTC0.50%0.62%1.15%0.61%0.83%2.07%1.62%1.31%1.12%1.83%1.38%1.60%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ
0.49%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SPGP
Invesco S&P 500 GARP ETF
1.08%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%2.11%
SMH
VanEck Vectors Semiconductor ETF
0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWY
iShares Russell Top 200 Growth ETF
0.52%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
XLK
Technology Select Sector SPDR Fund
0.52%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.87%
-0.19%
8 ETFs + BTC
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 8 ETFs + BTC. 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 8 ETFs + BTC was 34.26%, occurring on Oct 15, 2022. Recovery took 289 trading sessions.

The current 8 ETFs + BTC drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.26%Nov 9, 2021341Oct 15, 2022289Jul 31, 2023630
-31.5%Feb 13, 202039Mar 22, 2020110Jul 10, 2020149
-25.87%Dec 19, 2017372Dec 25, 2018141May 15, 2019513
-25.25%Dec 5, 201314Dec 18, 2013684Nov 2, 2015698
-18.84%Jul 8, 201188Oct 3, 2011109Jan 20, 2012197

Volatility

Volatility Chart

The current 8 ETFs + BTC volatility is 6.61%, 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
6.61%
4.31%
8 ETFs + BTC
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.

IAUBTC-USDBRK-BSMHSPGPXLKQQQIWYVOO
IAU1.000.06-0.030.020.000.020.020.020.03
BTC-USD0.061.000.060.100.100.100.100.090.10
BRK-B-0.030.061.000.430.550.490.490.530.67
SMH0.020.100.431.000.630.790.770.720.71
SPGP0.000.100.550.631.000.700.730.740.79
XLK0.020.100.490.790.701.000.930.900.83
QQQ0.020.100.490.770.730.931.000.930.85
IWY0.020.090.530.720.740.900.931.000.89
VOO0.030.100.670.710.790.830.850.891.00
The correlation results are calculated based on daily price changes starting from Jun 17, 2011