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Core with trend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 11.75%UNH 9.43%VOO 8.76%SCHD 8.59%PGR 8.47%LMT 6%AVGO 5.88%AAPL 5.59%VO 5.37%EQIX 4.71%NVDA 4%AMZN 3.47%TSM 3.19%VGT 3.07%MRK 3.02%GOOG 3.01%RTX 1.44%VNQ 4.25%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

5.59%

AMZN
Amazon.com, Inc.
Consumer Cyclical

3.47%

AVGO
Broadcom Inc.
Technology

5.88%

EQIX
Equinix, Inc.
Real Estate

4.71%

GOOG
Alphabet Inc.
Communication Services

3.01%

LMT
Lockheed Martin Corporation
Industrials

6%

MRK
Merck & Co., Inc.
Healthcare

3.02%

MSFT
Microsoft Corporation
Technology

11.75%

NVDA
NVIDIA Corporation
Technology

4%

PGR
The Progressive Corporation
Financial Services

8.47%

RTX
Raytheon Technologies Corporation
Industrials

1.44%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

8.59%

TSM
Taiwan Semiconductor Manufacturing Company Limited
Technology

3.19%

UNH
UnitedHealth Group Incorporated
Healthcare

9.43%

VGT
Vanguard Information Technology ETF
Technology Equities

3.07%

VNQ
Vanguard Real Estate ETF
REIT

4.25%

VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

5.37%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

8.76%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Core with trend , 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


100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
697.44%
162.99%
Core with trend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 20, 2024, the Core with trend returned 7.91% Year-To-Date and 23.33% of annualized return in the last 10 years.


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%
Core with trend 7.91%-3.87%21.24%31.64%22.31%23.25%
MSFT
Microsoft Corporation
6.33%-6.91%22.65%40.82%27.37%28.10%
UNH
UnitedHealth Group Incorporated
-4.44%2.26%-4.21%5.17%18.60%22.59%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
PGR
The Progressive Corporation
35.53%4.42%39.42%57.78%26.12%27.75%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
LMT
Lockheed Martin Corporation
3.10%4.03%5.95%-1.16%9.77%14.31%
AVGO
Broadcom Inc.
8.38%-10.99%42.38%94.11%35.09%37.50%
AAPL
Apple Inc.
-14.19%-4.23%-4.31%0.52%27.08%24.97%
VO
Vanguard Mid-Cap ETF
1.41%-4.42%18.06%13.64%8.85%9.33%
EQIX
Equinix, Inc.
-6.67%-6.61%7.12%7.00%12.67%18.35%
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.13%5.01%
NVDA
NVIDIA Corporation
53.88%-19.18%84.14%181.07%74.55%67.03%
AMZN
Amazon.com, Inc.
14.93%-2.37%39.51%63.27%12.70%26.41%
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.28%-9.14%41.06%52.33%26.36%23.33%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.49%
MRK
Merck & Co., Inc.
16.11%1.56%24.18%12.01%15.57%12.06%
GOOG
Alphabet Inc.
10.49%2.60%13.88%47.03%19.80%19.57%
RTX
Raytheon Technologies Corporation
21.50%6.30%41.95%2.04%5.48%5.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.11%5.20%3.65%
2023-4.43%2.26%8.07%3.39%

Expense Ratio

The Core with trend has an expense ratio of 0.02% 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%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%

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.


Core with trend
Sharpe ratio
The chart of Sharpe ratio for Core with trend , currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.002.54
Sortino ratio
The chart of Sortino ratio for Core with trend , currently valued at 3.75, compared to the broader market-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for Core with trend , currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for Core with trend , currently valued at 4.77, compared to the broader market0.002.004.006.008.004.77
Martin ratio
The chart of Martin ratio for Core with trend , currently valued at 16.03, compared to the broader market0.0010.0020.0030.0040.0016.03
^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
MSFT
Microsoft Corporation
1.792.571.312.107.69
UNH
UnitedHealth Group Incorporated
0.210.451.060.230.74
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
PGR
The Progressive Corporation
2.052.611.442.4312.66
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
LMT
Lockheed Martin Corporation
-0.21-0.190.98-0.19-0.44
AVGO
Broadcom Inc.
2.583.551.436.6818.15
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
VO
Vanguard Mid-Cap ETF
0.981.471.170.572.80
EQIX
Equinix, Inc.
0.330.631.080.381.19
VNQ
Vanguard Real Estate ETF
-0.050.061.01-0.03-0.15
NVDA
NVIDIA Corporation
3.544.401.548.1226.76
AMZN
Amazon.com, Inc.
2.293.111.381.4914.38
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.482.381.281.235.34
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99
MRK
Merck & Co., Inc.
0.761.251.150.931.78
GOOG
Alphabet Inc.
1.792.271.321.5710.21
RTX
Raytheon Technologies Corporation
0.010.171.030.010.02

Sharpe Ratio

The current Core with trend Sharpe ratio is 2.54. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.54

The Sharpe ratio of Core with trend is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.54
1.66
Core with trend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Core with trend granted a 1.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Core with trend 1.53%1.49%1.62%1.84%1.78%1.99%2.11%1.74%2.06%2.23%2.28%1.88%
MSFT
Microsoft Corporation
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
UNH
UnitedHealth Group Incorporated
1.50%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
PGR
The Progressive Corporation
0.54%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
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%
LMT
Lockheed Martin Corporation
2.65%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
AVGO
Broadcom Inc.
1.64%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
VO
Vanguard Mid-Cap ETF
1.60%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
EQIX
Equinix, Inc.
2.05%1.80%1.89%1.36%1.49%1.69%2.59%1.77%1.96%5.86%3.34%0.00%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
AMZN
Amazon.com, 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%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.53%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
MRK
Merck & Co., Inc.
2.39%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
GOOG
Alphabet 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%
RTX
Raytheon Technologies Corporation
2.32%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%

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
-4.08%
-5.46%
Core with trend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core with trend . 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 Core with trend was 30.42%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Core with trend drawdown is 4.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.42%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.36%Mar 30, 2022138Oct 14, 2022148May 18, 2023286
-20.38%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-11.63%Dec 30, 201530Feb 11, 201623Mar 16, 201653
-11.15%Aug 18, 20156Aug 25, 201537Oct 16, 201543

Volatility

Volatility Chart

The current Core with trend volatility is 2.94%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.94%
3.15%
Core with trend
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.

MRKLMTPGRUNHEQIXRTXTSMVNQNVDAAMZNAVGOAAPLGOOGMSFTSCHDVOVGTVOO
MRK1.000.310.370.400.280.310.140.320.140.190.210.230.250.290.460.370.300.43
LMT0.311.000.400.330.240.570.190.340.190.190.230.260.250.290.510.420.320.44
PGR0.370.401.000.360.280.410.210.350.220.230.260.280.280.330.510.460.370.48
UNH0.400.330.361.000.300.350.240.340.250.270.290.330.340.360.470.450.380.50
EQIX0.280.240.280.301.000.250.280.610.330.390.320.360.370.420.390.490.470.49
RTX0.310.570.410.350.251.000.290.410.280.260.350.340.360.360.650.600.450.59
TSM0.140.190.210.240.280.291.000.320.580.440.580.500.480.490.490.550.650.58
VNQ0.320.340.350.340.610.410.321.000.300.330.340.360.380.410.610.660.490.61
NVDA0.140.190.220.250.330.280.580.301.000.550.600.530.530.590.450.570.740.62
AMZN0.190.190.230.270.390.260.440.330.551.000.480.570.680.640.420.550.700.64
AVGO0.210.230.260.290.320.350.580.340.600.481.000.570.490.540.540.620.720.65
AAPL0.230.260.280.330.360.340.500.360.530.570.571.000.590.630.510.580.790.69
GOOG0.250.250.280.340.370.360.480.380.530.680.490.591.000.690.510.590.730.70
MSFT0.290.290.330.360.420.360.490.410.590.640.540.630.691.000.560.630.830.75
SCHD0.460.510.510.470.390.650.490.610.450.420.540.510.510.561.000.850.690.86
VO0.370.420.460.450.490.600.550.660.570.550.620.580.590.630.851.000.820.93
VGT0.300.320.370.380.470.450.650.490.740.700.720.790.730.830.690.821.000.90
VOO0.430.440.480.500.490.590.580.610.620.640.650.690.700.750.860.930.901.00