PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

BT

Last updated Feb 23, 2024

BT Current

Asset Allocation


VOO 30%SCHD 20%SCHG 15%MOAT 12.5%FSELX 12.5%XOM 5%GOOGL 5%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

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

20%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

15%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

12.50%

FSELX
Fidelity Select Semiconductors Portfolio
Technology Equities

12.50%

XOM
Exxon Mobil Corporation
Energy

5%

GOOGL
Alphabet Inc.
Communication Services

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in BT, 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%SeptemberOctoberNovemberDecember2024February
16.74%
16.24%
BT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 25, 2012, corresponding to the inception date of MOAT

Returns

As of Feb 23, 2024, the BT returned 6.95% Year-To-Date and 15.08% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.65%4.57%16.24%27.46%12.76%10.68%
BT6.95%4.44%16.74%32.27%18.11%15.08%
VOO
Vanguard S&P 500 ETF
6.82%4.70%17.12%29.41%14.66%12.75%
SCHD
Schwab US Dividend Equity ETF
2.19%1.12%8.62%7.40%12.15%11.49%
SCHG
Schwab U.S. Large-Cap Growth ETF
9.63%5.71%23.79%50.82%19.30%15.77%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.64%2.26%12.49%22.55%14.40%13.15%
FSELX
Fidelity Select Semiconductors Portfolio
19.30%10.84%32.46%74.67%34.00%27.16%
XOM
Exxon Mobil Corporation
5.75%7.99%0.33%-1.11%11.51%5.30%
GOOGL
Alphabet Inc.
3.15%-2.01%11.03%57.22%20.92%16.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.49%
20234.13%-1.49%-4.54%-4.33%9.06%5.82%

Sharpe Ratio

The current BT Sharpe ratio is 2.31. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.31

The Sharpe ratio of BT 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.31
2.21
BT
Benchmark (^GSPC)
Portfolio components

Dividend yield

BT granted a 2.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BT2.19%2.40%2.42%2.29%2.79%2.11%5.23%3.36%2.16%3.90%1.99%1.50%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.84%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
FSELX
Fidelity Select Semiconductors Portfolio
6.04%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%0.61%
XOM
Exxon Mobil Corporation
3.55%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%
GOOGL
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%

Expense Ratio

The BT features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.48%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.21
BT
2.31
VOO
Vanguard S&P 500 ETF
2.37
SCHD
Schwab US Dividend Equity ETF
0.57
SCHG
Schwab U.S. Large-Cap Growth ETF
3.16
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.54
FSELX
Fidelity Select Semiconductors Portfolio
2.42
XOM
Exxon Mobil Corporation
-0.10
GOOGL
Alphabet Inc.
2.08

Asset Correlations Table

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

XOMGOOGLFSELXSCHDMOATSCHGVOO
XOM1.000.280.350.610.510.390.52
GOOGL0.281.000.570.520.590.740.69
FSELX0.350.571.000.640.710.790.76
SCHD0.610.520.641.000.830.730.88
MOAT0.510.590.710.831.000.830.89
SCHG0.390.740.790.730.831.000.94
VOO0.520.690.760.880.890.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
BT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BT. 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 BT was 33.93%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.93%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-23.83%Jan 5, 2022196Oct 14, 2022166Jun 14, 2023362
-19.45%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-12.53%May 22, 201566Aug 25, 201548Nov 2, 2015114
-12.33%Dec 2, 201549Feb 11, 201634Apr 1, 201683

Volatility Chart

The current BT volatility is 4.29%, 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%SeptemberOctoberNovemberDecember2024February
4.29%
3.90%
BT
Benchmark (^GSPC)
Portfolio components
0 comments