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G

Last updated Feb 23, 2024

Asset Allocation


BTC-USD 1%QQQ 50%SCHD 20%SPHD 20%BAC 1%GS 1%V 1%BLK 1%MO 1%MCD 1%LMT 1%PG 1%HSY 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

1%

QQQ
Invesco QQQ
Large Cap Blend Equities

50%

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

20%

SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
Volatility Hedged Equity, Dividend

20%

BAC
Bank of America Corporation
Financial Services

1%

GS
The Goldman Sachs Group, Inc.
Financial Services

1%

V
Visa Inc.
Financial Services

1%

BLK
BlackRock, Inc.
Financial Services

1%

MO
Altria Group, Inc.
Consumer Defensive

1%

MCD
McDonald's Corporation
Consumer Cyclical

1%

LMT
Lockheed Martin Corporation
Industrials

1%

PG
The Procter & Gamble Company
Consumer Defensive

1%

HSY
The Hershey Company
Consumer Defensive

1%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in G, 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
15.53%
16.24%
G
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 18, 2012, corresponding to the inception date of SPHD

Returns

As of Feb 23, 2024, the G returned 4.43% Year-To-Date and 10.53% 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%
G4.43%2.64%15.53%27.33%11.26%10.53%
SCHD
Schwab US Dividend Equity ETF
2.19%1.12%8.62%7.40%8.22%7.79%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
0.48%1.33%6.88%1.47%3.05%5.67%
QQQ
Invesco QQQ
6.97%3.45%21.76%49.91%14.24%12.19%
BTC-USD
Bitcoin
21.39%28.76%96.10%112.10%41.57%36.84%
BAC
Bank of America Corporation
-0.18%2.56%19.36%1.07%3.75%6.41%
GS
The Goldman Sachs Group, Inc.
1.22%2.55%24.07%11.63%11.81%7.44%
V
Visa Inc.
9.19%4.80%18.96%29.98%10.14%12.32%
BLK
BlackRock, Inc.
0.20%2.63%22.53%21.75%10.96%8.96%
MO
Altria Group, Inc.
1.39%1.14%-1.37%-5.32%2.26%5.31%
MCD
McDonald's Corporation
-0.20%-1.38%6.00%12.65%8.57%10.03%
LMT
Lockheed Martin Corporation
-5.37%-2.45%-3.92%-8.14%6.67%8.81%
PG
The Procter & Gamble Company
10.26%4.27%6.59%17.18%8.58%7.22%
HSY
The Hershey Company
4.55%1.51%-8.30%-17.47%9.62%5.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.82%
20233.62%-2.07%-4.72%-2.12%9.03%5.46%

Sharpe Ratio

The current G Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.39

The Sharpe ratio of G is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.39
2.21
G
Benchmark (^GSPC)
Portfolio components

Dividend yield

G granted a 2.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
G2.15%2.18%2.11%1.68%2.13%2.01%2.20%1.76%2.07%2.00%2.07%1.94%
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%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.51%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%3.24%3.68%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
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%
BAC
Bank of America Corporation
2.74%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
GS
The Goldman Sachs Group, Inc.
2.69%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
V
Visa Inc.
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
BLK
BlackRock, Inc.
2.46%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
MO
Altria Group, Inc.
9.39%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
MCD
McDonald's Corporation
2.11%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
LMT
Lockheed Martin Corporation
2.83%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
PG
The Procter & Gamble Company
2.34%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
HSY
The Hershey Company
2.47%2.39%1.67%1.78%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%

Expense Ratio

The G 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.


0.30%
0.00%2.15%
0.20%
0.00%2.15%
0.06%
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
G
1.39
SCHD
Schwab US Dividend Equity ETF
0.98
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
0.52
QQQ
Invesco QQQ
1.42
BTC-USD
Bitcoin
2.99
BAC
Bank of America Corporation
0.80
GS
The Goldman Sachs Group, Inc.
0.92
V
Visa Inc.
2.25
BLK
BlackRock, Inc.
0.97
MO
Altria Group, Inc.
-0.21
MCD
McDonald's Corporation
0.19
LMT
Lockheed Martin Corporation
-0.30
PG
The Procter & Gamble Company
0.84
HSY
The Hershey Company
-1.54

Asset Correlations Table

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

BTC-USDHSYMOLMTPGMCDBACVGSQQQBLKSPHDSCHD
BTC-USD1.000.020.030.020.020.040.060.070.100.110.080.050.07
HSY0.021.000.380.310.480.350.160.260.190.260.260.430.39
MO0.030.381.000.310.410.300.260.250.270.250.290.540.50
LMT0.020.310.311.000.310.340.290.350.320.310.350.440.49
PG0.020.480.410.311.000.380.200.340.220.320.320.470.50
MCD0.040.350.300.340.381.000.260.390.290.390.350.440.47
BAC0.060.160.260.290.200.261.000.410.720.420.570.510.58
V0.070.260.250.350.340.390.411.000.440.610.510.450.55
GS0.100.190.270.320.220.290.720.441.000.490.600.540.61
QQQ0.110.260.250.310.320.390.420.610.491.000.580.480.62
BLK0.080.260.290.350.320.350.570.510.600.581.000.570.67
SPHD0.050.430.540.440.470.440.510.450.540.480.571.000.81
SCHD0.070.390.500.490.500.470.580.550.610.620.670.811.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the G. 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 G was 31.83%, occurring on Mar 23, 2020. Recovery took 121 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.83%Feb 20, 202033Mar 23, 2020121Jul 22, 2020154
-24.52%Jan 4, 2022282Oct 12, 2022415Dec 1, 2023697
-18.6%Sep 21, 201896Dec 25, 201897Apr 1, 2019193
-11.78%Jul 21, 201536Aug 25, 201559Oct 23, 201595
-11.28%Dec 30, 201544Feb 11, 201647Mar 29, 201691

Volatility Chart

The current G volatility is 2.83%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
2.83%
3.90%
G
Benchmark (^GSPC)
Portfolio components
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