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Modified Trends Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Modified Trends Portfolio

Last updated Jul 25, 2024

The PortfoliosLab Trends Portfolio is a dynamic and trend-reflecting investment portfolio, comprising the top 10 symbols on PortfoliosLab weighted by their popularity.

Designed to harness the wisdom of the crowd, it embraces the notion that the aggregate decisions made by a large group of investors could potentially lead to high-performing selections. Thus, the more popular a symbol is, the more weight it carries in the portfolio.

Please note that as trends evolve, so does this portfolio. Its composition will continually change, reflecting the fluctuations in the popularity of various symbols.

Asset Allocation

FBTC 10%AAPL 10%MSFT 10%VTI 10%VOO 10%NVDA 10%AMZN 10%QQQ 10%TSLA 10%AVUV 10%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

10%

AMZN
Amazon.com, Inc.		Consumer Cyclical

10%

AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed

10%

FBTC
Fidelity Wise Origin Bitcoin Trust		Blockchain

10%

MSFT
Microsoft Corporation		Technology

10%

NVDA
NVIDIA Corporation		Technology

10%

QQQ
Invesco QQQ		Large Cap Blend Equities

10%

TSLA
Tesla, Inc.		Consumer Cyclical

10%

VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities

10%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Modified Trends Portfolio, 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%FebruaryMarchAprilMayJuneJuly
24.47%
12.95%
Modified Trends Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Modified Trends PortfolioN/A-0.25%24.01%N/AN/AN/A
Portfolio components:
AAPL
Apple Inc		13.26%1.99%13.33%12.41%34.21%25.86%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%24.84%25.49%27.36%
VTI
Vanguard Total Stock Market ETF		13.14%-0.48%10.85%19.14%13.36%12.04%
VOO
Vanguard S&P 500 ETF		14.04%-1.30%11.13%19.93%14.14%12.62%
NVDA
NVIDIA Corporation		126.76%-11.17%84.00%147.10%91.87%74.99%
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.34%13.14%27.42%
QQQ
Invesco QQQ		12.23%-4.60%8.45%22.23%19.44%17.83%
TSLA
Tesla, Inc.		-11.36%12.16%20.19%-16.68%70.90%30.90%
AVUV
Avantis U.S. Small Cap Value ETF		9.60%10.21%10.86%19.57%N/AN/A
FBTC
Fidelity Wise Origin Bitcoin Trust		N/A6.04%53.85%N/AN/AN/A

Monthly Returns

The table below presents the monthly returns of Modified Trends Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.64%11.57%3.52%-4.70%7.90%5.15%24.47%

Expense Ratio

Modified Trends Portfolio has an expense ratio of 0.08%, 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.

VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: 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%
VOO
Vanguard S&P 500 ETF
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%
QQQ
Invesco QQQ
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%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: 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%
FBTC
Fidelity Wise Origin Bitcoin Trust
Expense ratio chart for FBTC: 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%

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.

Modified Trends Portfolio
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.570.971.120.781.54
MSFT
Microsoft Corporation		1.001.411.181.556.20
VTI
Vanguard Total Stock Market ETF		1.622.291.281.375.98
VOO
Vanguard S&P 500 ETF		1.732.431.301.726.83
NVDA
NVIDIA Corporation		3.133.591.457.3720.15
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
QQQ
Invesco QQQ		1.351.871.241.586.75
TSLA
Tesla, Inc.		-0.32-0.130.99-0.26-0.67
AVUV
Avantis U.S. Small Cap Value ETF		1.091.711.191.674.15
FBTC
Fidelity Wise Origin Bitcoin Trust		—————

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Modified Trends Portfolio. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

Modified Trends Portfolio granted a 0.61% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Modified Trends Portfolio0.61%0.64%0.78%0.54%0.64%0.73%0.90%0.79%0.97%1.05%1.08%1.12%
Portfolio components:
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
VTI
Vanguard Total Stock Market ETF		1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VOO
Vanguard S&P 500 ETF		1.34%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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%
QQQ
Invesco QQQ		0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
TSLA
Tesla, 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%
AVUV
Avantis U.S. Small Cap Value ETF		1.57%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
FBTC
Fidelity Wise Origin Bitcoin 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%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.60%
-4.73%
Modified Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Modified Trends Portfolio. 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 Modified Trends Portfolio was 8.11%, occurring on Apr 19, 2024. Recovery took 18 trading sessions.

The current Modified Trends Portfolio drawdown is 6.20%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.11%Mar 26, 202418Apr 19, 202418May 15, 202436
-6.6%Jul 17, 20247Jul 25, 2024———
-3.13%Jun 18, 20244Jun 24, 20245Jul 1, 20249
-2.44%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-2.36%Mar 5, 20241Mar 5, 20242Mar 7, 20243

Volatility

Volatility Chart

The current Modified Trends Portfolio volatility is 6.91%, 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%6.00%7.00%MarchAprilMayJuneJuly
6.91%
3.80%
Modified Trends Portfolio
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.
FBTCTSLAAVUVNVDAAAPLAMZNMSFTQQQVOOVTI
FBTC1.000.190.260.200.030.150.080.190.220.26
TSLA0.191.000.280.120.450.190.230.420.410.41
AVUV0.260.281.000.060.260.220.210.350.530.62
NVDA0.200.120.061.000.150.320.450.660.540.51
AAPL0.030.450.260.151.000.300.410.560.550.53
AMZN0.150.190.220.320.301.000.690.620.620.60
MSFT0.080.230.210.450.410.691.000.810.750.73
QQQ0.190.420.350.660.560.620.811.000.920.90
VOO0.220.410.530.540.550.620.750.921.000.99
VTI0.260.410.620.510.530.600.730.900.991.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024