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Modified Trends Portfolio

Last updated Mar 2, 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
FBTC
Fidelity Wise Origin Bitcoin Trust
Blockchain

10%

AAPL
Apple Inc.
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

NVDA
NVIDIA Corporation
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

TSLA
Tesla, Inc.
Consumer Cyclical

10%

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

10%

S&P 500

Performance

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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
11.93%
7.46%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Modified Trends PortfolioN/A12.65%N/AN/AN/AN/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
QQQ
Invesco QQQ
8.81%6.87%18.48%52.82%21.49%18.26%
TSLA
Tesla, Inc.
-18.45%8.20%-17.29%6.15%59.52%28.18%
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.79%9.44%11.77%N/AN/A
FBTC
Fidelity Wise Origin Bitcoin Trust
N/A48.20%N/AN/AN/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.64%11.46%

Sharpe Ratio


Chart placeholderNot enough data

Dividend yield

Modified Trends Portfolio granted a 0.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Modified Trends Portfolio0.62%0.64%0.78%0.54%0.64%0.73%0.90%0.79%0.97%1.05%1.09%1.12%
AAPL
Apple Inc.
0.53%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
0.69%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
1.34%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
1.35%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%0.29%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%
QQQ
Invesco QQQ
0.57%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
1.66%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%

Expense Ratio

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


0.03%
0.00%2.15%
0.03%
0.00%2.15%
0.20%
0.00%2.15%
0.25%
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
2.44
Modified Trends Portfolio
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
VTI
Vanguard Total Stock Market ETF
2.31
VOO
Vanguard S&P 500 ETF
2.61
NVDA
NVIDIA Corporation
5.65
AMZN
Amazon.com, Inc.
3.07
QQQ
Invesco QQQ
3.28
TSLA
Tesla, Inc.
-0.00
AVUV
Avantis U.S. Small Cap Value ETF
0.56
FBTC
Fidelity Wise Origin Bitcoin Trust

Asset Correlations Table

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

FBTCTSLAAVUVNVDAAAPLMSFTAMZNQQQVOOVTI
FBTC1.000.550.330.11-0.150.180.250.170.180.24
TSLA0.551.000.280.100.100.310.370.360.410.43
AVUV0.330.281.000.080.350.210.360.490.580.68
NVDA0.110.100.081.000.250.600.570.720.570.54
AAPL-0.150.100.350.251.000.460.430.590.610.58
MSFT0.180.310.210.600.461.000.790.800.770.71
AMZN0.250.370.360.570.430.791.000.760.790.76
QQQ0.170.360.490.720.590.800.761.000.920.90
VOO0.180.410.580.570.610.770.790.921.000.98
VTI0.240.430.680.540.580.710.760.900.981.00

Drawdowns Chart

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


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 2500
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 2.44%, occurring on Jan 31, 2024. Recovery took 2 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.44%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-2.16%Feb 16, 20243Feb 21, 20241Feb 22, 20244
-1.84%Jan 12, 20243Jan 17, 20242Jan 19, 20245
-1.69%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-0.68%Jan 25, 20241Jan 25, 20242Jan 29, 20243

Volatility Chart

The current Modified Trends Portfolio volatility is 5.40%, 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.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%Tue 13Thu 15Sat 17Mon 19Wed 21Fri 23Feb 25Tue 27Thu 29
5.40%
3.47%
Modified Trends Portfolio
Benchmark (^GSPC)
Portfolio components
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