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HTMW-Portfolio

Last updated Mar 2, 2024

Asset Allocation


TLT 6.93%SUSC 4.21%HYG 2.95%GLD 10.22%SPY 32.78%PSI 10.15%QQQM 7.07%IJR 6.11%EFA 4.98%VTI 3.48%DXJ 3.1%LEN 2.16%GBTC 2.03%AMGN 2%BAH 1.83%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

6.93%

SUSC
iShares ESG Aware USD Corporate Bond ETF
Corporate Bonds

4.21%

HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

2.95%

GLD
SPDR Gold Trust
Precious Metals, Gold

10.22%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

32.78%

PSI
Invesco Dynamic Semiconductors ETF
Technology Equities

10.15%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

7.07%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

6.11%

EFA
iShares MSCI EAFE ETF
Foreign Large Cap Equities

4.98%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

3.48%

DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities

3.10%

LEN
Lennar Corporation
Consumer Cyclical

2.16%

GBTC
Grayscale Bitcoin Trust (BTC)
Financial Services

2.03%

AMGN
Amgen Inc.
Healthcare

2%

BAH
Booz Allen Hamilton Holding Corporation
Industrials

1.83%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HTMW-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


20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
51.68%
46.28%
HTMW-Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

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%
HTMW-Portfolio7.17%4.64%16.28%30.06%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A
EFA
iShares MSCI EAFE ETF
3.52%3.79%10.47%13.47%6.91%4.50%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%28.81%14.70%12.62%
GBTC
Grayscale Bitcoin Trust (BTC)
62.56%46.79%204.55%400.27%65.22%N/A
GLD
SPDR Gold Trust
0.90%2.27%7.10%11.83%9.62%4.14%
IJR
iShares Core S&P Small-Cap ETF
-0.32%3.07%6.78%5.14%7.64%8.32%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.80%0.56%6.02%9.59%3.05%3.21%
SUSC
iShares ESG Aware USD Corporate Bond ETF
-1.18%-0.80%4.80%5.93%1.65%N/A
TLT
iShares 20+ Year Treasury Bond ETF
-3.85%-1.36%1.54%-3.93%-2.28%1.15%
PSI
Invesco Dynamic Semiconductors ETF
14.34%13.18%20.93%42.76%27.47%25.80%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.89%11.99%
DXJ
WisdomTree Japan Hedged Equity Fund
19.42%8.24%22.68%51.40%18.87%12.45%
BAH
Booz Allen Hamilton Holding Corporation
16.26%4.39%30.04%56.08%24.66%23.70%
AMGN
Amgen Inc.
-1.91%-12.58%10.92%23.40%11.32%11.39%
LEN
Lennar Corporation
8.70%4.85%34.71%67.58%29.49%15.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.90%4.75%
2023-1.90%-4.60%-1.55%8.80%6.30%

Sharpe Ratio

The current HTMW-Portfolio Sharpe ratio is 2.88. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.88

The Sharpe ratio of HTMW-Portfolio 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.88
2.44
HTMW-Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

HTMW-Portfolio granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HTMW-Portfolio1.56%1.60%1.63%1.26%1.27%1.52%1.78%1.43%1.52%1.61%2.03%1.56%
QQQM
Invesco NASDAQ 100 ETF
0.60%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFA
iShares MSCI EAFE ETF
2.87%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%2.54%
SPY
SPDR S&P 500 ETF
1.29%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.26%0.00%0.00%0.00%0.00%
GLD
SPDR Gold 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%
IJR
iShares Core S&P Small-Cap ETF
1.32%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.76%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%
SUSC
iShares ESG Aware USD Corporate Bond ETF
4.05%3.83%2.97%2.21%2.19%3.07%3.89%1.69%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
3.62%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
PSI
Invesco Dynamic Semiconductors ETF
0.35%0.40%0.61%0.22%0.21%0.52%0.83%0.21%0.68%0.16%1.77%0.57%
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%
DXJ
WisdomTree Japan Hedged Equity Fund
2.88%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
BAH
Booz Allen Hamilton Holding Corporation
1.30%1.47%1.65%1.75%1.42%1.35%1.69%1.78%1.66%1.69%9.14%7.26%
AMGN
Amgen Inc.
3.08%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%1.65%
LEN
Lennar Corporation
1.01%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%

Expense Ratio

The HTMW-Portfolio has a high expense ratio of 0.21%, indicating higher-than-average management fees. 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%0.56%
0.50%1.00%1.50%2.00%0.48%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

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
HTMW-Portfolio
2.88
QQQM
Invesco NASDAQ 100 ETF
3.28
EFA
iShares MSCI EAFE ETF
1.16
SPY
SPDR S&P 500 ETF
2.59
GBTC
Grayscale Bitcoin Trust (BTC)
6.32
GLD
SPDR Gold Trust
1.01
IJR
iShares Core S&P Small-Cap ETF
0.33
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.63
SUSC
iShares ESG Aware USD Corporate Bond ETF
0.91
TLT
iShares 20+ Year Treasury Bond ETF
-0.14
PSI
Invesco Dynamic Semiconductors ETF
1.63
VTI
Vanguard Total Stock Market ETF
2.31
DXJ
WisdomTree Japan Hedged Equity Fund
3.29
BAH
Booz Allen Hamilton Holding Corporation
2.25
AMGN
Amgen Inc.
1.04
LEN
Lennar Corporation
2.59

Asset Correlations Table

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

TLTGLDAMGNGBTCBAHSUSCDXJLENPSIIJREFAHYGQQQMSPYVTI
TLT1.000.310.06-0.00-0.000.87-0.190.260.00-0.020.030.340.080.020.03
GLD0.311.000.110.070.050.38-0.020.140.110.130.290.280.110.130.14
AMGN0.060.111.000.090.290.180.270.220.190.300.340.310.290.390.37
GBTC-0.000.070.091.000.130.130.250.210.390.350.350.310.400.390.40
BAH-0.000.050.290.131.000.140.260.240.230.400.320.280.310.420.42
SUSC0.870.380.180.130.141.00-0.010.390.230.200.280.600.320.290.29
DXJ-0.19-0.020.270.250.26-0.011.000.330.520.590.670.410.510.620.62
LEN0.260.140.220.210.240.390.331.000.470.560.480.530.520.560.58
PSI0.000.110.190.390.230.230.520.471.000.680.660.610.830.780.80
IJR-0.020.130.300.350.400.200.590.560.681.000.730.640.630.790.83
EFA0.030.290.340.350.320.280.670.480.660.731.000.700.690.800.81
HYG0.340.280.310.310.280.600.410.530.610.640.701.000.690.740.75
QQQM0.080.110.290.400.310.320.510.520.830.630.690.691.000.920.91
SPY0.020.130.390.390.420.290.620.560.780.790.800.740.921.000.99
VTI0.030.140.370.400.420.290.620.580.800.830.810.750.910.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
HTMW-Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HTMW-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 HTMW-Portfolio was 25.36%, occurring on Oct 14, 2022. Recovery took 288 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.36%Dec 28, 2021202Oct 14, 2022288Dec 7, 2023490
-6.18%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-5%Oct 14, 202011Oct 28, 20206Nov 5, 202017
-4.52%Sep 7, 202118Sep 30, 202117Oct 25, 202135
-4.22%May 10, 20213May 12, 202116Jun 4, 202119

Volatility Chart

The current HTMW-Portfolio volatility is 3.42%, 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%OctoberNovemberDecember2024FebruaryMarch
3.42%
3.47%
HTMW-Portfolio
Benchmark (^GSPC)
Portfolio components
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