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My portfolio

Last updated Mar 2, 2024

Asset Allocation


BND 25%GLD 20%QQQ 22%VWO 13%VB 11%VEA 9%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

25%

GLD
SPDR Gold Trust
Precious Metals, Gold

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

22%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

13%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

11%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

9%

S&P 500

Performance

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


180.00%200.00%220.00%240.00%OctoberNovemberDecember2024FebruaryMarch
242.28%
246.48%
My portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA

Returns

As of Mar 2, 2024, the My portfolio returned 2.63% Year-To-Date and 7.52% of annualized return in the last 10 years.


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%
My portfolio2.63%2.66%8.80%16.75%9.46%7.53%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.32%
VB
Vanguard Small-Cap ETF
3.73%5.28%10.00%11.60%9.46%8.40%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%7.00%4.73%
VWO
Vanguard FTSE Emerging Markets ETF
1.14%4.90%4.49%5.87%2.94%3.62%
BND
Vanguard Total Bond Market ETF
-1.11%-0.65%3.31%3.94%0.59%1.48%
GLD
SPDR Gold Trust
0.90%2.27%7.10%11.83%9.70%4.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.78%2.31%
2023-2.31%-3.98%-0.74%6.66%4.43%

Sharpe Ratio

The current My portfolio Sharpe ratio is 2.07. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.07

The Sharpe ratio of My 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.07
2.44
My portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My portfolio granted a 1.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My portfolio1.83%1.82%1.80%1.35%1.23%1.69%1.76%1.52%1.63%1.71%1.87%1.65%
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%
VB
Vanguard Small-Cap ETF
1.50%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VWO
Vanguard FTSE Emerging Markets ETF
3.48%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
BND
Vanguard Total Bond Market ETF
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
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%

Expense Ratio

The My portfolio features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
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
My portfolio
2.07
QQQ
Invesco QQQ
3.28
VB
Vanguard Small-Cap ETF
0.75
VEA
Vanguard FTSE Developed Markets ETF
1.07
VWO
Vanguard FTSE Emerging Markets ETF
0.50
BND
Vanguard Total Bond Market ETF
0.64
GLD
SPDR Gold Trust
1.01

Asset Correlations Table

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

GLDBNDQQQVBVWOVEA
GLD1.000.260.040.060.180.17
BND0.261.00-0.13-0.18-0.13-0.13
QQQ0.04-0.131.000.790.690.73
VB0.06-0.180.791.000.710.78
VWO0.18-0.130.690.711.000.82
VEA0.17-0.130.730.780.821.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the My 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 My portfolio was 35.96%, occurring on Nov 20, 2008. Recovery took 248 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.96%Nov 1, 2007267Nov 20, 2008248Nov 16, 2009515
-23.12%Nov 15, 2021231Oct 14, 2022339Feb 22, 2024570
-19.79%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-12.19%Apr 29, 2015184Jan 20, 2016118Jul 8, 2016302
-11.38%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288

Volatility Chart

The current My portfolio volatility is 2.79%, 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
2.79%
3.47%
My portfolio
Benchmark (^GSPC)
Portfolio components
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