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PLAN

Last updated Sep 23, 2023

Asset Allocation


SGOL 10%SLV 10%VICI 10%V 10%MSFT 10%DHI 10%TSLA 10%VNM 10%DFS 10%OXY 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold10%
SLV
iShares Silver Trust
Precious Metals10%
VICI
VICI Properties Inc.
Real Estate10%
V
Visa Inc.
Financial Services10%
MSFT
Microsoft Corporation
Technology10%
DHI
D.R. Horton, Inc.
Consumer Cyclical10%
TSLA
Tesla, Inc.
Consumer Cyclical10%
VNM
VanEck Vectors Vietnam ETF
Asia Pacific Equities10%
DFS
Discover Financial Services
Financial Services10%
OXY
Occidental Petroleum Corporation
Energy10%

Performance

The chart shows the growth of an initial investment of $10,000 in PLAN, 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%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
8.70%
8.61%
PLAN
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the PLAN returned 17.54% Year-To-Date and 20.87% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.24%
PLAN-0.70%9.09%17.54%20.46%21.96%20.87%
VICI
VICI Properties Inc.
-0.68%-1.78%-4.67%1.22%13.01%13.92%
V
Visa Inc.
-1.83%6.76%13.81%28.82%10.30%14.87%
MSFT
Microsoft Corporation
-0.93%13.47%33.09%34.53%23.95%28.40%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.49%-2.64%5.50%17.02%9.78%6.91%
SLV
iShares Silver Trust
-2.40%1.70%-2.00%24.31%10.16%5.24%
DHI
D.R. Horton, Inc.
-6.34%13.25%23.46%54.54%22.56%19.14%
TSLA
Tesla, Inc.
6.45%28.61%98.80%-11.06%65.27%48.10%
VNM
VanEck Vectors Vietnam ETF
-2.21%19.86%19.76%1.85%-2.70%-0.66%
DFS
Discover Financial Services
-2.19%-4.70%-9.05%-4.54%4.45%7.42%
OXY
Occidental Petroleum Corporation
2.79%8.72%0.71%8.23%-2.42%2.44%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SGOLSLVOXYTSLAVNMDHIVICIDFSMSFTV
SGOL1.000.770.040.020.040.110.04-0.040.030.03
SLV0.771.000.160.140.130.160.140.100.130.14
OXY0.040.161.000.170.260.180.290.450.200.28
TSLA0.020.140.171.000.240.250.250.270.430.33
VNM0.040.130.260.241.000.250.240.320.380.37
DHI0.110.160.180.250.251.000.380.350.360.36
VICI0.040.140.290.250.240.381.000.400.310.38
DFS-0.040.100.450.270.320.350.401.000.360.49
MSFT0.030.130.200.430.380.360.310.361.000.64
V0.030.140.280.330.370.360.380.490.641.00

Sharpe Ratio

The current PLAN Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.92

The Sharpe ratio of PLAN 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 Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.92
0.81
PLAN
Benchmark (^GSPC)
Portfolio components

Dividend yield

PLAN granted a 1.27% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PLAN1.27%1.19%0.94%1.55%1.96%2.02%1.13%1.43%1.62%1.37%1.23%1.38%
VICI
VICI Properties Inc.
5.33%4.81%5.00%5.63%5.56%6.79%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.77%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
MSFT
Microsoft Corporation
0.86%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLV
iShares Silver 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%
DHI
D.R. Horton, Inc.
0.91%1.04%0.78%1.08%1.23%1.60%0.89%1.34%0.91%0.87%0.00%1.69%
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%
VNM
VanEck Vectors Vietnam ETF
0.80%0.96%0.49%0.41%0.77%0.85%1.02%2.55%3.95%2.95%3.64%2.40%
DFS
Discover Financial Services
2.98%2.40%1.70%2.06%2.17%2.84%1.93%1.87%2.39%1.70%1.32%1.42%
OXY
Occidental Petroleum Corporation
1.07%0.83%0.14%4.83%8.01%5.67%4.87%5.21%5.63%4.62%3.55%3.82%

Expense Ratio

The PLAN features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.50%
0.00%2.15%
0.17%
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
VICI
VICI Properties Inc.
-0.12
V
Visa Inc.
1.34
MSFT
Microsoft Corporation
1.11
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.05
SLV
iShares Silver Trust
0.67
DHI
D.R. Horton, Inc.
1.69
TSLA
Tesla, Inc.
-0.30
VNM
VanEck Vectors Vietnam ETF
-0.01
DFS
Discover Financial Services
-0.24
OXY
Occidental Petroleum Corporation
0.04

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.11%
-9.93%
PLAN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the PLAN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PLAN is 45.53%, recorded on Mar 18, 2020. It took 87 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.53%Feb 20, 202020Mar 18, 202087Jul 22, 2020107
-18.09%Mar 30, 2022138Oct 14, 2022157Jun 1, 2023295
-14.78%Jan 23, 2018233Dec 24, 201866Apr 1, 2019299
-10.09%Sep 1, 202016Sep 23, 202034Nov 10, 202050
-8.38%Jul 19, 202323Aug 18, 2023

Volatility Chart

The current PLAN volatility is 3.12%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.12%
3.41%
PLAN
Benchmark (^GSPC)
Portfolio components