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123
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 12.5%SCHD 12.5%IJH 12.5%VTI 12.5%MSFT 12.5%GOOGL 12.5%AAPL 12.5%AMZN 12.5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

12.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12.50%

GOOGL
Alphabet Inc.
Communication Services

12.50%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

12.50%

MSFT
Microsoft Corporation
Technology

12.50%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

12.50%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

12.50%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

12.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 123, 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%NovemberDecember2024FebruaryMarchApril
18.82%
19.37%
123
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 24, 2024, the 123 returned 5.85% Year-To-Date and 19.24% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
1235.85%-1.74%18.82%29.59%18.11%19.24%
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.51%12.61%
SCHD
Schwab US Dividend Equity ETF
2.95%-2.03%14.29%9.99%11.48%11.18%
IJH
iShares Core S&P Mid-Cap ETF
4.65%-2.94%22.59%17.85%9.91%9.64%
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%
GOOGL
Alphabet Inc.
13.29%4.97%14.01%49.34%20.14%19.77%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.58%28.08%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.64%4.21%3.07%
2023-5.38%-0.93%9.28%4.22%

Expense Ratio

The 123 has an expense ratio of 0.02% 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.


Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
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%
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%

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.


123
Sharpe ratio
The chart of Sharpe ratio for 123, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.005.002.09
Sortino ratio
The chart of Sortino ratio for 123, currently valued at 2.87, compared to the broader market0.002.004.006.002.87
Omega ratio
The chart of Omega ratio for 123, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for 123, currently valued at 1.72, compared to the broader market0.002.004.006.008.001.72
Martin ratio
The chart of Martin ratio for 123, currently valued at 11.25, compared to the broader market0.0010.0020.0030.0040.0050.0011.25
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.083.011.361.808.64
SCHD
Schwab US Dividend Equity ETF
0.871.301.150.772.87
IJH
iShares Core S&P Mid-Cap ETF
1.111.671.191.023.65
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69
MSFT
Microsoft Corporation
1.992.791.342.338.49
GOOGL
Alphabet Inc.
1.852.351.331.6310.49
AAPL
Apple Inc.
0.090.261.030.100.21
AMZN
Amazon.com, Inc.
2.313.121.391.5014.40

Sharpe Ratio

The current 123 Sharpe ratio is 2.09. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.09

The Sharpe ratio of 123 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.09
1.92
123
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

123 granted a 1.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
1231.11%1.14%1.27%0.95%1.12%1.31%1.55%1.33%1.59%1.61%1.47%1.50%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
IJH
iShares Core S&P Mid-Cap ETF
1.35%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
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%
GOOGL
Alphabet 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%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.74%
-3.50%
123
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 123. 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 123 was 30.27%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current 123 drawdown is 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.27%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-27.66%Dec 28, 2021216Nov 3, 2022274Dec 7, 2023490
-22.68%Oct 2, 201858Dec 24, 201880Apr 22, 2019138
-14.18%Dec 2, 201549Feb 11, 201681Jun 8, 2016130
-12.76%Sep 3, 202014Sep 23, 202046Nov 27, 202060

Volatility

Volatility Chart

The current 123 volatility is 3.90%, 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%NovemberDecember2024FebruaryMarchApril
3.90%
3.58%
123
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.

AAPLAMZNGOOGLMSFTSCHDIJHVTIVOO
AAPL1.000.500.540.560.470.490.620.64
AMZN0.501.000.650.580.440.490.620.63
GOOGL0.540.651.000.640.520.530.670.68
MSFT0.560.580.641.000.560.540.700.72
SCHD0.470.440.520.561.000.850.870.88
IJH0.490.490.530.540.851.000.920.88
VTI0.620.620.670.700.870.921.000.99
VOO0.640.630.680.720.880.880.991.00