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S&P Tech Growth Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 60%VGT 40%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in S&P Tech Growth 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


300.00%400.00%500.00%600.00%700.00%NovemberDecember2024FebruaryMarchApril
652.27%
349.86%
S&P Tech Growth Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 20, 2024, the S&P Tech Growth Portfolio returned 2.46% Year-To-Date and 15.20% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
S&P Tech Growth Portfolio2.46%-6.68%18.16%24.46%15.39%15.22%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.98%12.28%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.78%5.06%2.57%
2023-5.45%-1.99%10.83%4.73%

Expense Ratio

The S&P Tech Growth Portfolio has an expense ratio of 0.06% 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.


0.50%1.00%1.50%2.00%0.10%
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.


S&P Tech Growth Portfolio
Sharpe ratio
The chart of Sharpe ratio for S&P Tech Growth Portfolio, currently valued at 1.69, compared to the broader market-1.000.001.002.003.004.001.69
Sortino ratio
The chart of Sortino ratio for S&P Tech Growth Portfolio, currently valued at 2.43, compared to the broader market-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for S&P Tech Growth Portfolio, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for S&P Tech Growth Portfolio, currently valued at 1.49, compared to the broader market0.002.004.006.008.001.49
Martin ratio
The chart of Martin ratio for S&P Tech Growth Portfolio, currently valued at 7.26, compared to the broader market0.0010.0020.0030.0040.007.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99

Sharpe Ratio

The current S&P Tech Growth Portfolio Sharpe ratio is 1.69. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.69

The Sharpe ratio of S&P Tech Growth 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.69
1.66
S&P Tech Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

S&P Tech Growth Portfolio granted a 1.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
S&P Tech Growth Portfolio1.15%1.13%1.38%1.00%1.26%1.57%1.75%1.46%1.73%1.77%1.56%1.52%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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
-6.97%
-5.46%
S&P Tech Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the S&P Tech Growth 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 S&P Tech Growth Portfolio was 33.10%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current S&P Tech Growth Portfolio drawdown is 6.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.1%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-28.82%Dec 28, 2021200Oct 12, 2022286Dec 1, 2023486
-21.11%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-17.86%May 2, 2011108Oct 3, 201183Feb 1, 2012191
-14.05%Dec 2, 201549Feb 11, 201677Jun 2, 2016126

Volatility

Volatility Chart

The current S&P Tech Growth Portfolio volatility is 3.72%, 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%NovemberDecember2024FebruaryMarchApril
3.72%
3.15%
S&P Tech Growth Portfolio
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.

VGTVOO
VGT1.000.89
VOO0.891.00