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New Roth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 40%QQQ 30%SCHG 30%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities
30%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
30%
VGT
Vanguard Information Technology ETF
Technology Equities
40%

Performance

Performance Chart

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


400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,162.03%
436.04%
New Roth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG

Returns By Period

As of Dec 19, 2024, the New Roth returned 30.28% Year-To-Date and 18.79% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
New Roth31.78%2.38%10.26%31.95%21.02%18.87%
VGT
Vanguard Information Technology ETF
31.34%1.74%9.77%31.45%22.02%20.77%
QQQ
Invesco QQQ
27.20%2.54%8.34%27.62%20.40%18.36%
SCHG
Schwab U.S. Large-Cap Growth ETF
37.04%3.06%12.88%37.03%20.24%16.77%
*Annualized

Monthly Returns

The table below presents the monthly returns of New Roth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.15%5.59%1.59%-4.76%6.88%7.20%-1.39%1.28%2.51%-0.68%6.50%31.78%
202310.05%-0.28%9.19%0.45%7.65%6.41%3.36%-1.60%-5.72%-1.76%11.91%4.96%52.59%
2022-8.44%-4.29%4.11%-12.79%-2.00%-8.81%12.99%-5.35%-10.88%5.50%5.02%-8.35%-31.19%
2021-0.42%0.67%1.26%6.12%-1.34%6.68%3.21%3.83%-5.62%8.30%1.94%1.78%28.85%
20203.27%-6.70%-9.24%14.58%7.25%5.89%6.90%10.67%-4.83%-3.49%11.39%5.08%44.72%
20198.60%4.80%3.59%5.56%-7.88%7.90%2.68%-1.74%0.89%3.77%4.82%3.58%41.87%
20187.79%-1.19%-3.31%0.33%5.71%0.47%2.68%6.82%0.17%-8.51%-0.38%-8.50%0.54%
20174.32%4.54%1.71%2.43%3.63%-1.67%3.67%2.18%0.56%5.25%1.93%0.53%33.01%
2016-6.54%-0.82%7.69%-2.96%4.03%-1.96%6.68%1.34%1.84%-1.42%1.17%1.12%9.69%
2015-2.42%7.46%-1.95%1.04%2.18%-2.76%3.16%-6.17%-2.25%10.08%0.74%-2.28%5.82%
2014-2.24%5.04%-1.08%-0.43%3.73%2.88%0.28%4.49%-1.24%2.42%4.28%-1.33%17.71%
20133.15%0.46%3.07%1.49%3.66%-2.58%5.80%-0.83%4.26%4.35%3.37%3.42%33.60%

Expense Ratio

New Roth has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of New Roth is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of New Roth is 4040
Overall Rank
The Sharpe Ratio Rank of New Roth is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of New Roth is 3939
Sortino Ratio Rank
The Omega Ratio Rank of New Roth is 4343
Omega Ratio Rank
The Calmar Ratio Rank of New Roth is 3939
Calmar Ratio Rank
The Martin Ratio Rank of New Roth is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for New Roth, currently valued at 1.77, compared to the broader market-6.00-4.00-2.000.002.004.001.772.10
The chart of Sortino ratio for New Roth, currently valued at 2.33, compared to the broader market-6.00-4.00-2.000.002.004.006.002.332.80
The chart of Omega ratio for New Roth, currently valued at 1.32, compared to the broader market0.400.600.801.001.201.401.601.801.321.39
The chart of Calmar ratio for New Roth, currently valued at 2.43, compared to the broader market0.002.004.006.008.0010.0012.002.433.09
The chart of Martin ratio for New Roth, currently valued at 8.99, compared to the broader market0.0010.0020.0030.0040.0050.008.9913.49
New Roth
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGT
Vanguard Information Technology ETF
1.552.051.282.187.80
QQQ
Invesco QQQ
1.642.191.302.167.79
SCHG
Schwab U.S. Large-Cap Growth ETF
2.222.861.403.1312.34

The current New Roth Sharpe ratio is 1.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.10, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of New Roth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.77
2.10
New Roth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

New Roth provided a 0.49% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.49%0.58%0.77%0.51%0.65%0.91%1.17%0.95%1.15%1.17%1.20%1.05%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.87%
-2.62%
New Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New Roth. 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 New Roth was 34.81%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.

The current New Roth drawdown is 3.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.81%Dec 28, 2021202Oct 14, 2022291Dec 12, 2023493
-30.83%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-22.68%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-17.46%Jul 25, 201120Aug 19, 2011108Jan 25, 2012128
-16.49%Apr 26, 201049Jul 2, 201079Oct 25, 2010128

Volatility

Volatility Chart

The current New Roth volatility is 5.27%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.27%
3.79%
New Roth
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.

SCHGVGTQQQ
SCHG1.000.940.96
VGT0.941.000.96
QQQ0.960.961.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2009
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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