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PortfoliosLab Trends Portfolio V2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PortfoliosLab Trends Portfolio V2

Last updated Nov 13, 2024

The PortfoliosLab Trends Portfolio is a dynamic and trend-reflecting investment portfolio, comprising the top 10 symbols on PortfoliosLab weighted by their popularity.

Designed to harness the wisdom of the crowd, it embraces the notion that the aggregate decisions made by a large group of investors could potentially lead to high-performing selections. Thus, the more popular a symbol is, the more weight it carries in the portfolio.

Please note that as trends evolve, so does this portfolio. Its composition will continually change, reflecting the fluctuations in the popularity of various symbols.

Asset Allocation

AAPL 14.6%MSFT 12.7%FXAIX 11.4%AVUV 11%NVDA 9.6%AMZN 9.1%SCHD 8.4%META 8.4%TSLA 7.8%FSRNX 7%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
14.60%
AMZN
Amazon.com, Inc.		Consumer Cyclical
9.10%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
11%
FSRNX
Fidelity Real Estate Index Fund		REIT
7%
FXAIX
Fidelity 500 Index Fund		Large Cap Blend Equities
11.40%
META
Meta Platforms, Inc.		Communication Services
8.40%
MSFT
Microsoft Corporation		Technology
12.70%
NVDA
NVIDIA Corporation		Technology
9.60%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
8.40%
TSLA
Tesla, Inc.		Consumer Cyclical
7.80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Trends Portfolio V2, 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%JuneJulyAugustSeptemberOctoberNovember
22.19%
12.73%
PortfoliosLab Trends Portfolio V2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
PortfoliosLab Trends Portfolio V240.70%5.61%22.19%48.29%34.01%N/A
Portfolio components:
AAPL
Apple Inc		17.04%-2.95%18.46%20.21%28.46%24.38%
MSFT
Microsoft Corporation		13.11%0.93%0.17%15.11%24.29%25.94%
NVDA
NVIDIA Corporation		199.51%7.40%56.73%198.72%96.89%77.92%
AMZN
Amazon.com, Inc.		37.50%11.39%12.32%43.29%19.24%29.06%
SCHD
Schwab US Dividend Equity ETF		17.07%0.77%10.34%27.17%12.67%11.62%
TSLA
Tesla, Inc.		32.20%49.89%88.80%38.36%69.86%34.37%
FSRNX
Fidelity Real Estate Index Fund		9.73%-1.27%13.02%23.90%2.41%4.99%
AVUV
Avantis U.S. Small Cap Value ETF		16.65%6.36%11.34%32.01%16.39%N/A
FXAIX
Fidelity 500 Index Fund		26.92%2.20%13.46%34.97%15.79%13.30%
META
Meta Platforms, Inc.		65.72%-0.95%21.68%74.42%24.74%22.92%

Monthly Returns

The table below presents the monthly returns of PortfoliosLab Trends Portfolio V2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.15%8.89%2.27%-4.41%7.51%6.45%2.53%0.72%4.40%-1.15%40.70%
202315.26%4.05%8.20%0.83%7.93%9.33%4.15%-1.84%-5.61%-2.20%11.02%4.90%69.70%
2022-6.92%-4.87%6.31%-12.52%-1.93%-10.39%13.85%-5.38%-11.22%1.84%5.96%-9.17%-32.16%
20211.18%0.38%3.75%7.28%-0.62%6.98%1.61%5.26%-4.76%10.73%4.52%1.08%43.22%
20205.75%-4.83%-11.19%18.72%6.20%8.82%10.19%18.59%-7.12%-3.04%12.42%6.10%72.12%
2019-0.10%7.42%4.52%6.69%19.67%

Expense Ratio

PortfoliosLab Trends Portfolio V2 has an expense ratio of 0.04%, 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.

SCHD
Schwab US Dividend Equity ETF
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%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
FSRNX
Fidelity Real Estate Index Fund
Expense ratio chart for FSRNX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
FXAIX
Fidelity 500 Index Fund
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PortfoliosLab Trends Portfolio V2 is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of PortfoliosLab Trends Portfolio V2 is 7070
Combined Rank
The Sharpe Ratio Rank of PortfoliosLab Trends Portfolio V2 is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of PortfoliosLab Trends Portfolio V2 is 6464Sortino Ratio Rank
The Omega Ratio Rank of PortfoliosLab Trends Portfolio V2 is 6565Omega Ratio Rank
The Calmar Ratio Rank of PortfoliosLab Trends Portfolio V2 is 7979Calmar Ratio Rank
The Martin Ratio Rank of PortfoliosLab Trends Portfolio V2 is 7070Martin 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.

PortfoliosLab Trends Portfolio V2
Sharpe ratio
The chart of Sharpe ratio for PortfoliosLab Trends Portfolio V2, currently valued at 2.96, compared to the broader market0.002.004.006.002.96
Sortino ratio
The chart of Sortino ratio for PortfoliosLab Trends Portfolio V2, currently valued at 3.83, compared to the broader market-2.000.002.004.006.003.83
Omega ratio
The chart of Omega ratio for PortfoliosLab Trends Portfolio V2, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.802.001.52
Calmar ratio
The chart of Calmar ratio for PortfoliosLab Trends Portfolio V2, currently valued at 4.58, compared to the broader market0.005.0010.0015.004.58
Martin ratio
The chart of Martin ratio for PortfoliosLab Trends Portfolio V2, currently valued at 18.68, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.931.471.181.262.96
MSFT
Microsoft Corporation		0.781.121.150.992.42
NVDA
NVIDIA Corporation		4.003.971.517.6524.12
AMZN
Amazon.com, Inc.		1.692.351.301.937.75
SCHD
Schwab US Dividend Equity ETF		2.643.811.472.9214.57
TSLA
Tesla, Inc.		0.871.651.200.812.32
FSRNX
Fidelity Real Estate Index Fund		1.742.521.320.976.70
AVUV
Avantis U.S. Small Cap Value ETF		1.782.621.323.529.29
FXAIX
Fidelity 500 Index Fund		3.054.061.574.4420.09
META
Meta Platforms, Inc.		2.183.091.434.2613.22

Sharpe Ratio

The current PortfoliosLab Trends Portfolio V2 Sharpe ratio is 2.96. 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 2.07 to 2.98, 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 PortfoliosLab Trends Portfolio V2 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.96
2.90
PortfoliosLab Trends Portfolio V2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PortfoliosLab Trends Portfolio V2 provided a 0.95% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.95%1.01%1.10%0.76%1.03%1.07%1.27%1.06%1.28%1.41%1.53%1.49%
Portfolio components:
AAPL
Apple Inc		0.44%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
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%
FSRNX
Fidelity Real Estate Index Fund		2.67%2.84%2.66%1.25%3.33%3.18%3.73%2.27%2.58%2.57%4.18%3.54%
AVUV
Avantis U.S. Small Cap Value ETF		1.51%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund		1.21%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%
META
Meta Platforms, Inc.		0.26%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
-0.29%
PortfoliosLab Trends Portfolio V2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PortfoliosLab Trends Portfolio V2. 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 PortfoliosLab Trends Portfolio V2 was 35.25%, occurring on Dec 28, 2022. Recovery took 115 trading sessions.

The current PortfoliosLab Trends Portfolio V2 drawdown is 0.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.25%Jan 4, 2022248Dec 28, 2022115Jun 14, 2023363
-34.69%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-13.72%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-12.32%Jul 20, 202370Oct 26, 202317Nov 20, 202387
-11.38%Jul 11, 202418Aug 5, 202435Sep 24, 202453

Volatility

Volatility Chart

The current PortfoliosLab Trends Portfolio V2 volatility is 5.51%, 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%JuneJulyAugustSeptemberOctoberNovember
5.51%
3.86%
PortfoliosLab Trends Portfolio V2
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.
TSLAFSRNXAVUVMETANVDASCHDAMZNAAPLMSFTFXAIX
TSLA1.000.300.350.370.450.290.440.470.430.51
FSRNX0.301.000.630.360.290.690.330.410.410.67
AVUV0.350.631.000.380.380.840.340.410.350.73
META0.370.360.381.000.580.380.630.560.640.66
NVDA0.450.290.380.581.000.370.600.580.660.67
SCHD0.290.690.840.380.371.000.340.470.450.80
AMZN0.440.330.340.630.600.341.000.610.690.66
AAPL0.470.410.410.560.580.470.611.000.700.73
MSFT0.430.410.350.640.660.450.690.701.000.77
FXAIX0.510.670.730.660.670.800.660.730.771.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019