PortfoliosLab Trends Portfolio
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
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 13.74% |
IJH iShares Core S&P Mid-Cap ETF | Small Cap Growth Equities | 11.87% |
MSFT Microsoft Corporation | Technology | 11.73% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 11.35% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10.02% |
NVDA NVIDIA Corporation | Technology | 8.71% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.38% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.31% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 6.96% |
VNQ Vanguard Real Estate ETF | REIT | 9.93% |
Performance
The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Trends 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
Returns
As of Sep 21, 2023, the PortfoliosLab Trends Portfolio returned 39.12% Year-To-Date and 24.36% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| PortfoliosLab Trends Portfolio | 0.27% | 18.34% | 39.12% | 29.58% | 23.03% | 24.35% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.56% | 27.69% |
IJH iShares Core S&P Mid-Cap ETF | -0.78% | 7.61% | 6.01% | 10.73% | 6.17% | 9.10% |
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.33% | 27.93% |
VTI Vanguard Total Stock Market ETF | 0.40% | 12.10% | 15.20% | 16.72% | 9.51% | 11.42% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.39% | 12.06% |
VNQ Vanguard Real Estate ETF | 1.06% | 6.34% | 0.04% | -2.31% | 3.35% | 5.97% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.40% | 60.86% |
AMZN Amazon.com, Inc. | 0.77% | 37.06% | 61.06% | 14.13% | 7.18% | 24.18% |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 67.67% | 36.13% |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TSLA | VNQ | NVDA | AAPL | AMZN | MSFT | SCHD | IJH | VOO | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.27 | 0.40 | 0.37 | 0.40 | 0.36 | 0.32 | 0.41 | 0.44 | 0.46 |
| VNQ | 0.27 | 1.00 | 0.32 | 0.34 | 0.35 | 0.42 | 0.62 | 0.65 | 0.62 | 0.63 |
| NVDA | 0.40 | 0.32 | 1.00 | 0.49 | 0.51 | 0.56 | 0.46 | 0.53 | 0.60 | 0.61 |
| AAPL | 0.37 | 0.34 | 0.49 | 1.00 | 0.50 | 0.56 | 0.47 | 0.50 | 0.64 | 0.62 |
| AMZN | 0.40 | 0.35 | 0.51 | 0.50 | 1.00 | 0.58 | 0.45 | 0.50 | 0.63 | 0.62 |
| MSFT | 0.36 | 0.42 | 0.56 | 0.56 | 0.58 | 1.00 | 0.58 | 0.55 | 0.72 | 0.70 |
| SCHD | 0.32 | 0.62 | 0.46 | 0.47 | 0.45 | 0.58 | 1.00 | 0.84 | 0.88 | 0.87 |
| IJH | 0.41 | 0.65 | 0.53 | 0.50 | 0.50 | 0.55 | 0.84 | 1.00 | 0.88 | 0.92 |
| VOO | 0.44 | 0.62 | 0.60 | 0.64 | 0.63 | 0.72 | 0.88 | 0.88 | 1.00 | 0.99 |
| VTI | 0.46 | 0.63 | 0.61 | 0.62 | 0.62 | 0.70 | 0.87 | 0.92 | 0.99 | 1.00 |
Dividend yield
PortfoliosLab Trends Portfolio granted a 1.45% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PortfoliosLab Trends Portfolio | 1.45% | 1.43% | 1.04% | 1.36% | 1.55% | 2.00% | 1.77% | 2.17% | 2.20% | 2.12% | 2.36% | 2.23% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
IJH iShares Core S&P Mid-Cap ETF | 1.62% | 1.69% | 1.21% | 1.33% | 1.71% | 1.84% | 1.30% | 1.76% | 1.75% | 1.53% | 1.49% | 1.67% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
VTI Vanguard Total Stock Market ETF | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
VNQ Vanguard Real Estate ETF | 4.68% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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% |
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% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The PortfoliosLab Trends Portfolio has an expense ratio of 0.03% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
IJH iShares Core S&P Mid-Cap ETF | 0.37 | ||||
MSFT Microsoft Corporation | 1.05 | ||||
VTI Vanguard Total Stock Market ETF | 0.83 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
VNQ Vanguard Real Estate ETF | -0.28 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
AMZN Amazon.com, Inc. | 0.22 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the PortfoliosLab Trends Portfolio. 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 PortfoliosLab Trends Portfolio is 34.88%, recorded on Mar 23, 2020. It took 54 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -31.35% | Jan 4, 2022 | 197 | Oct 14, 2022 | 177 | Jun 30, 2023 | 374 |
| -23.93% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -16.68% | Dec 2, 2015 | 49 | Feb 11, 2016 | 34 | Apr 1, 2016 | 83 |
| -12.72% | Sep 3, 2020 | 14 | Sep 23, 2020 | 44 | Nov 24, 2020 | 58 |
Volatility Chart
The current PortfoliosLab Trends Portfolio volatility is 4.42%, 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.