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

Asset Allocation


AAPL 13.74%IJH 11.87%MSFT 11.73%VTI 11.35%VOO 10.02%NVDA 8.71%AMZN 8.38%TSLA 7.31%SCHD 6.96%VNQ 9.93%EquityEquityReal EstateReal Estate

Performance

Performance Chart

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 Every 3 months.


500.00%1,000.00%1,500.00%2,000.00%December2025FebruaryMarchAprilMay
1,940.25%
366.02%
PortfoliosLab Trends Portfolio
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 May 9, 2025, the PortfoliosLab Trends Portfolio returned -8.03% Year-To-Date and 24.19% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
PortfoliosLab Trends Portfolio-8.03%16.12%-6.16%15.46%24.98%24.19%
AAPL
Apple Inc
-21.05%14.54%-12.99%8.58%21.29%21.49%
IJH
iShares Core S&P Mid-Cap ETF
-5.10%15.27%-9.51%0.82%13.67%8.54%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
VTI
Vanguard Total Stock Market ETF
-3.64%14.17%-5.14%10.03%15.30%11.75%
VOO
Vanguard S&P 500 ETF
-3.28%13.71%-4.52%10.70%15.89%12.40%
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.43%5.28%
NVDA
NVIDIA Corporation
-12.59%21.88%-21.15%29.85%72.35%72.94%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
TSLA
Tesla, Inc.
-29.47%28.38%-4.07%63.02%39.28%33.49%
SCHD
Schwab US Dividend Equity ETF
-4.79%6.00%-9.18%2.30%12.67%10.38%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.20%-3.09%-6.69%-0.81%2.33%-8.03%
20240.22%7.13%2.66%-4.01%6.94%5.88%2.81%0.78%3.74%-1.18%8.41%-0.09%37.82%
202313.45%1.81%6.39%-0.09%6.41%8.90%3.04%-1.44%-6.32%-2.58%11.08%4.55%53.13%
2022-7.34%-2.46%5.98%-12.14%-2.16%-9.20%14.40%-5.80%-10.54%4.73%4.79%-9.17%-28.15%
20211.16%0.14%2.71%6.99%-1.10%6.42%2.06%4.65%-4.72%11.54%3.76%1.61%40.23%
20206.20%-5.08%-11.00%16.89%6.06%8.44%9.59%16.46%-6.26%-3.40%12.29%6.30%66.40%
20197.00%3.60%4.17%3.25%-9.41%9.25%2.67%-1.62%3.01%6.47%4.24%6.48%45.08%
20187.87%-1.58%-3.88%1.34%5.19%1.87%2.33%7.54%-1.04%-6.84%-1.50%-9.69%-0.01%
20173.99%3.05%2.70%1.76%5.97%-0.07%2.32%2.73%0.20%6.03%1.93%0.06%35.09%
2016-7.00%-0.55%9.91%-1.80%5.74%-0.25%7.57%0.41%2.44%-1.25%3.77%5.14%25.53%
2015-0.75%6.16%-2.49%4.95%1.73%-2.47%3.10%-4.33%0.10%8.97%3.02%-1.10%17.28%
2014-1.76%8.03%-0.95%0.99%2.91%2.97%-1.51%6.93%-3.14%3.28%4.62%-2.88%20.42%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PortfoliosLab Trends Portfolio is 50, 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 PortfoliosLab Trends Portfolio is 5050
Overall Rank
The Sharpe Ratio Rank of PortfoliosLab Trends Portfolio is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PortfoliosLab Trends Portfolio is 5353
Sortino Ratio Rank
The Omega Ratio Rank of PortfoliosLab Trends Portfolio is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PortfoliosLab Trends Portfolio is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PortfoliosLab Trends Portfolio is 4040
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.270.631.090.280.95
IJH
iShares Core S&P Mid-Cap ETF
0.040.211.030.030.10
MSFT
Microsoft Corporation
0.300.571.070.290.63
VTI
Vanguard Total Stock Market ETF
0.510.841.120.521.99
VOO
Vanguard S&P 500 ETF
0.560.921.130.582.25
VNQ
Vanguard Real Estate ETF
0.741.111.150.552.41
NVDA
NVIDIA Corporation
0.511.021.130.741.85
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
TSLA
Tesla, Inc.
0.881.541.180.922.28
SCHD
Schwab US Dividend Equity ETF
0.140.351.050.170.57

The current PortfoliosLab Trends Portfolio Sharpe ratio is 0.66. 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 0.44 to 0.96, 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 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.66
0.48
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PortfoliosLab Trends Portfolio provided a 1.30% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.30%1.20%1.28%1.41%1.00%1.28%1.43%1.81%1.56%1.87%1.86%1.75%
AAPL
Apple Inc
0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
IJH
iShares Core S&P Mid-Cap ETF
1.41%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%1.34%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VNQ
Vanguard Real Estate ETF
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.99%
-7.82%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PortfoliosLab Trends 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 PortfoliosLab Trends Portfolio was 34.88%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.

The current PortfoliosLab Trends Portfolio drawdown is 11.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.88%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-31.35%Jan 4, 2022197Oct 14, 2022177Jun 30, 2023374
-24.21%Dec 18, 202475Apr 8, 2025
-23.93%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-16.67%Dec 2, 201549Feb 11, 201634Apr 1, 201683

Volatility

Volatility Chart

The current PortfoliosLab Trends Portfolio volatility is 13.56%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.56%
11.21%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.59, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTSLAVNQNVDAAAPLAMZNMSFTSCHDIJHVOOVTIPortfolio
^GSPC1.000.460.610.610.630.630.720.850.871.000.990.90
TSLA0.461.000.270.390.380.400.370.310.420.450.470.64
VNQ0.610.271.000.290.330.330.400.630.660.620.630.56
NVDA0.610.390.291.000.470.510.560.410.510.610.610.73
AAPL0.630.380.330.471.000.490.550.450.480.630.610.72
AMZN0.630.400.330.510.491.000.590.420.490.630.630.71
MSFT0.720.370.400.560.550.591.000.530.530.720.700.76
SCHD0.850.310.630.410.450.420.531.000.840.850.850.69
IJH0.870.420.660.510.480.490.530.841.000.870.910.77
VOO1.000.450.620.610.630.630.720.850.871.000.990.89
VTI0.990.470.630.610.610.630.700.850.910.991.000.90
Portfolio0.900.640.560.730.720.710.760.690.770.890.901.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011