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My Trend 1

Last updated Mar 2, 2024

Port Lab Modified 24Jan2024

Asset Allocation


BND 5%BNDX 5%AAPL 10%IJH 10%MSFT 10%VTI 10%VOO 10%NVDA 10%QQQ 10%BRK-B 10%VNQ 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

5%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

5%

AAPL
Apple Inc.
Technology

10%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

10%

MSFT
Microsoft Corporation
Technology

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

NVDA
NVIDIA Corporation
Technology

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

BRK-B
Berkshire Hathaway Inc.
Financial Services

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in My Trend 1, 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


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
704.65%
214.89%
My Trend 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns

As of Mar 2, 2024, the My Trend 1 returned 10.85% Year-To-Date and 21.38% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
My Trend 110.85%4.99%17.65%43.58%24.54%21.40%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.89%
IJH
iShares Core S&P Mid-Cap ETF
4.91%5.35%13.93%19.12%17.89%16.34%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.18%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%14.06%11.98%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.32%6.15%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.67%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%
BRK-B
Berkshire Hathaway Inc.
14.15%4.19%12.32%30.30%15.15%12.91%
BND
Vanguard Total Bond Market ETF
-1.11%-0.65%3.31%3.94%0.62%1.45%
BNDX
Vanguard Total International Bond ETF
-0.96%-0.11%3.96%6.91%0.44%2.12%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.09%6.57%
2023-0.94%-5.55%-1.86%9.80%4.39%

Sharpe Ratio

The current My Trend 1 Sharpe ratio is 3.44. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.44

The Sharpe ratio of My Trend 1 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.44
2.44
My Trend 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Trend 1 granted a 1.38% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Trend 11.38%1.39%1.37%1.07%1.21%1.50%1.83%1.57%1.84%1.81%1.80%1.87%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
IJH
iShares Core S&P Mid-Cap ETF
1.39%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF
4.03%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
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%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
BRK-B
Berkshire Hathaway 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%
BND
Vanguard Total Bond Market ETF
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.58%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Expense Ratio

The My Trend 1 has an expense ratio of 0.05% 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%0.20%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
My Trend 1
3.44
AAPL
Apple Inc.
1.27
IJH
iShares Core S&P Mid-Cap ETF
1.22
MSFT
Microsoft Corporation
3.10
VTI
Vanguard Total Stock Market ETF
2.31
VNQ
Vanguard Real Estate ETF
0.35
VOO
Vanguard S&P 500 ETF
2.61
NVDA
NVIDIA Corporation
5.65
QQQ
Invesco QQQ
3.28
BRK-B
Berkshire Hathaway Inc.
2.50
BND
Vanguard Total Bond Market ETF
0.64
BNDX
Vanguard Total International Bond ETF
1.33

Asset Correlations Table

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

BNDXBNDNVDAVNQAAPLBRK-BMSFTIJHQQQVTIVOO
BNDX1.000.720.010.160.01-0.110.04-0.050.01-0.03-0.03
BND0.721.00-0.010.20-0.03-0.150.01-0.07-0.01-0.06-0.05
NVDA0.01-0.011.000.300.520.350.570.500.710.610.61
VNQ0.160.200.301.000.350.460.400.630.490.620.61
AAPL0.01-0.030.520.351.000.410.590.500.760.650.66
BRK-B-0.11-0.150.350.460.411.000.440.670.540.710.73
MSFT0.040.010.570.400.590.441.000.520.800.700.72
IJH-0.05-0.070.500.630.500.670.521.000.720.900.86
QQQ0.01-0.010.710.490.760.540.800.721.000.890.90
VTI-0.03-0.060.610.620.650.710.700.900.891.000.99
VOO-0.03-0.050.610.610.660.730.720.860.900.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
My Trend 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My Trend 1. 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 My Trend 1 was 30.35%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.35%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-28.51%Dec 28, 2021200Oct 12, 2022160Jun 2, 2023360
-21.5%Oct 2, 201858Dec 24, 201889May 3, 2019147
-12.55%Dec 7, 201546Feb 11, 201631Mar 29, 201677
-11.08%Apr 29, 201583Aug 25, 201541Oct 22, 2015124

Volatility Chart

The current My Trend 1 volatility is 4.53%, 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%OctoberNovemberDecember2024FebruaryMarch
4.53%
3.47%
My Trend 1
Benchmark (^GSPC)
Portfolio components
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