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Inverst

Last updated Feb 24, 2024

Hung

Asset Allocation


VOOG 75%AMD 25%EquityEquity
PositionCategory/SectorWeight
VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

75%

AMD
Advanced Micro Devices, Inc.
Technology

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Inverst, 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%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%SeptemberOctoberNovemberDecember2024February
1,356.05%
360.87%
Inverst
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG

Returns

As of Feb 24, 2024, the Inverst returned 12.42% Year-To-Date and 25.12% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Inverst12.42%3.76%31.09%58.92%25.15%25.06%
AMD
Advanced Micro Devices, Inc.
19.75%-0.41%72.64%126.05%48.93%47.28%
VOOG
Vanguard S&P 500 Growth ETF
9.94%5.31%18.35%38.00%15.79%14.12%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.53%
20232.40%-2.37%-4.33%-2.91%12.31%8.63%

Sharpe Ratio

The current Inverst Sharpe ratio is 3.00. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.003.00

The Sharpe ratio of Inverst 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
3.00
2.23
Inverst
Benchmark (^GSPC)
Portfolio components

Dividend yield

Inverst granted a 0.77% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Inverst0.77%0.84%0.70%0.40%0.66%0.94%1.01%0.99%1.10%1.17%0.96%1.10%
AMD
Advanced Micro Devices, 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%
VOOG
Vanguard S&P 500 Growth ETF
1.02%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Expense Ratio

The Inverst has an expense ratio of 0.08% 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.


0.10%
0.00%2.15%

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
2.23
Inverst
3.00
AMD
Advanced Micro Devices, Inc.
2.79
VOOG
Vanguard S&P 500 Growth ETF
2.74

Asset Correlations Table

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

AMDVOOG
AMD1.000.55
VOOG0.551.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.86%
0
Inverst
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Inverst. 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 Inverst was 42.09%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current Inverst drawdown is 0.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.09%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-30.89%Feb 20, 202022Mar 20, 202076Jul 9, 202098
-28.37%Apr 3, 2012157Nov 15, 2012121May 13, 2013278
-27.58%Sep 28, 201860Dec 24, 2018112Jun 6, 2019172
-24.95%May 2, 2011108Oct 3, 2011100Feb 27, 2012208

Volatility Chart

The current Inverst volatility is 7.73%, 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%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
7.73%
3.90%
Inverst
Benchmark (^GSPC)
Portfolio components
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