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MyETFPortfolio

Last updated Mar 2, 2024

Asset Allocation


XLK 50%SCHD 30%DGRO 20%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities

50%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

30%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MyETFPortfolio, 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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
333.87%
166.15%
MyETFPortfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns


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%
MyETFPortfolio6.54%3.11%14.06%30.15%19.24%N/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.42%11.35%
DGRO
iShares Core Dividend Growth ETF
5.05%2.74%10.03%14.54%11.84%N/A
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.72%20.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.65%3.53%
2023-1.68%-5.29%-1.64%9.83%4.92%

Sharpe Ratio

The current MyETFPortfolio Sharpe ratio is 2.56. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.56

The Sharpe ratio of MyETFPortfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.56
2.44
MyETFPortfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

MyETFPortfolio granted a 1.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MyETFPortfolio1.83%1.92%2.00%1.54%1.87%1.91%2.21%1.88%2.19%2.29%1.86%1.59%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRO
iShares Core Dividend Growth ETF
2.33%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Expense Ratio

The MyETFPortfolio features an expense ratio of 0.10%, falling within the medium range. 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%0.13%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%

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
MyETFPortfolio
2.56
SCHD
Schwab US Dividend Equity ETF
0.72
DGRO
iShares Core Dividend Growth ETF
1.52
XLK
Technology Select Sector SPDR Fund
3.19

Asset Correlations Table

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

XLKSCHDDGRO
XLK1.000.690.76
SCHD0.691.000.95
DGRO0.760.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
MyETFPortfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MyETFPortfolio. 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 MyETFPortfolio was 32.31%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-25.14%Dec 28, 2021200Oct 12, 2022189Jul 17, 2023389
-19.94%Oct 4, 201856Dec 24, 201866Apr 1, 2019122
-12.93%May 22, 201566Aug 25, 201542Oct 23, 2015108
-10.55%Nov 4, 201552Jan 20, 201640Mar 17, 201692

Volatility Chart

The current MyETFPortfolio volatility is 3.51%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.51%
3.47%
MyETFPortfolio
Benchmark (^GSPC)
Portfolio components
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