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PortfoliosLab Trends Portfolio

Last updated Dec 8, 2023

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


AAPL 13.64%IJH 12.42%MSFT 11.76%VTI 10.62%VOO 9.91%NVDA 8.9%AMZN 8.24%QQQ 7.33%TSLA 7.26%VNQ 9.92%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology13.64%
IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities12.42%
MSFT
Microsoft Corporation
Technology11.76%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities10.62%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities9.91%
NVDA
NVIDIA Corporation
Technology8.9%
AMZN
Amazon.com, Inc.
Consumer Cyclical8.24%
QQQ
Invesco QQQ
Large Cap Blend Equities7.33%
TSLA
Tesla, Inc.
Consumer Cyclical7.26%
VNQ
Vanguard Real Estate ETF
REIT9.92%

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


500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,951.61%
315.29%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Dec 8, 2023, the PortfoliosLab Trends Portfolio returned 51.68% Year-To-Date and 24.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
PortfoliosLab Trends Portfolio51.68%5.38%9.35%41.49%28.14%24.71%
AAPL
Apple Inc.
50.35%6.99%7.87%38.61%36.95%27.09%
IJH
iShares Core S&P Mid-Cap ETF
9.56%7.25%3.32%7.63%9.75%8.82%
MSFT
Microsoft Corporation
56.05%3.10%14.52%53.14%30.15%27.58%
VTI
Vanguard Total Stock Market ETF
20.50%5.38%7.38%17.72%12.93%11.23%
VNQ
Vanguard Real Estate ETF
4.76%10.47%2.87%2.62%4.18%6.58%
VOO
Vanguard S&P 500 ETF
21.29%4.93%7.61%18.50%13.66%11.82%
NVDA
NVIDIA Corporation
218.99%1.40%21.02%189.19%66.45%62.82%
AMZN
Amazon.com, Inc.
74.86%2.92%18.21%66.04%12.54%22.58%
QQQ
Invesco QQQ
47.27%4.76%10.87%40.12%20.19%17.35%
TSLA
Tesla, Inc.
96.98%9.21%3.31%39.42%59.13%38.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20237.27%8.95%3.04%-1.44%-6.39%-2.48%11.39%

Sharpe Ratio

The current PortfoliosLab Trends Portfolio Sharpe ratio is 2.20. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.002.20

The Sharpe ratio of PortfoliosLab Trends Portfolio 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
2.20
1.20
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

PortfoliosLab Trends Portfolio granted a 1.11% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PortfoliosLab Trends Portfolio1.11%1.23%0.84%1.10%1.27%1.65%1.43%1.74%1.72%1.67%1.79%1.62%
AAPL
Apple Inc.
0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
IJH
iShares Core S&P Mid-Cap ETF
1.50%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%1.43%
MSFT
Microsoft Corporation
0.75%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
VTI
Vanguard Total Stock Market ETF
1.47%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
VNQ
Vanguard Real Estate ETF
4.28%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
VOO
Vanguard S&P 500 ETF
1.48%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
NVDA
NVIDIA Corporation
0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
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%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
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%

Expense Ratio

The PortfoliosLab Trends Portfolio has an expense ratio of 0.04% 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.


0.06%
0.00%2.15%
0.20%
0.00%2.15%
0.12%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
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
AAPL
Apple Inc.
1.69
IJH
iShares Core S&P Mid-Cap ETF
0.42
MSFT
Microsoft Corporation
2.05
VTI
Vanguard Total Stock Market ETF
1.25
VNQ
Vanguard Real Estate ETF
0.14
VOO
Vanguard S&P 500 ETF
1.34
NVDA
NVIDIA Corporation
3.81
AMZN
Amazon.com, Inc.
1.97
QQQ
Invesco QQQ
2.12
TSLA
Tesla, Inc.
0.61

Asset Correlations Table

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

TSLAVNQNVDAAAPLAMZNMSFTIJHVOOVTIQQQ
TSLA1.000.290.400.370.390.360.420.440.460.51
VNQ0.291.000.330.350.360.430.670.640.650.52
NVDA0.400.331.000.490.500.550.530.600.600.70
AAPL0.370.350.491.000.500.560.500.630.620.75
AMZN0.390.360.500.501.000.570.500.620.620.74
MSFT0.360.430.550.560.571.000.550.720.700.79
IJH0.420.670.530.500.500.551.000.890.920.75
VOO0.440.640.600.630.620.720.891.000.990.89
VTI0.460.650.600.620.620.700.920.991.000.89
QQQ0.510.520.700.750.740.790.750.890.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.30%
-4.40%
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 34.57%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.57%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-33.2%Jan 4, 2022253Jan 5, 2023121Jun 30, 2023374
-24.46%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-17.25%Dec 2, 201549Feb 11, 201637Apr 6, 201686
-16.36%Jul 25, 201120Aug 19, 2011107Jan 24, 2012127

Volatility Chart

The current PortfoliosLab Trends Portfolio volatility is 4.02%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.02%
2.98%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components
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