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Original
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLV 36.7%SMH 27.7%VT 27.2%AIQ 8.4%EquityEquity
PositionCategory/SectorWeight
AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

8.40%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

27.70%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

27.20%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

36.70%

S&P 500

Performance

Performance Chart

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


60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2024FebruaryMarchApril
135.62%
82.45%
Original
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2018, corresponding to the inception date of AIQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Original5.62%-7.08%21.05%24.56%16.68%N/A
AIQ
Global X Artificial Intelligence & Technology ETF
0.90%-7.50%19.78%32.86%13.73%N/A
XLV
Health Care Select Sector SPDR Fund
2.25%-4.46%9.38%5.16%11.67%10.88%
SMH
VanEck Vectors Semiconductor ETF
13.92%-12.49%41.03%61.40%30.46%27.56%
VT
Vanguard Total World Stock ETF
2.40%-4.59%16.95%15.50%9.10%8.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.84%6.89%3.70%
2023-4.74%-3.38%9.89%6.16%

Expense Ratio

The Original has a high expense ratio of 0.22%, indicating higher-than-average management fees. 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%0.68%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Original
Sharpe ratio
The chart of Sharpe ratio for Original, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.001.77
Sortino ratio
The chart of Sortino ratio for Original, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for Original, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Original, currently valued at 1.87, compared to the broader market0.002.004.006.008.001.87
Martin ratio
The chart of Martin ratio for Original, currently valued at 7.14, compared to the broader market0.0010.0020.0030.0040.007.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AIQ
Global X Artificial Intelligence & Technology ETF
1.742.391.291.027.14
XLV
Health Care Select Sector SPDR Fund
0.510.791.090.471.68
SMH
VanEck Vectors Semiconductor ETF
2.132.981.362.6411.50
VT
Vanguard Total World Stock ETF
1.301.921.231.014.38

Sharpe Ratio

The current Original Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.77

The Sharpe ratio of Original 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.77
1.66
Original
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Original granted a 1.33% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Original1.33%1.33%1.84%1.28%1.42%3.13%2.35%1.90%1.68%2.38%1.79%1.98%
AIQ
Global X Artificial Intelligence & Technology ETF
0.16%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.59%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
SMH
VanEck Vectors Semiconductor ETF
0.52%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
VT
Vanguard Total World Stock ETF
2.17%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.87%
-5.46%
Original
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Original. 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 Original was 30.66%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Original drawdown is 7.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.66%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-28.44%Dec 28, 2021200Oct 12, 2022198Jul 28, 2023398
-18.11%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-11.08%Jul 31, 202364Oct 27, 202330Dec 11, 202394
-8.57%May 6, 201920Jun 3, 201920Jul 1, 201940

Volatility

Volatility Chart

The current Original volatility is 3.95%, 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%NovemberDecember2024FebruaryMarchApril
3.95%
3.15%
Original
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

XLVSMHAIQVT
XLV1.000.480.550.70
SMH0.481.000.840.79
AIQ0.550.841.000.86
VT0.700.790.861.00