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20230828

Last updated Sep 21, 2023

Asset Allocation


VOO 57%EFA 29%QQQ 14%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities57%
EFA
iShares MSCI EAFE ETF
Foreign Large Cap Equities29%
QQQ
Invesco QQQ
Large Cap Blend Equities14%

Performance

The chart shows the growth of an initial investment of $10,000 in 20230828, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.62%
10.86%
20230828
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 20230828 returned 17.26% Year-To-Date and 10.52% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
202308280.78%11.00%17.26%21.66%9.27%10.55%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.40%12.06%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%15.58%17.63%
EFA
iShares MSCI EAFE ETF
1.50%4.77%10.18%23.49%3.64%3.98%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EFAQQQVOO
EFA1.000.720.83
QQQ0.721.000.89
VOO0.830.891.00

Sharpe Ratio

The current 20230828 Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.05

The Sharpe ratio of 20230828 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.05
0.74
20230828
Benchmark (^GSPC)
Portfolio components

Dividend yield

20230828 granted a 1.60% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
202308281.60%1.88%1.80%1.66%2.24%2.52%2.12%2.52%2.52%2.83%2.38%2.93%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
EFA
iShares MSCI EAFE ETF
2.22%2.74%3.48%2.30%3.43%3.87%3.02%3.71%3.44%4.76%3.36%4.21%

Expense Ratio

The 20230828 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.32%
0.00%2.15%
0.20%
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
VOO
Vanguard S&P 500 ETF
0.85
QQQ
Invesco QQQ
1.14
EFA
iShares MSCI EAFE ETF
1.15

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.72%
-8.22%
20230828
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 20230828. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 20230828 is 32.70%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.7%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-26.92%Jan 4, 2022195Oct 12, 2022
-19.9%May 3, 2011107Oct 3, 2011111Mar 13, 2012218
-18.87%Sep 21, 201865Dec 24, 201880Apr 22, 2019145
-15.8%May 22, 2015183Feb 11, 2016122Aug 5, 2016305

Volatility Chart

The current 20230828 volatility is 3.52%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.52%
3.47%
20230828
Benchmark (^GSPC)
Portfolio components