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Model Portfolio (50/50 VGT/VOO)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 51.06%VGT 48.94%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

48.94%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

51.06%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Mar 25, 2024BuyVanguard Information Technology ETF47.53$526.00
Mar 25, 2024BuyVanguard S&P 500 ETF52.3$478.00

1–2 of 2

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Model Portfolio (50/50 VGT/VOO), 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


-6.00%-4.00%-2.00%0.00%Tue 26Thu 28Sat 30AprilWed 03Fri 05Apr 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19
-6.78%
-5.10%
Model Portfolio (50/50 VGT/VOO)
Benchmark (^GSPC)
Portfolio components

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%
Model Portfolio (50/50 VGT/VOO)N/AN/AN/AN/AN/AN/A
VGT
Vanguard Information Technology ETF
-0.61%-8.98%17.56%27.51%19.03%19.45%
VOO
Vanguard S&P 500 ETF
4.52%-5.14%18.47%22.10%13.18%12.27%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.12%

Expense Ratio

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%0.10%
0.50%1.00%1.50%2.00%0.03%

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.


Model Portfolio (50/50 VGT/VOO)
Sharpe ratio
No data
^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
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

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


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Tue 26Thu 28Sat 30AprilWed 03Fri 05Apr 07Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19
-6.96%
-5.46%
Model Portfolio (50/50 VGT/VOO)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Model Portfolio (50/50 VGT/VOO). 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 Model Portfolio (50/50 VGT/VOO) was 6.96%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current Model Portfolio (50/50 VGT/VOO) drawdown is 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.96%Mar 28, 202416Apr 19, 2024
-0.36%Mar 26, 20241Mar 26, 20241Mar 27, 20242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Model Portfolio (50/50 VGT/VOO)
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.

VGTVOO
VGT1.000.93
VOO0.931.00