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me

Last updated Mar 2, 2024

Asset Allocation


VGT 50%VT 50%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

50%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

50%

S&P 500

Performance

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


250.00%300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
507.48%
300.35%
me
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT

Returns

As of Mar 2, 2024, the me returned 7.19% Year-To-Date and 14.45% of annualized return in the last 10 years.


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%
me7.19%4.11%15.25%33.71%17.28%14.47%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.67%20.38%
VT
Vanguard Total World Stock ETF
5.42%3.82%11.94%20.82%10.78%8.54%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.02%4.66%
2023-2.51%-5.39%-2.31%11.17%5.04%

Sharpe Ratio

The current me Sharpe ratio is 2.58. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.58

The Sharpe ratio of me 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
2.58
2.44
me
Benchmark (^GSPC)
Portfolio components

Dividend yield

me granted a 1.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
me1.28%1.36%1.56%1.23%1.24%1.71%1.91%1.55%1.85%1.87%1.78%1.56%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VT
Vanguard Total World Stock ETF
1.97%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Expense Ratio

The me has an expense ratio of 0.08% 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.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%

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
me
2.58
VGT
Vanguard Information Technology ETF
2.89
VT
Vanguard Total World Stock ETF
1.90

Asset Correlations Table

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

VGTVT
VGT1.000.84
VT0.841.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the me. 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 me was 47.62%, occurring on Mar 9, 2009. Recovery took 270 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.62%Aug 12, 2008144Mar 9, 2009270Apr 5, 2010414
-32.93%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-30.65%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-20.44%Oct 2, 201858Dec 24, 201868Apr 3, 2019126
-20.18%May 2, 2011108Oct 3, 201194Feb 16, 2012202

Volatility Chart

The current me volatility is 4.19%, 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%OctoberNovemberDecember2024FebruaryMarch
4.19%
3.47%
me
Benchmark (^GSPC)
Portfolio components
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