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Lorenzo Waters III

Last updated Mar 2, 2024

Asset Allocation


QQQ 39.82%SPY 31.81%SCHD 11.94%JPM 11.03%AAPL 5.4%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

39.82%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

31.81%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

11.94%

JPM
JPMorgan Chase & Co.
Financial Services

11.03%

AAPL
Apple Inc.
Technology

5.40%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Lorenzo Waters III, 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


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
644.57%
322.67%
Lorenzo Waters III
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the Lorenzo Waters III returned 7.03% Year-To-Date and 16.24% 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%
Lorenzo Waters III7.03%3.42%15.48%34.37%19.05%16.22%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.91%
JPM
JPMorgan Chase & Co.
9.60%6.04%27.92%32.66%15.77%15.26%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.32%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.52%11.36%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%28.81%15.00%12.59%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.37%4.64%
2023-2.36%-4.59%-2.35%9.93%5.48%

Sharpe Ratio

The current Lorenzo Waters III Sharpe ratio is 2.84. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.84

The Sharpe ratio of Lorenzo Waters III 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.84
2.44
Lorenzo Waters III
Benchmark (^GSPC)
Portfolio components

Dividend yield

Lorenzo Waters III granted a 1.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Lorenzo Waters III1.32%1.40%1.62%1.17%1.43%1.52%1.75%1.51%1.75%1.79%1.83%1.64%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SPY
SPDR S&P 500 ETF
1.29%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Expense Ratio

The Lorenzo Waters III features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.09%
0.50%1.00%1.50%2.00%0.06%

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
Lorenzo Waters III
2.84
AAPL
Apple Inc.
1.27
JPM
JPMorgan Chase & Co.
1.68
QQQ
Invesco QQQ
3.28
SCHD
Schwab US Dividend Equity ETF
0.72
SPY
SPDR S&P 500 ETF
2.59

Asset Correlations Table

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

JPMAAPLSCHDQQQSPY
JPM1.000.350.680.500.68
AAPL0.351.000.470.750.64
SCHD0.680.471.000.690.88
QQQ0.500.750.691.000.90
SPY0.680.640.880.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Lorenzo Waters III
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Lorenzo Waters III. 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 Lorenzo Waters III was 31.94%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.94%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-28.38%Jan 4, 2022194Oct 11, 2022287Dec 1, 2023481
-21.18%Oct 4, 201856Dec 24, 201877Apr 16, 2019133
-14.76%Jul 21, 2015143Feb 11, 2016106Jul 14, 2016249
-12.25%Apr 3, 201242Jun 1, 201267Sep 6, 2012109

Volatility Chart

The current Lorenzo Waters III volatility is 3.43%, 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
3.43%
3.47%
Lorenzo Waters III
Benchmark (^GSPC)
Portfolio components
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