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Last updated Mar 2, 2024

Asset Allocation


QQQ 34.51%SPY 33.07%DIA 32.41%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

34.51%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

33.07%

DIA
SPDR Dow Jones Industrial Average ETF
Large Cap Growth Equities

32.41%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Jun 29, 2023BuyInvesco QQQ819$0.00
Jun 29, 2023BuySPDR Dow Jones Industrial Average ETF876$0.00
Jun 29, 2023BuySPDR S&P 500 ETF682$0.00

1–3 of 3

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
18.08%
17.37%
Compare
Benchmark (^GSPC)
Portfolio components

Returns


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%
Compare6.85%2.97%14.61%N/AN/AN/A
QQQ
Invesco QQQ
8.81%3.87%18.48%52.82%21.49%18.26%
DIA
SPDR Dow Jones Industrial Average ETF
4.05%1.43%13.21%20.75%10.66%11.46%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%30.88%14.70%12.62%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.54%4.25%
2023-1.76%-4.67%-1.86%9.63%4.72%

Sharpe Ratio


Chart placeholderNot enough data

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%0.20%
0.50%1.00%1.50%2.00%0.16%
0.50%1.00%1.50%2.00%0.09%

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
Compare
QQQ
Invesco QQQ
3.28
DIA
SPDR Dow Jones Industrial Average ETF
2.07
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.

DIAQQQSPY
DIA1.000.660.85
QQQ0.661.000.91
SPY0.850.911.00

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Compare
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Compare. 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 Compare was 9.71%, occurring on Oct 27, 2023. Recovery took 18 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.71%Aug 1, 202363Oct 27, 202318Nov 22, 202381
-2.11%Dec 29, 20234Jan 4, 202410Jan 19, 202414
-1.62%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-1.47%Feb 12, 20242Feb 13, 20246Feb 22, 20248
-1.4%Jul 5, 20233Jul 7, 20233Jul 12, 20236

Volatility Chart

The current Compare volatility is 3.44%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.44%
3.47%
Compare
Benchmark (^GSPC)
Portfolio components
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