PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Incoming

Last updated Feb 24, 2024

Using this to have my SP / SCHD / and few stocks that I personally use day to day.

Asset Allocation


VOO 30%SCHD 30%NVDA 10%MSFT 10%AAPL 10%AMZN 10%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

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

30%

NVDA
NVIDIA Corporation
Technology

10%

MSFT
Microsoft Corporation
Technology

10%

AAPL
Apple Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Incoming, 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%400.00%600.00%800.00%1,000.00%1,200.00%SeptemberOctoberNovemberDecember2024February
1,162.33%
318.70%
Incoming
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 Feb 24, 2024, the Incoming returned 10.08% Year-To-Date and 23.36% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Incoming10.08%5.16%20.04%46.72%25.50%23.33%
VOO
Vanguard S&P 500 ETF
6.86%4.14%16.40%30.22%14.66%12.70%
SCHD
Schwab US Dividend Equity ETF
2.31%1.13%8.26%7.93%12.23%11.44%
NVDA
NVIDIA Corporation
59.16%29.14%71.30%238.62%82.73%68.28%
MSFT
Microsoft Corporation
9.32%1.77%27.54%66.00%30.94%29.12%
AAPL
Apple Inc.
-5.08%-5.02%2.45%25.07%34.28%27.17%
AMZN
Amazon.com, Inc.
15.17%9.97%31.31%87.16%16.46%25.60%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.34%
20233.55%-0.63%-6.02%-1.26%9.49%4.21%

Sharpe Ratio

The current Incoming Sharpe ratio is 3.20. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.20

The Sharpe ratio of Incoming is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
3.20
2.23
Incoming
Benchmark (^GSPC)
Portfolio components

Dividend yield

Incoming granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Incoming1.56%1.61%1.71%1.33%1.58%1.71%1.93%1.68%1.95%2.07%1.93%1.95%
VOO
Vanguard S&P 500 ETF
1.36%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.41%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
MSFT
Microsoft Corporation
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Incoming has an expense ratio of 0.03% 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.


0.06%
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
^GSPC
S&P 500
2.23
Incoming
3.20
VOO
Vanguard S&P 500 ETF
2.39
SCHD
Schwab US Dividend Equity ETF
0.61
NVDA
NVIDIA Corporation
5.78
MSFT
Microsoft Corporation
2.83
AAPL
Apple Inc.
1.21
AMZN
Amazon.com, Inc.
2.71

Asset Correlations Table

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

NVDAAAPLAMZNSCHDMSFTVOO
NVDA1.000.490.510.450.560.60
AAPL0.491.000.500.470.560.64
AMZN0.510.501.000.440.580.63
SCHD0.450.470.441.000.570.88
MSFT0.560.560.580.571.000.72
VOO0.600.640.630.880.721.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.01%
0
Incoming
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Incoming. 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 Incoming was 30.10%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Incoming drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.1%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-27.93%Dec 28, 2021202Oct 14, 2022164Jun 12, 2023366
-25.1%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-13.92%Dec 7, 201546Feb 11, 201634Apr 1, 201680
-11.79%Aug 11, 201511Aug 25, 201536Oct 15, 201547

Volatility Chart

The current Incoming volatility is 5.01%, 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%SeptemberOctoberNovemberDecember2024February
5.01%
3.90%
Incoming
Benchmark (^GSPC)
Portfolio components
0 comments