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Andy's updated

Last updated Feb 21, 2024

Asset Allocation


VUG 20%VTI 20%VT 20%VGT 20%VOO 20%EquityEquity
PositionCategory/SectorWeight
VUG
Vanguard Growth ETF
Large Cap Growth Equities

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

20%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

20%

VGT
Vanguard Information Technology ETF
Technology Equities

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

Performance

The chart shows the growth of an initial investment of $10,000 in Andy's updated, 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%SeptemberOctoberNovemberDecember2024February
15.72%
13.40%
Andy's updated
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Feb 21, 2024, the Andy's updated returned 4.27% Year-To-Date and 13.53% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Andy's updated4.27%2.58%15.72%28.53%15.80%13.53%
VUG
Vanguard Growth ETF
6.08%3.07%18.82%39.29%17.87%14.56%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
VT
Vanguard Total World Stock ETF
2.73%3.15%12.36%17.09%10.26%8.42%
VGT
Vanguard Information Technology ETF
3.92%0.66%18.75%40.56%22.66%19.99%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.39%
20233.38%-1.93%-5.21%-2.24%10.51%4.86%

Sharpe Ratio

The current Andy's updated Sharpe ratio is 2.01. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.01

The Sharpe ratio of Andy's updated 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.01
1.75
Andy's updated
Benchmark (^GSPC)
Portfolio components

Dividend yield

Andy's updated granted a 1.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Andy's updated1.19%1.24%1.43%1.08%1.22%1.61%1.85%1.54%1.80%1.83%1.68%1.58%
VUG
Vanguard Growth ETF
0.55%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VT
Vanguard Total World Stock ETF
2.03%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Expense Ratio

The Andy's updated has an expense ratio of 0.05% 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.


0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
VUG
Vanguard Growth ETF
2.39
VTI
Vanguard Total Stock Market ETF
1.71
VT
Vanguard Total World Stock ETF
1.37
VGT
Vanguard Information Technology ETF
2.15
VOO
Vanguard S&P 500 ETF
1.91

Asset Correlations Table

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

VGTVTVUGVOOVTI
VGT1.000.840.950.890.89
VT0.841.000.900.950.95
VUG0.950.901.000.950.94
VOO0.890.950.951.000.99
VTI0.890.950.940.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.53%
-1.08%
Andy's updated
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Andy's updated. 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 Andy's updated was 33.31%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Andy's updated drawdown is 1.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.31%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-29.35%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-20.44%Oct 2, 201858Dec 24, 201870Apr 5, 2019128
-19.41%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-15.21%May 22, 2015183Feb 11, 2016103Jul 11, 2016286

Volatility Chart

The current Andy's updated volatility is 3.86%, 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
3.86%
3.37%
Andy's updated
Benchmark (^GSPC)
Portfolio components
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