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HappyFolio2

Last updated Mar 2, 2024

Long term balanced portfolio between general market, tech, energy and healthcare

Asset Allocation


SPY 30%QQQ 30%XLE 20%XLV 20%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

30%

QQQ
Invesco QQQ
Large Cap Blend Equities

30%

XLE
Energy Select Sector SPDR Fund
Energy Equities

20%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in HappyFolio2, 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%700.00%800.00%OctoberNovemberDecember2024FebruaryMarch
830.33%
299.20%
HappyFolio2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 1999, corresponding to the inception date of QQQ

Returns

As of Mar 2, 2024, the HappyFolio2 returned 7.26% Year-To-Date and 13.15% 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%
HappyFolio27.26%3.76%11.81%27.36%17.06%13.16%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%28.81%14.84%12.59%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%
XLE
Energy Select Sector SPDR Fund
3.94%4.33%-2.33%3.56%10.90%3.81%
XLV
Health Care Select Sector SPDR Fund
7.30%3.06%10.50%15.19%11.76%11.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.51%4.44%
2023-0.73%-2.94%-3.06%7.02%4.05%

Sharpe Ratio

The current HappyFolio2 Sharpe ratio is 2.60. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.60

The Sharpe ratio of HappyFolio2 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
2.60
2.44
HappyFolio2
Benchmark (^GSPC)
Portfolio components

Dividend yield

HappyFolio2 granted a 1.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
HappyFolio21.54%1.63%1.77%1.60%2.04%2.32%1.91%1.69%1.70%1.88%1.72%1.50%
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%
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%
XLE
Energy Select Sector SPDR Fund
3.42%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%
XLV
Health Care Select Sector SPDR Fund
1.48%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%

Expense Ratio

The HappyFolio2 features an expense ratio of 0.14%, 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%0.13%
0.50%1.00%1.50%2.00%0.12%
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
HappyFolio2
2.60
SPY
SPDR S&P 500 ETF
2.59
QQQ
Invesco QQQ
3.28
XLE
Energy Select Sector SPDR Fund
0.27
XLV
Health Care Select Sector SPDR Fund
1.54

Asset Correlations Table

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

XLEXLVQQQSPY
XLE1.000.400.400.58
XLV0.401.000.630.74
QQQ0.400.631.000.86
SPY0.580.740.861.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
HappyFolio2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HappyFolio2. 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 HappyFolio2 was 53.50%, occurring on Oct 9, 2002. Recovery took 1095 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.5%Mar 27, 2000637Oct 9, 20021095Feb 15, 20071732
-49.24%Nov 1, 2007339Mar 9, 2009483Feb 4, 2011822
-34.66%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-21.53%Oct 4, 201856Dec 24, 2018216Nov 1, 2019272
-18.09%Jul 25, 201150Oct 3, 201185Feb 3, 2012135

Volatility Chart

The current HappyFolio2 volatility is 3.13%, 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
3.13%
3.47%
HappyFolio2
Benchmark (^GSPC)
Portfolio components
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