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ETF balanced portfolio

Last updated Feb 24, 2024

Asset Allocation


QQQM 33.33%VGT 33.33%VOO 33.33%EquityEquity
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

33.33%

VGT
Vanguard Information Technology ETF
Technology Equities

33.33%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

33.33%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF balanced portfolio, 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


20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2024February
55.24%
44.90%
ETF balanced portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns


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%
ETF balanced portfolio6.53%3.05%19.19%42.78%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
6.69%3.06%20.49%50.89%N/AN/A
VGT
Vanguard Information Technology ETF
6.03%1.94%20.61%47.33%22.79%20.19%
VOO
Vanguard S&P 500 ETF
6.86%4.14%16.40%30.22%14.66%12.76%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.83%
20233.36%-1.80%-5.42%-1.99%11.10%5.04%

Sharpe Ratio

The current ETF balanced portfolio Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.74

The Sharpe ratio of ETF balanced portfolio 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.74
2.23
ETF balanced portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF balanced portfolio granted a 0.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF balanced portfolio0.86%0.92%1.15%0.76%0.84%1.00%1.12%0.92%1.11%1.13%0.99%0.96%
QQQM
Invesco NASDAQ 100 ETF
0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.61%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
1.36%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 ETF balanced portfolio has an expense ratio of 0.09% 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.


0.15%
0.00%2.15%
0.10%
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
ETF balanced portfolio
2.74
QQQM
Invesco NASDAQ 100 ETF
2.99
VGT
Vanguard Information Technology ETF
2.60
VOO
Vanguard S&P 500 ETF
2.39

Asset Correlations Table

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

VOOVGTQQQM
VOO1.000.910.92
VGT0.911.000.97
QQQM0.920.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.20%
0
ETF balanced portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF balanced portfolio. 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 ETF balanced portfolio was 31.56%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current ETF balanced portfolio drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.56%Dec 28, 2021202Oct 14, 2022289Dec 8, 2023491
-8.29%Oct 14, 202013Oct 30, 202011Nov 16, 202024
-8.2%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-6.62%Sep 7, 202120Oct 4, 202115Oct 25, 202135
-6.52%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility Chart

The current ETF balanced portfolio volatility is 4.97%, 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%6.00%SeptemberOctoberNovemberDecember2024February
4.97%
3.90%
ETF balanced portfolio
Benchmark (^GSPC)
Portfolio components
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