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

My Portfolio

Last updated Feb 21, 2024

Asset Allocation


QQQ 50%SMIN 50%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

50%

SMIN
iShares MSCI India Small-Cap ETF
Asia Pacific Equities

50%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
19.46%
13.40%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 9, 2012, corresponding to the inception date of SMIN

Returns

As of Feb 21, 2024, the My Portfolio returned 4.89% Year-To-Date and 17.35% 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
My Portfolio4.89%1.68%19.45%44.64%19.78%17.35%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
SMIN
iShares MSCI India Small-Cap ETF
5.43%1.90%20.55%44.78%17.18%15.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.51%
20234.64%1.09%-2.75%-2.12%9.89%4.86%

Sharpe Ratio

The current My Portfolio Sharpe ratio is 3.47. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.003.47

The Sharpe ratio of My Portfolio 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.47
1.75
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Portfolio granted a 0.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio0.49%0.51%0.40%0.85%0.81%1.24%1.29%0.86%1.68%0.96%0.87%0.88%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMIN
iShares MSCI India Small-Cap ETF
0.39%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%0.34%0.75%

Expense Ratio

The My Portfolio has a high expense ratio of 0.48%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.76%
0.00%2.15%
0.20%
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
QQQ
Invesco QQQ
2.53
SMIN
iShares MSCI India Small-Cap ETF
3.22

Asset Correlations Table

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

QQQSMIN
QQQ1.000.40
SMIN0.401.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.21%
-1.08%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My 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 My Portfolio was 36.16%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current My Portfolio drawdown is 1.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.16%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-27.07%Nov 9, 2021152Jun 16, 2022304Sep 1, 2023456
-20.87%Jan 29, 2018229Dec 24, 2018267Jan 16, 2020496
-19.79%Aug 6, 2015131Feb 11, 2016116Jul 28, 2016247
-18.39%Oct 5, 2012224Aug 28, 201363Nov 26, 2013287

Volatility Chart

The current My Portfolio volatility is 3.83%, 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%SeptemberOctoberNovemberDecember2024February
3.83%
3.37%
My Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments