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Mar 24
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTEB 5%SHYG 3%VTI 40%IVV 23%VXUS 23%FLRG 3%XMHQ 3%BondBondEquityEquity
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds

5%

SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
High Yield Bonds

3%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

40%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

23%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

23%

FLRG
Fidelity U.S. Multifactor ETF
Large Cap Growth Equities

3%

XMHQ
Invesco S&P MidCap Quality ETF
Mid Cap Blend Equities

3%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mar 24, 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%NovemberDecember2024FebruaryMarchApril
14.87%
15.74%
Mar 24
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 17, 2020, corresponding to the inception date of FLRG

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Mar 244.76%-1.22%14.88%18.76%N/AN/A
VTI
Vanguard Total Stock Market ETF
5.71%-1.16%16.59%23.72%12.87%11.94%
IVV
iShares Core S&P 500 ETF
6.48%-0.91%16.60%24.21%13.67%12.56%
VXUS
Vanguard Total International Stock ETF
1.34%-1.80%11.46%7.61%4.95%4.10%
FLRG
Fidelity U.S. Multifactor ETF
5.49%-1.20%12.64%18.59%N/AN/A
XMHQ
Invesco S&P MidCap Quality ETF
17.98%-1.87%30.16%42.64%17.27%12.79%
VTEB
Vanguard Tax-Exempt Bond ETF
-1.33%-0.97%5.85%1.35%1.46%N/A
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
0.57%-0.68%6.49%7.58%3.38%3.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.57%4.47%3.22%
2023-4.19%-2.63%8.62%4.89%

Expense Ratio

The Mar 24 has an expense ratio of 0.06% 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.


0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.29%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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.


Mar 24
Sharpe ratio
The chart of Sharpe ratio for Mar 24, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.005.001.70
Sortino ratio
The chart of Sortino ratio for Mar 24, currently valued at 2.48, compared to the broader market-2.000.002.004.006.002.48
Omega ratio
The chart of Omega ratio for Mar 24, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Mar 24, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for Mar 24, currently valued at 6.18, compared to the broader market0.0010.0020.0030.0040.0050.006.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.942.781.331.497.65
IVV
iShares Core S&P 500 ETF
2.052.951.361.758.67
VXUS
Vanguard Total International Stock ETF
0.580.901.110.391.72
FLRG
Fidelity U.S. Multifactor ETF
1.662.421.292.199.39
XMHQ
Invesco S&P MidCap Quality ETF
2.533.601.423.5613.40
VTEB
Vanguard Tax-Exempt Bond ETF
0.220.351.040.090.49
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.642.571.302.5910.80

Sharpe Ratio

The current Mar 24 Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.70

The Sharpe ratio of Mar 24 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.70
1.89
Mar 24
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mar 24 granted a 2.06% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mar 242.06%2.05%2.13%1.77%1.75%2.18%2.39%2.01%2.20%2.19%2.08%1.79%
VTI
Vanguard Total Stock Market ETF
1.42%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
IVV
iShares Core S&P 500 ETF
1.36%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
VXUS
Vanguard Total International Stock ETF
3.39%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
FLRG
Fidelity U.S. Multifactor ETF
1.31%1.39%1.62%1.36%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMHQ
Invesco S&P MidCap Quality ETF
0.61%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%1.25%1.11%
VTEB
Vanguard Tax-Exempt Bond ETF
2.94%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
6.57%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%4.33%0.85%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.41%
-3.66%
Mar 24
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mar 24. 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 Mar 24 was 24.02%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.

The current Mar 24 drawdown is 3.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.02%Jan 4, 2022195Oct 12, 2022298Dec 19, 2023493
-6.44%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-4.83%Sep 7, 202120Oct 4, 202115Oct 25, 202135
-4.78%Nov 9, 202116Dec 1, 202117Dec 27, 202133
-4.26%Feb 16, 202113Mar 4, 20217Mar 15, 202120

Volatility

Volatility Chart

The current Mar 24 volatility is 3.01%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.01%
3.44%
Mar 24
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VTEBSHYGVXUSXMHQFLRGIVVVTI
VTEB1.000.360.190.110.150.160.17
SHYG0.361.000.680.670.700.740.75
VXUS0.190.681.000.750.760.800.81
XMHQ0.110.670.751.000.850.840.87
FLRG0.150.700.760.851.000.960.95
IVV0.160.740.800.840.961.000.99
VTI0.170.750.810.870.950.991.00