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Старт

Last updated Sep 21, 2023

Asset Allocation


VOO 40%AAPL 20%SONY 20%BOTZ 20%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities40%
AAPL
Apple Inc.
Technology20%
SONY
Sony Group Corporation
Technology20%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
Robotics, Technology Equities20%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.82%
10.86%
Старт
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Старт returned 20.63% Year-To-Date and 17.15% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%10.94%
Старт0.18%7.67%20.63%19.98%12.78%17.15%
VOO
Vanguard S&P 500 ETF
0.20%12.72%16.07%16.08%10.40%12.93%
AAPL
Apple Inc.
-0.20%11.49%35.64%12.51%27.58%32.04%
SONY
Sony Group Corporation
2.75%-2.96%11.23%20.12%9.00%15.55%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
-2.37%3.74%22.32%30.58%2.35%8.36%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SONYAAPLBOTZVOO
SONY1.000.460.610.56
AAPL0.461.000.600.73
BOTZ0.610.601.000.79
VOO0.560.730.791.00

Sharpe Ratio

The current Старт Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of Старт 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.94
0.74
Старт
Benchmark (^GSPC)
Portfolio components

Dividend yield

Старт granted a 0.95% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Старт0.95%1.08%0.73%0.90%1.29%1.67%1.19%1.46%1.46%1.37%1.85%2.27%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
SONY
Sony Group Corporation
0.93%1.03%0.43%0.47%0.55%0.57%0.47%0.66%0.34%0.63%2.46%4.89%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.21%0.23%0.17%0.19%0.84%1.47%0.01%0.06%0.00%0.00%0.00%0.00%

Expense Ratio

The Старт features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%
0.68%
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
VOO
Vanguard S&P 500 ETF
0.85
AAPL
Apple Inc.
0.51
SONY
Sony Group Corporation
0.65
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
1.12

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-14.96%
-8.22%
Старт
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Старт. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Старт is 35.29%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.29%Dec 28, 2021200Oct 12, 2022
-31.45%Feb 13, 202027Mar 23, 202055Jun 10, 202082
-25.73%Oct 2, 201858Dec 24, 2018179Sep 11, 2019237
-10.08%Jan 23, 201813Feb 8, 2018115Jul 25, 2018128
-9.39%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility Chart

The current Старт volatility is 4.35%, 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%AprilMayJuneJulyAugustSeptember
4.35%
3.47%
Старт
Benchmark (^GSPC)
Portfolio components