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ETFs+AI Stocks - Portfolio

Last updated Mar 2, 2024

Asset Allocation


VOO 20%QQQ 20%SCHD 15%XLK 15%SMH 10%TECB 5%VEA 4%VXUS 4%NVDA 2%GOOGL 1%META 1%MSFT 1%TSLA 1%AAPL 1%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15%

XLK
Technology Select Sector SPDR Fund
Technology Equities

15%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

TECB
iShares U.S. Tech Breakthrough Multisector ETF
Technology Equities

5%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

4%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

4%

NVDA
NVIDIA Corporation
Technology

2%

GOOGL
Alphabet Inc.
Communication Services

1%

META
Meta Platforms, Inc.
Communication Services

1%

MSFT
Microsoft Corporation
Technology

1%

TSLA
Tesla, Inc.
Consumer Cyclical

1%

AAPL
Apple Inc.
Technology

1%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETFs+AI Stocks - 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%40.00%60.00%80.00%100.00%120.00%OctoberNovemberDecember2024FebruaryMarch
110.84%
56.23%
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns


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%
ETFs+AI Stocks - Portfolio10.04%5.02%18.62%42.11%N/AN/A
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.77%12.70%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.49%18.26%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.50%20.86%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.55%29.36%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.24%68.95%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%19.03%16.29%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%25.40%22.05%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.17%29.07%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.69%26.85%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
11.84%3.52%23.06%54.35%N/AN/A
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%6.85%4.76%
VXUS
Vanguard Total International Stock ETF
2.31%3.85%8.19%11.16%5.90%4.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.22%6.03%
2023-1.78%-5.30%-2.53%10.69%5.58%

Sharpe Ratio

The current ETFs+AI Stocks - Portfolio Sharpe ratio is 3.02. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.02

The Sharpe ratio of ETFs+AI Stocks - 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.02
2.44
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETFs+AI Stocks - Portfolio granted a 1.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETFs+AI Stocks - Portfolio1.32%1.39%1.69%1.23%1.39%2.02%1.97%1.67%1.76%2.06%1.90%1.80%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
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%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
GOOGL
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
0.20%0.23%0.61%0.35%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VXUS
Vanguard Total International Stock ETF
3.17%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Expense Ratio

The ETFs+AI Stocks - Portfolio features an expense ratio of 0.13%, 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%0.35%
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%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%

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
ETFs+AI Stocks - Portfolio
3.02
VOO
Vanguard S&P 500 ETF
2.61
SCHD
Schwab US Dividend Equity ETF
0.72
QQQ
Invesco QQQ
3.28
XLK
Technology Select Sector SPDR Fund
3.19
SMH
VanEck Vectors Semiconductor ETF
3.14
NVDA
NVIDIA Corporation
5.65
GOOGL
Alphabet Inc.
1.87
META
Meta Platforms, Inc.
5.10
MSFT
Microsoft Corporation
3.10
TSLA
Tesla, Inc.
-0.00
AAPL
Apple Inc.
1.27
TECB
iShares U.S. Tech Breakthrough Multisector ETF
3.30
VEA
Vanguard FTSE Developed Markets ETF
1.07
VXUS
Vanguard Total International Stock ETF
0.99

Asset Correlations Table

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

TSLASCHDMETANVDAGOOGLVEAVXUSAAPLMSFTSMHTECBVOOXLKQQQ
TSLA1.000.320.400.500.420.440.450.490.460.520.570.530.540.62
SCHD0.321.000.420.410.490.770.740.510.480.590.590.840.630.61
META0.400.421.000.610.690.530.540.600.650.620.740.670.700.75
NVDA0.500.410.611.000.630.540.550.640.700.850.820.690.810.82
GOOGL0.420.490.690.631.000.590.590.670.760.660.760.750.770.81
VEA0.440.770.530.540.591.000.980.570.570.690.700.830.700.71
VXUS0.450.740.540.550.590.981.000.580.570.710.710.820.710.71
AAPL0.490.510.600.640.670.570.581.000.740.680.770.760.860.84
MSFT0.460.480.650.700.760.570.570.741.000.710.830.770.890.87
SMH0.520.590.620.850.660.690.710.680.711.000.860.800.880.87
TECB0.570.590.740.820.760.700.710.770.830.861.000.880.940.96
VOO0.530.840.670.690.750.830.820.760.770.800.881.000.910.91
XLK0.540.630.700.810.770.700.710.860.890.880.940.911.000.97
QQQ0.620.610.750.820.810.710.710.840.870.870.960.910.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETFs+AI Stocks - 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 ETFs+AI Stocks - Portfolio was 31.56%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.56%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-31.4%Dec 28, 2021202Oct 14, 2022187Jul 17, 2023389
-10.72%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-10.68%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-6.89%Feb 17, 202112Mar 4, 202120Apr 1, 202132

Volatility Chart

The current ETFs+AI Stocks - Portfolio volatility is 4.59%, 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%OctoberNovemberDecember2024FebruaryMarch
4.59%
3.47%
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components
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