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Equity Passive
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FSGGX 16.1%FXAIX 15.09%FLCOX 15.09%FSPGX 12.09%ARKK 10.09%BLOK 7.09%IWS 6.09%DFSVX 5.09%VBK 5.09%IWP 3.09%MADCX 5.09%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

10.09%

BLOK
Amplify Transformational Data Sharing ETF
Technology Equities, Actively Managed, Blockchain

7.09%

DFSVX
DFA U.S. Small Cap Value Portfolio I
Small Cap Value Equities

5.09%

FLCOX
Fidelity Large Cap Value Index Fund
Large Cap Value Equities

15.09%

FSGGX
Fidelity Global ex U.S. Index Fund
Foreign Large Cap Equities

16.10%

FSPGX
Fidelity Large Cap Growth Index Fund
Large Cap Growth Equities

12.09%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

15.09%

IWP
iShares Russell Midcap Growth ETF
All Cap Equities

3.09%

IWS
iShares Russell Midcap Value ETF
Mid Cap Blend Equities

6.09%

MADCX
BlackRock Emerging Markets Fund, Inc.
Emerging Markets Diversified

5.09%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

5.09%

S&P 500

Performance

Performance Chart

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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
66.19%
77.24%
Equity Passive
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 17, 2018, corresponding to the inception date of BLOK

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Equity Passive-0.09%-6.13%20.58%19.20%9.78%N/A
BLOK
Amplify Transformational Data Sharing ETF
3.82%-11.15%60.78%62.36%15.52%N/A
ARKK
ARK Innovation ETF
-19.80%-15.00%16.57%12.54%-2.11%N/A
MADCX
BlackRock Emerging Markets Fund, Inc.
-2.89%-2.97%8.76%3.66%1.94%3.51%
DFSVX
DFA U.S. Small Cap Value Portfolio I
-1.58%-3.57%18.43%18.82%10.39%7.75%
FXAIX
Fidelity 500 Index Fund
4.58%-5.02%18.48%22.05%13.00%12.36%
FSGGX
Fidelity Global ex U.S. Index Fund
0.28%-3.95%14.00%6.33%4.49%3.73%
FSPGX
Fidelity Large Cap Growth Index Fund
4.54%-6.72%20.11%30.68%16.04%N/A
FLCOX
Fidelity Large Cap Value Index Fund
3.77%-3.01%16.97%13.24%8.67%N/A
IWP
iShares Russell Midcap Growth ETF
1.29%-6.58%19.59%17.30%9.04%10.40%
IWS
iShares Russell Midcap Value ETF
1.49%-4.23%18.58%12.73%7.76%7.65%
VBK
Vanguard Small-Cap Growth ETF
-1.56%-7.54%17.27%10.39%5.75%7.68%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.33%6.67%3.35%
2023-5.18%-3.75%11.74%8.50%

Expense Ratio

The Equity Passive has a high expense ratio of 0.23%, 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.


0.50%1.00%1.50%2.00%0.86%
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.71%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.02%

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.


Equity Passive
Sharpe ratio
The chart of Sharpe ratio for Equity Passive, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.21
Sortino ratio
The chart of Sortino ratio for Equity Passive, currently valued at 1.82, compared to the broader market-2.000.002.004.006.001.82
Omega ratio
The chart of Omega ratio for Equity Passive, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for Equity Passive, currently valued at 0.66, compared to the broader market0.002.004.006.008.000.66
Martin ratio
The chart of Martin ratio for Equity Passive, currently valued at 3.49, compared to the broader market0.0010.0020.0030.0040.003.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BLOK
Amplify Transformational Data Sharing ETF
1.532.321.250.843.95
ARKK
ARK Innovation ETF
0.240.611.070.120.68
MADCX
BlackRock Emerging Markets Fund, Inc.
0.220.421.050.080.56
DFSVX
DFA U.S. Small Cap Value Portfolio I
0.931.501.171.073.69
FXAIX
Fidelity 500 Index Fund
1.832.661.321.577.66
FSGGX
Fidelity Global ex U.S. Index Fund
0.490.801.100.351.48
FSPGX
Fidelity Large Cap Growth Index Fund
2.002.811.351.3910.76
FLCOX
Fidelity Large Cap Value Index Fund
1.051.591.191.013.38
IWP
iShares Russell Midcap Growth ETF
1.141.651.190.573.54
IWS
iShares Russell Midcap Value ETF
0.851.301.150.662.47
VBK
Vanguard Small-Cap Growth ETF
0.560.911.100.291.60

Sharpe Ratio

The current Equity Passive Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.21

The Sharpe ratio of Equity Passive 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
1.21
1.66
Equity Passive
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Equity Passive granted a 1.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Equity Passive1.57%1.59%1.71%3.13%1.64%2.04%2.52%1.80%1.38%1.62%1.27%1.28%
BLOK
Amplify Transformational Data Sharing ETF
1.11%1.15%0.00%14.31%1.88%2.06%1.30%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%
MADCX
BlackRock Emerging Markets Fund, Inc.
1.72%1.67%2.22%5.72%0.97%1.53%0.98%0.48%1.82%1.34%0.56%0.55%
DFSVX
DFA U.S. Small Cap Value Portfolio I
3.74%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%5.09%
FXAIX
Fidelity 500 Index Fund
1.40%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FSGGX
Fidelity Global ex U.S. Index Fund
2.95%2.95%2.64%2.60%1.71%2.85%2.66%2.31%2.11%2.44%2.61%3.42%
FSPGX
Fidelity Large Cap Growth Index Fund
0.70%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%0.00%0.00%0.00%
FLCOX
Fidelity Large Cap Value Index Fund
1.91%1.99%2.01%1.55%2.28%3.82%2.90%2.34%0.52%0.00%0.00%0.00%
IWP
iShares Russell Midcap Growth ETF
0.51%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%1.03%0.80%
IWS
iShares Russell Midcap Value ETF
1.65%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%1.84%1.71%
VBK
Vanguard Small-Cap Growth ETF
0.72%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.52%
-5.46%
Equity Passive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity Passive. 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 Equity Passive was 35.56%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Equity Passive drawdown is 10.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.56%Nov 9, 2021235Oct 14, 2022
-35.42%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-20.48%Aug 30, 201880Dec 24, 201881Apr 23, 2019161
-10.02%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-8.1%Sep 3, 202014Sep 23, 202012Oct 9, 202026

Volatility

Volatility Chart

The current Equity Passive volatility is 3.62%, 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%NovemberDecember2024FebruaryMarchApril
3.62%
3.15%
Equity Passive
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.

BLOKMADCXARKKDFSVXFSGGXFSPGXFLCOXIWSIWPVBKFXAIX
BLOK1.000.610.750.560.660.700.590.620.730.740.68
MADCX0.611.000.590.590.870.660.650.650.650.660.70
ARKK0.750.591.000.540.610.760.560.610.840.860.69
DFSVX0.560.590.541.000.690.600.870.920.680.770.75
FSGGX0.660.870.610.691.000.720.780.770.730.730.79
FSPGX0.700.660.760.600.721.000.730.730.910.850.95
FLCOX0.590.650.560.870.780.731.000.970.770.790.90
IWS0.620.650.610.920.770.730.971.000.800.850.87
IWP0.730.650.840.680.730.910.770.801.000.960.89
VBK0.740.660.860.770.730.850.790.850.961.000.86
FXAIX0.680.700.690.750.790.950.900.870.890.861.00