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PortfoliosLab Trends Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 14.6%MSFT 12.73%VTI 11.37%VOO 10.99%NVDA 9.62%AMZN 9.07%QQQ 8.5%SCHD 8.36%TSLA 7.78%VNQ 6.99%EquityEquityReal EstateReal Estate

Performance

Performance Chart


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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of May 14, 2025, the PortfoliosLab Trends Portfolio returned -2.62% Year-To-Date and 26.88% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.19%9.00%-1.55%12.31%15.59%10.78%
PortfoliosLab Trends Portfolio-1.87%13.01%-0.02%23.32%28.23%26.95%
AAPL
Apple Inc
-15.01%4.98%-5.45%13.81%23.29%22.14%
MSFT
Microsoft Corporation
7.67%16.79%6.95%9.56%20.98%27.00%
VTI
Vanguard Total Stock Market ETF
0.21%9.56%-1.64%13.05%16.79%12.09%
VOO
Vanguard S&P 500 ETF
0.59%9.01%-0.97%13.78%17.31%12.74%
NVDA
NVIDIA Corporation
0.79%22.25%-7.46%48.19%74.41%74.82%
AMZN
Amazon.com, Inc.
-4.17%15.45%-1.80%12.39%11.82%25.79%
QQQ
Invesco QQQ
1.61%13.38%1.57%17.02%19.17%17.77%
SCHD
Schwab US Dividend Equity ETF
-3.97%1.56%-8.72%1.64%13.43%10.36%
TSLA
Tesla, Inc.
-13.91%37.78%5.28%95.82%45.70%35.64%
VNQ
Vanguard Real Estate ETF
-0.66%2.61%-5.55%8.85%9.06%4.92%
*Annualized

Monthly Returns

The table below presents the monthly returns of PortfoliosLab Trends Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.17%-3.09%-7.06%-0.40%9.56%-1.87%
20240.88%7.35%2.28%-3.67%7.28%6.95%1.82%0.76%3.99%-1.10%8.18%1.06%41.25%
202313.82%2.36%8.06%0.04%8.15%8.74%3.03%-1.15%-6.32%-2.14%11.31%3.97%60.06%
2022-7.43%-3.05%6.48%-13.20%-2.35%-9.19%14.84%-6.08%-10.64%4.01%4.75%-9.79%-30.33%
20211.06%-0.79%2.28%7.18%-1.28%7.49%2.23%5.06%-4.85%12.09%4.67%0.90%41.08%
20207.15%-4.55%-9.33%17.32%6.11%9.29%10.20%18.01%-6.56%-4.08%11.99%6.21%74.94%
20196.56%3.57%4.80%3.48%-9.84%9.60%2.87%-1.50%2.86%7.15%4.57%6.85%47.59%
20189.11%-1.04%-4.67%1.47%5.41%1.87%2.54%8.11%-0.90%-6.86%-2.21%-9.47%1.59%
20174.50%3.17%3.20%2.00%6.91%-0.54%2.73%3.30%-0.23%6.68%1.70%0.09%38.74%
2016-7.26%-0.87%9.79%-2.26%6.27%-0.74%8.12%0.62%2.96%-0.91%3.23%5.22%25.46%
2015-1.12%6.79%-3.12%5.92%1.82%-2.59%3.53%-4.26%0.24%9.78%3.16%-0.83%19.93%
2014-1.96%8.26%-1.29%1.12%3.20%2.85%-0.97%7.13%-2.63%2.94%5.06%-3.47%21.26%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PortfoliosLab Trends Portfolio is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PortfoliosLab Trends Portfolio is 6565
Overall Rank
The Sharpe Ratio Rank of PortfoliosLab Trends Portfolio is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PortfoliosLab Trends Portfolio is 6969
Sortino Ratio Rank
The Omega Ratio Rank of PortfoliosLab Trends Portfolio is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PortfoliosLab Trends Portfolio is 6666
Calmar Ratio Rank
The Martin Ratio Rank of PortfoliosLab Trends Portfolio is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.380.851.120.441.44
MSFT
Microsoft Corporation
0.300.761.100.430.96
VTI
Vanguard Total Stock Market ETF
0.581.081.160.702.66
VOO
Vanguard S&P 500 ETF
0.651.151.170.772.94
NVDA
NVIDIA Corporation
0.721.431.181.353.33
AMZN
Amazon.com, Inc.
0.380.761.100.411.09
QQQ
Invesco QQQ
0.601.131.160.782.55
SCHD
Schwab US Dividend Equity ETF
0.070.271.040.110.35
TSLA
Tesla, Inc.
1.392.171.261.754.22
VNQ
Vanguard Real Estate ETF
0.410.851.110.401.71

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

PortfoliosLab Trends Portfolio Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 0.87
  • 5-Year: 1.17
  • 10-Year: 1.15
  • All Time: 1.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.09, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of PortfoliosLab Trends Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

PortfoliosLab Trends Portfolio provided a 1.15% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.15%1.06%1.11%1.25%0.89%1.14%1.29%1.64%1.45%1.73%1.76%1.72%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
MSFT
Microsoft Corporation
0.88%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
VTI
Vanguard Total Stock Market ETF
1.30%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
NVDA
NVIDIA Corporation
0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
AMZN
Amazon.com, 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%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
SCHD
Schwab US Dividend Equity ETF
4.00%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
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%
VNQ
Vanguard Real Estate ETF
4.15%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PortfoliosLab Trends 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 PortfoliosLab Trends Portfolio was 33.67%, occurring on Jan 5, 2023. Recovery took 111 trading sessions.

The current PortfoliosLab Trends Portfolio drawdown is 6.92%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.67%Jan 4, 2022253Jan 5, 2023111Jun 15, 2023364
-33.3%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-24.81%Dec 18, 202475Apr 8, 2025
-24.71%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-17.07%Dec 7, 201546Feb 11, 201637Apr 6, 201683

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.51, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCTSLAVNQNVDAAAPLAMZNSCHDMSFTVTIVOOQQQPortfolio
^GSPC1.000.460.610.610.630.630.850.720.991.000.900.87
TSLA0.461.000.270.390.380.400.310.370.470.450.520.65
VNQ0.610.271.000.290.330.330.630.400.630.610.480.51
NVDA0.610.390.291.000.470.510.410.560.610.610.700.74
AAPL0.630.380.330.471.000.490.450.550.610.630.730.74
AMZN0.630.400.330.510.491.000.420.590.630.630.740.73
SCHD0.850.310.630.410.450.421.000.530.850.850.660.65
MSFT0.720.370.400.560.550.590.531.000.700.720.790.78
VTI0.990.470.630.610.610.630.850.701.000.990.890.87
VOO1.000.450.610.610.630.630.850.720.991.000.900.87
QQQ0.900.520.480.700.730.740.660.790.890.901.000.95
Portfolio0.870.650.510.740.740.730.650.780.870.870.951.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011

AI Insight on Diversification


The portfolio is moderately diversified but leans toward concentration in technology and broad market exposure. The correlation matrix reveals several key insights:

1. High Correlations Among Tech Stocks and Index Funds: Positions like NVDA, AAPL, AMZN, MSFT, and QQQ exhibit strong correlations with each other (mostly above 0.7), indicating these holdings tend to move in tandem. This high correlation reduces diversification benefits within the tech segment. Additionally, broad market ETFs such as VTI and VOO are highly correlated with these tech stocks (around 0.6 to 0.7), further concentrating exposure.

2. Real Estate (VNQ) and Dividend ETF (SCHD) Provide Some Diversification: VNQ shows relatively low correlations with tech stocks (mostly below 0.4) and moderate correlation with SCHD (0.63). SCHD itself has moderate correlations with tech stocks and broad market ETFs, acting as a partial diversifier. These two positions help reduce overall portfolio volatility by not moving in perfect sync with the dominant tech and broad market holdings.

3. Portfolio Correlation with Individual Positions: The portfolio has the highest correlation with QQQ (0.95) and strong correlations with NVDA, AAPL, AMZN, and MSFT (all above 0.7). This suggests that the portfolio’s performance is heavily influenced by large-cap growth and technology sectors, as QQQ is tech-heavy. The relatively lower correlation with VNQ (0.51) and SCHD (0.65) indicates these positions contribute to diversification.

4. Dominant Positions: Given the high correlations and the portfolio’s strong alignment with QQQ and major tech stocks, it is likely that these positions dominate the portfolio’s risk and return profile. The presence of VTI and VOO, which track broad U.S. equities, also adds to this concentration in large-cap stocks.

In summary, while the portfolio includes some diversification through real estate and dividend-focused ETFs, it remains concentrated in technology and large-cap U.S. equities. This concentration may lead to higher volatility and sector-specific risk, reducing the benefits of diversification. Investors seeking broader risk mitigation might consider increasing allocations to less correlated asset classes or sectors.

Last updated May 14, 2025