PortfoliosLab Trends Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	13.09%
MSFT Microsoft Corporation	Technology	12.90%
NVDA NVIDIA Corporation	Technology	12.15%
VOO Vanguard S&P 500 ETF	S&P 500	11.05%
AMZN Amazon.com, Inc	Consumer Cyclical	9.71%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	9.62%
QQQ Invesco QQQ ETF	Nasdaq-100	8.60%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	8.20%
TSLA Tesla, Inc.	Consumer Cyclical	7.41%
META Meta Platforms, Inc.	Communication Services	7.27%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Trends 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 Every 3 months.

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Returns By Period

As of Jun 6, 2026, the PortfoliosLab Trends Portfolio returned 4.85% Year-To-Date and 30.42% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.64%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio PortfoliosLab Trends Portfolio	-3.52%	-0.76%	4.85%	4.39%	23.81%	28.92%	22.36%	30.42%
Portfolio components:
AAPL Apple Inc	-1.25%	7.02%	13.26%	10.45%	51.31%	20.25%	20.16%	29.85%
AMZN Amazon.com, Inc	-3.06%	-9.27%	6.59%	7.19%	15.20%	24.79%	8.94%	21.13%
META Meta Platforms, Inc.	-5.51%	-3.86%	-10.09%	-11.79%	-14.74%	30.15%	12.59%	17.64%
MSFT Microsoft Corporation	-2.66%	-0.76%	-13.46%	-13.38%	-10.71%	8.53%	11.60%	24.64%
NVDA NVIDIA Corporation	-6.20%	-2.91%	10.11%	12.58%	44.92%	74.54%	63.58%	68.14%
QQQ Invesco QQQ ETF	-4.80%	1.46%	14.92%	13.01%	33.69%	26.46%	16.70%	21.27%
SCHD Schwab U.S. Dividend Equity ETF	-0.89%	2.41%	18.75%	18.75%	26.41%	15.14%	8.31%	12.64%
TSLA Tesla, Inc.	-6.56%	-5.05%	-13.06%	-14.07%	32.48%	20.89%	14.38%	38.11%
VOO Vanguard S&P 500 ETF	-2.59%	0.81%	8.45%	8.18%	24.60%	21.52%	13.39%	15.23%
VTI Vanguard Total Stock Market ETF	-2.68%	0.88%	8.72%	8.29%	24.59%	21.08%	12.19%	14.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2012, PortfoliosLab Trends Portfolio's average daily return is +0.11%, while the average monthly return is +2.35%. At this rate, an investment would double in approximately 2.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Aug 2020 with a return of +19.0%, while the worst month was Apr 2022 at -14.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PortfoliosLab Trends Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -13.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.08%	-3.85%	-4.49%	11.22%	7.55%	-4.62%							4.85%
2025	0.82%	-3.49%	-8.13%	-0.51%	10.81%	6.45%	4.08%	1.60%	5.57%	3.02%	-2.55%	0.39%	18.02%
2024	2.75%	9.98%	2.56%	-4.00%	8.01%	7.54%	0.49%	1.00%	4.42%	-0.62%	7.80%	1.59%	49.06%
2023	15.40%	4.50%	10.31%	1.04%	10.05%	8.94%	3.88%	-1.18%	-5.85%	-1.86%	11.14%	3.95%	76.58%
2022	-7.68%	-5.02%	6.56%	-14.25%	-2.15%	-10.12%	14.28%	-5.92%	-11.15%	1.42%	6.45%	-9.57%	-34.29%
2021	0.62%	-0.82%	2.73%	7.57%	-0.96%	8.22%	1.90%	5.65%	-5.30%	11.52%	5.52%	-0.02%	41.78%

Benchmark Metrics

PortfoliosLab Trends Portfolio has an annualized alpha of 12.94%, beta of 1.21, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

This portfolio captured 164.69% of S&P 500 Index gains but only 93.31% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 12.94% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.94%

Beta: 1.21

R²: 0.81

Upside Capture: 164.69%

Downside Capture: 93.31%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.03%, 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.

QQQ

Invesco QQQ ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

PortfoliosLab Trends Portfolio ranks 19 for risk / return — in the bottom 19% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for PortfoliosLab Trends Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.62	2.01	-0.38
Sortino ratioReturn per unit of downside risk	2.15	2.71	-0.56
Omega ratioGain probability vs. loss probability	1.28	1.36	-0.08
Calmar ratioReturn relative to maximum drawdown	1.77	2.69	-0.91
Martin ratioReturn relative to average drawdown	5.92	12.34	-6.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	90	2.42	3.39	1.43	3.92	9.86
AMZN Amazon.com, Inc	59	0.61	1.04	1.13	0.85	2.03
META Meta Platforms, Inc.	26	-0.37	-0.31	0.96	-0.40	-0.84
MSFT Microsoft Corporation	26	-0.41	-0.40	0.95	-0.30	-0.64
NVDA NVIDIA Corporation	77	1.35	1.92	1.23	2.32	5.67
QQQ Invesco QQQ ETF	68	2.11	2.72	1.37	2.94	11.22
SCHD Schwab U.S. Dividend Equity ETF	87	2.55	3.94	1.46	6.07	14.90
TSLA Tesla, Inc.	66	0.84	1.39	1.16	1.25	2.93
VOO Vanguard S&P 500 ETF	72	2.15	2.89	1.39	2.92	13.53
VTI Vanguard Total Stock Market ETF	71	2.10	2.83	1.38	2.93	13.45

Sharpe Ratio

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 Jun 6, 2026 (values are recalculated daily):

1-Year: 1.62
5-Year: 0.92
10-Year: 1.24
All Time: 1.33

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 1.65 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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.

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Dividends

Dividend yield

PortfoliosLab Trends Portfolio provided a 0.72% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.72%	0.75%	0.78%	0.80%	0.94%	0.68%	0.83%	1.01%	1.26%	1.11%	1.35%	1.45%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
META Meta Platforms, Inc.	0.35%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.85%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
QQQ Invesco QQQ ETF	0.40%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
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%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 37.36%, occurring on Dec 28, 2022. Recovery took 114 trading sessions.

The current PortfoliosLab Trends Portfolio drawdown is 4.62%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-37.36%Dec 2022	1y	5mo 17d	1y 5moDec 2021 - Jun 2023
COVID crash2020	-32.41%Mar 2020	1mo 2d	2mo 12d	3mo 14dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-26.62%Dec 2018	2mo 23d	7mo 1d	9mo 24dOct 2018 - Jul 2019
2025 selloff2025	-25.05%Apr 2025	3mo 21d	2mo 20d	6mo 11dDec 2024 - Jun 2025
2016 correction2016	-16.97%Feb 2016	2mo 4d	1mo 27d	4mo 1dDec 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

AI Analysis

Thesis

The portfolio is a concentrated bet on U.S. large-cap equities, with a clear tilt toward the megacap technology complex and a smaller sleeve of dividend and consumer exposure. It is, in some sense, an equity portfolio explaining itself to an equity index.

The numbers

The diversification ratio is 1.54 over 1Y, 68.9th percentile on the platform, then settles to 1.27-1.34 over longer windows, which is decent but not especially intricate.
The effective asset count is 9.59 of 10, so the weights are spread out; the issue is not single-name concentration so much as overlap.
Average pairwise correlation is 0.57, with VOO (S&P 500) and VTI (Large Cap Blend Equities) at 0.99, which is a very polite way of saying they are nearly the same risk.

What works

The portfolio does have distinct sleeves: TSLA (Tesla) sits apart from the dividend/index cluster, and SCHD (Dividend) is less bound to the growth names than the rest.
The 1Y DR being above the multi-year figures suggests the components have not all been moving in lockstep lately, so the diversification benefit is not purely theoretical.

What does not

VOO, VTI, and QQQ (Nasdaq-100) form a heavy overlapping core; that is diversification only in the statistical sense.
AAPL (Apple), MSFT (Microsoft), NVDA (NVIDIA), AMZN (Amazon), and META (Meta Platforms) are all substantial and all tied to the same broad growth/liquidity regime.

Stress Scenario

A broad unwind in megacap growth, especially one led by higher discount rates or slowing AI enthusiasm, would push the main clusters together and make the apparent spread between names much less useful.

Worth knowing

The portfolio behaves more like a set of different wrappers around U.S. equity beta than like a multi-sleeve risk budget.
Portfolios with this correlation profile are usually complemented by exposures whose return drivers sit outside the equity index itself.

AI-generated analysis. Not investment advice. Verify key facts independently.

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Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 9.59, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.51	1.33	1.27	1.26	1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

PortfoliosLab Trends Portfolio correlation to the S&P 500 Index

PortfoliosLab Trends Portfolio has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while TSLA has the lowest at 0.46.

TSLA

0.46

Portfolio Correlations

Correlation vs. PortfoliosLab Trends Portfolio. QQQ has the highest portfolio correlation at 0.94, while SCHD has the lowest at 0.58.

SCHD

0.58

TSLA

0.63

Asset Correlations Table

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

	TSLA	META	SCHD	AAPL	NVDA	AMZN	MSFT	VTI	VOO	QQQ
TSLA	1.00	0.34	0.29	0.37	0.39	0.40	0.36	0.47	0.46	0.52
META	0.34	1.00	0.33	0.43	0.47	0.57	0.50	0.55	0.56	0.64
SCHD	0.29	0.33	1.00	0.45	0.38	0.39	0.49	0.81	0.81	0.62
AAPL	0.37	0.43	0.45	1.00	0.46	0.49	0.53	0.61	0.63	0.72
NVDA	0.39	0.47	0.38	0.46	1.00	0.51	0.55	0.60	0.61	0.70
AMZN	0.40	0.57	0.39	0.49	0.51	1.00	0.59	0.63	0.64	0.74
MSFT	0.36	0.50	0.49	0.53	0.55	0.59	1.00	0.69	0.70	0.77
VTI	0.47	0.55	0.81	0.61	0.60	0.63	0.69	1.00	0.99	0.90
VOO	0.46	0.56	0.81	0.63	0.61	0.64	0.70	0.99	1.00	0.90
QQQ	0.52	0.64	0.62	0.72	0.70	0.74	0.77	0.90	0.90	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Diversification Analysis

Find what PortfoliosLab Trends Portfolio is missing

See which holdings overlap, where PortfoliosLab Trends Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification