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% |
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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 27, 2026, the PortfoliosLab Trends Portfolio returned 0.18% Year-To-Date and 30.38% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.05% | -2.21% | 7.43% | 6.12% | 19.75% | 18.87% | 11.43% | 13.70% |
Portfolio PortfoliosLab Trends Portfolio | 1.09% | -7.80% | 0.18% | -1.25% | 13.71% | 25.22% | 20.12% | 30.38% |
| Portfolio components: | ||||||||
AAPL Apple Inc | 3.14% | -8.71% | 4.58% | 3.99% | 41.74% | 15.23% | 16.94% | 29.55% |
AMZN Amazon.com, Inc | 2.50% | -14.41% | 0.81% | 0.07% | 7.17% | 21.67% | 6.47% | 20.72% |
META Meta Platforms, Inc. | 1.36% | -13.30% | -16.49% | -16.89% | -23.97% | 24.59% | 10.21% | 17.29% |
MSFT Microsoft Corporation | 5.71% | -9.62% | -22.54% | -23.19% | -24.42% | 4.50% | 7.96% | 23.91% |
NVDA NVIDIA Corporation | -1.64% | -9.33% | 3.36% | 1.17% | 24.36% | 66.39% | 58.97% | 67.23% |
QQQ Invesco QQQ ETF | -1.38% | -3.04% | 15.28% | 13.51% | 29.97% | 25.48% | 15.81% | 21.92% |
SCHD Schwab U.S. Dividend Equity ETF | 0.41% | -0.63% | 18.92% | 18.01% | 26.07% | 14.47% | 8.79% | 12.84% |
TSLA Tesla, Inc. | 1.22% | -13.77% | -15.57% | -20.09% | 16.55% | 14.92% | 11.14% | 39.66% |
VOO Vanguard S&P 500 ETF | -0.52% | -2.57% | 7.53% | 6.22% | 20.58% | 20.26% | 12.90% | 15.54% |
VTI Vanguard Total Stock Market ETF | -0.20% | -1.65% | 8.69% | 7.28% | 21.73% | 20.23% | 11.79% | 15.15% |
Monthly Returns
Based on dividend-adjusted daily data since May 18, 2012, PortfoliosLab Trends Portfolio's average daily return is +0.11%, while the average monthly return is +2.32%. 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% | -8.88% | 0.18% | ||||||
| 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 12.46%, beta of 1.21, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.
- This portfolio captured 164.25% of S&P 500 Index gains but only 95.12% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.46%
- Beta
- 1.21
- R²
- 0.81
- Upside Capture
- 164.25%
- Downside Capture
- 95.12%
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.
Return for Risk
Risk / Return Rank
PortfoliosLab Trends Portfolio ranks 14 for risk / return — in the bottom 14% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for PortfoliosLab Trends Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.84 | 1.59 | -0.75 |
| Sortino ratioReturn per unit of downside risk | 1.20 | 2.19 | -0.99 |
| Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.18 | -1.23 |
| Martin ratioReturn relative to average drawdown | 2.98 | 9.54 | -6.57 |
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 | 85 | 1.78 | 2.48 | 1.33 | 3.04 | 7.33 |
AMZN Amazon.com, Inc | 49 | 0.23 | 0.54 | 1.07 | 0.33 | 0.75 |
META Meta Platforms, Inc. | 14 | -0.67 | -0.82 | 0.90 | -0.72 | -1.42 |
MSFT Microsoft Corporation | 11 | -0.91 | -1.19 | 0.85 | -0.71 | -1.40 |
NVDA NVIDIA Corporation | 64 | 0.69 | 1.17 | 1.14 | 1.21 | 2.76 |
QQQ Invesco QQQ ETF | 55 | 1.68 | 2.25 | 1.30 | 2.52 | 9.22 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.38 | 3.63 | 1.43 | 5.67 | 13.65 |
TSLA Tesla, Inc. | 55 | 0.38 | 0.82 | 1.09 | 0.56 | 1.25 |
VOO Vanguard S&P 500 ETF | 55 | 1.67 | 2.30 | 1.30 | 2.32 | 10.21 |
VTI Vanguard Total Stock Market ETF | 58 | 1.71 | 2.36 | 1.31 | 2.45 | 10.76 |
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Dividends
Dividend yield
PortfoliosLab Trends Portfolio provided a 0.80% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.80% | 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 | 0.37% | 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. | 0.38% | 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 | 0.95% | 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 | 0.15% | 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 | 0.43% | 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 | 1.36% | 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 | 1.33% | 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 8.88%.
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
The gist
The portfolio is mostly a single equity thesis dressed in ten tickers: U.S. large-cap growth, with a smaller dividend sleeve and one unruly satellite in Tesla (TSLA). The correlations say the diversification is real, but limited by the fact that several positions are different wrappers around the same market regime.
The numbers
- Diversification ratio is 1.50 at 68.7th percentile over 1Y, then 1.34 / 57.4th, 1.27 / 54.1st, and 1.31 / 55.4th inception-to-date; that is modest to meaningful, not dramatic.
- Effective asset count is 9.59 of 10, so concentration is not coming from one or two oversized bets.
- The mean pairwise correlation is 0.57, with a top pair at 0.99 and several sleeves above 0.80; the math is politely saying there are multiple ways to own the S&P 500.
The good
- The weights are fairly even, which avoids the usual trick where one position quietly becomes the whole portfolio in a nicer font.
- SCHD, TSLA, and the single-name sleeves do introduce some spread in earnings drivers, and that shows up in the better 1Y diversification ratio.
- To be fair, the cluster structure is not pure duplication: AAPL (AAPL), NVDA (NVDA), and META (META) do not all move on exactly the same tape.
The bad
- VOO (VOO), VTI (VTI), QQQ (QQQ), and SCHD (SCHD) form a large core of highly related U.S. equity exposure; the overlap is structural, not accidental.
- The portfolio correlations to VOO and VTI both sit at 0.85, and QQQ at 0.94, so a lot of the portfolio behaves like the broad market plus a growth tilt.
- The diversification ratio sliding from 1.50 to the low 1.3s suggests the recent mix of holdings has been moving together more than the longer record would imply.
The ugly
- In a broad de-rating of U.S. equities, the wrapper diversity mostly disappears; ETF labels matter less than factor exposure, and this portfolio owns a lot of the same factor exposure.
The next steps
- Portfolios with this correlation profile are usually complemented by sleeves whose return drivers sit outside U.S. growth and dividend equities.
- A lower-correlation asset would matter more here than another stock with a familiar index membership.
- The portfolio already has some single-name variation; the missing piece is variation in what actually makes the positions move.
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 | 1.50 | 1.34 | 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
| 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 18, 2012 | 0.86 |
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.
Asset Correlations Table
| 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 | 0.53 |
| 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 | 0.44 | 0.37 | 0.39 | 0.49 | 0.81 | 0.81 | 0.62 |
| AAPL | 0.37 | 0.43 | 0.44 | 1.00 | 0.46 | 0.49 | 0.53 | 0.61 | 0.63 | 0.71 |
| NVDA | 0.39 | 0.47 | 0.37 | 0.46 | 1.00 | 0.51 | 0.55 | 0.61 | 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 | 0.68 | 0.70 | 0.77 |
| VTI | 0.47 | 0.55 | 0.81 | 0.61 | 0.61 | 0.63 | 0.68 | 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 | 0.91 |
| QQQ | 0.53 | 0.64 | 0.62 | 0.71 | 0.70 | 0.74 | 0.77 | 0.90 | 0.91 | 1.00 |
Find what PortfoliosLab Trends Portfolio is missing
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