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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
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

14.60%

AMZN
Amazon.com, Inc.
Consumer Cyclical

9.07%

MSFT
Microsoft Corporation
Technology

12.73%

NVDA
NVIDIA Corporation
Technology

9.62%

QQQ
Invesco QQQ
Large Cap Blend Equities

8.50%

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

8.36%

TSLA
Tesla, Inc.
Consumer Cyclical

7.78%

VNQ
Vanguard Real Estate ETF
REIT

6.99%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10.99%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

11.37%

S&P 500

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 Quarterly


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
21.53%
15.30%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jun 20, 2024, the PortfoliosLab Trends Portfolio returned 22.47% Year-To-Date and 27.66% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.75%2.85%15.30%25.37%13.19%10.82%
PortfoliosLab Trends Portfolio21.47%6.01%21.53%33.92%33.13%27.52%
AAPL
Apple Inc
9.19%9.01%7.99%14.59%34.41%26.49%
MSFT
Microsoft Corporation
18.96%3.88%19.75%34.66%27.90%28.77%
VTI
Vanguard Total Stock Market ETF
13.68%2.13%14.22%25.75%14.02%12.14%
VOO
Vanguard S&P 500 ETF
15.50%2.95%16.17%27.26%15.05%12.87%
NVDA
NVIDIA Corporation
164.12%37.12%166.99%203.91%103.57%76.71%
AMZN
Amazon.com, Inc.
22.48%1.61%20.97%49.08%14.30%27.59%
QQQ
Invesco QQQ
17.72%5.63%18.29%33.74%21.49%18.89%
SCHD
Schwab US Dividend Equity ETF
3.33%-1.76%4.35%11.80%11.60%10.71%
TSLA
Tesla, Inc.
-26.93%-2.70%-28.66%-30.02%65.32%27.71%
VNQ
Vanguard Real Estate ETF
-4.40%-0.71%-3.31%5.94%2.27%5.21%

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
20240.88%7.35%2.28%-3.67%7.31%21.47%
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%4.81%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%-4.27%0.25%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%2.93%5.06%-3.47%21.25%
20131.69%0.26%3.03%6.93%11.04%-0.43%6.27%2.45%4.18%4.22%2.80%2.10%54.07%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PortfoliosLab Trends Portfolio is 69, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of PortfoliosLab Trends Portfolio is 6969
PortfoliosLab Trends Portfolio
The Sharpe Ratio Rank of PortfoliosLab Trends Portfolio is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of PortfoliosLab Trends Portfolio is 6767Sortino Ratio Rank
The Omega Ratio Rank of PortfoliosLab Trends Portfolio is 6666Omega Ratio Rank
The Calmar Ratio Rank of PortfoliosLab Trends Portfolio is 7777Calmar Ratio Rank
The Martin Ratio Rank of PortfoliosLab Trends Portfolio is 6767Martin 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.


PortfoliosLab Trends Portfolio
Sharpe ratio
The chart of Sharpe ratio for PortfoliosLab Trends Portfolio, currently valued at 2.01, compared to the broader market0.002.004.006.002.01
Sortino ratio
The chart of Sortino ratio for PortfoliosLab Trends Portfolio, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for PortfoliosLab Trends Portfolio, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for PortfoliosLab Trends Portfolio, currently valued at 2.56, compared to the broader market0.002.004.006.008.0010.002.56
Martin ratio
The chart of Martin ratio for PortfoliosLab Trends Portfolio, currently valued at 8.13, compared to the broader market0.0010.0020.0030.0040.0050.008.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.10, compared to the broader market-2.000.002.004.006.003.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.001.75
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.21, compared to the broader market0.0010.0020.0030.0040.0050.008.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.641.081.130.841.67
MSFT
Microsoft Corporation
1.612.181.282.536.23
VTI
Vanguard Total Stock Market ETF
2.153.031.371.787.87
VOO
Vanguard S&P 500 ETF
2.353.311.412.299.17
NVDA
NVIDIA Corporation
4.484.731.5910.0429.11
AMZN
Amazon.com, Inc.
1.732.551.311.349.89
QQQ
Invesco QQQ
2.032.791.352.319.63
SCHD
Schwab US Dividend Equity ETF
1.041.541.180.863.24
TSLA
Tesla, Inc.
-0.67-0.820.91-0.52-1.19
VNQ
Vanguard Real Estate ETF
0.290.551.060.150.73

Sharpe Ratio

The current PortfoliosLab Trends Portfolio Sharpe ratio is 2.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of PortfoliosLab Trends Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.01
2.19
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PortfoliosLab Trends Portfolio granted a 0.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
PortfoliosLab Trends Portfolio0.98%1.11%1.25%0.89%1.14%1.29%1.64%1.45%1.73%1.75%1.72%1.82%
AAPL
Apple Inc
0.46%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.66%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
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
0.44%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHD
Schwab US Dividend Equity ETF
2.57%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
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
4.13%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.81%
-0.25%
PortfoliosLab Trends Portfolio
Benchmark (^GSPC)
Portfolio components

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.


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
-24.71%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-17.07%Dec 7, 201546Feb 11, 201637Apr 6, 201683
-13.24%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current PortfoliosLab Trends Portfolio volatility is 3.23%, 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%2024FebruaryMarchAprilMayJune
3.23%
2.37%
PortfoliosLab Trends Portfolio
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.

TSLAVNQNVDAAAPLAMZNMSFTSCHDVTIVOOQQQ
TSLA1.000.280.380.370.390.350.320.460.440.50
VNQ0.281.000.300.340.340.410.630.640.630.50
NVDA0.380.301.000.480.510.560.440.600.600.70
AAPL0.370.340.481.000.490.560.470.620.640.75
AMZN0.390.340.510.491.000.580.440.620.630.74
MSFT0.350.410.560.560.581.000.560.700.720.79
SCHD0.320.630.440.470.440.561.000.870.870.68
VTI0.460.640.600.620.620.700.871.000.990.89
VOO0.440.630.600.640.630.720.870.991.000.90
QQQ0.500.500.700.750.740.790.680.890.901.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011