PortfoliosLab Trends Portfolio
The PortfoliosLab Trends Portfolio is a dynamic and trend-reflecting investment portfolio, comprising the top 10 symbols on PortfoliosLab weighted by their popularity.
Designed to harness the wisdom of the crowd, it embraces the notion that the aggregate decisions made by a large group of investors could potentially lead to high-performing selections. Thus, the more popular a symbol is, the more weight it carries in the portfolio.
Please note that as trends evolve, so does this portfolio. Its composition will continually change, reflecting the fluctuations in the popularity of various symbols.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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% |
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.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| PortfoliosLab Trends Portfolio | -2.62% | 12.87% | -0.48% | 23.34% | 28.28% | 26.88% |
| Portfolio components: | ||||||
AAPL Apple Inc | -14.77% | 7.60% | -4.81% | 14.84% | 23.24% | 22.20% |
MSFT Microsoft Corporation | 6.77% | 15.62% | 6.60% | 9.39% | 21.14% | 26.92% |
VTI Vanguard Total Stock Market ETF | 0.15% | 10.50% | -1.75% | 13.52% | 16.93% | 12.09% |
VOO Vanguard S&P 500 ETF | 0.46% | 9.97% | -1.04% | 14.18% | 17.41% | 12.74% |
NVDA NVIDIA Corporation | -3.24% | 17.13% | -12.37% | 43.78% | 75.02% | 74.19% |
AMZN Amazon.com, Inc. | -3.66% | 14.33% | 1.18% | 13.29% | 12.14% | 25.88% |
QQQ Invesco QQQ | 1.00% | 13.47% | 0.83% | 17.08% | 19.20% | 17.72% |
SCHD Schwab US Dividend Equity ETF | -2.83% | 3.99% | -7.32% | 3.02% | 13.75% | 10.50% |
TSLA Tesla, Inc. | -17.28% | 32.40% | 1.70% | 94.35% | 44.42% | 35.13% |
VNQ Vanguard Real Estate ETF | 0.32% | 5.78% | -4.09% | 10.78% | 9.20% | 5.03% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.17% | -3.09% | -7.06% | -0.40% | 8.73% | -2.62% | |||||||
| 2024 | 0.88% | 7.35% | 2.28% | -3.67% | 7.28% | 6.95% | 1.82% | 0.76% | 3.99% | -1.10% | 8.18% | 1.06% | 41.25% |
| 2023 | 13.82% | 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% |
| 2021 | 1.06% | -0.79% | 2.28% | 7.18% | -1.28% | 7.49% | 2.23% | 5.06% | -4.85% | 12.09% | 4.67% | 0.90% | 41.08% |
| 2020 | 7.15% | -4.55% | -9.33% | 17.32% | 6.11% | 9.29% | 10.20% | 18.01% | -6.56% | -4.08% | 11.99% | 6.21% | 74.94% |
| 2019 | 6.56% | 3.57% | 4.80% | 3.48% | -9.84% | 9.60% | 2.87% | -1.50% | 2.86% | 7.15% | 4.57% | 6.85% | 47.59% |
| 2018 | 9.11% | -1.04% | -4.67% | 1.47% | 5.41% | 1.87% | 2.54% | 8.11% | -0.90% | -6.86% | -2.21% | -9.47% | 1.59% |
| 2017 | 4.50% | 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.45 | 0.91 | 1.13 | 0.48 | 1.62 |
MSFT Microsoft Corporation | 0.37 | 0.73 | 1.10 | 0.41 | 0.91 |
VTI Vanguard Total Stock Market ETF | 0.67 | 1.09 | 1.16 | 0.71 | 2.69 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.15 | 1.17 | 0.77 | 2.94 |
NVDA NVIDIA Corporation | 0.74 | 1.37 | 1.17 | 1.26 | 3.11 |
AMZN Amazon.com, Inc. | 0.39 | 0.71 | 1.09 | 0.37 | 1.00 |
QQQ Invesco QQQ | 0.67 | 1.12 | 1.16 | 0.77 | 2.53 |
SCHD Schwab US Dividend Equity ETF | 0.19 | 0.42 | 1.06 | 0.22 | 0.71 |
TSLA Tesla, Inc. | 1.31 | 2.08 | 1.25 | 1.60 | 3.91 |
VNQ Vanguard Real Estate ETF | 0.60 | 0.93 | 1.12 | 0.45 | 1.93 |
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Dividends
Dividend yield
PortfoliosLab Trends Portfolio provided a 1.12% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.12% | 1.06% | 1.11% | 1.25% | 0.89% | 1.14% | 1.29% | 1.64% | 1.45% | 1.73% | 1.76% | 1.72% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.47% | 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 | 0.70% | 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 | 3.95% | 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 | 4.11% | 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, 2022 | 253 | Jan 5, 2023 | 111 | Jun 15, 2023 | 364 |
| -33.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -24.81% | Dec 18, 2024 | 75 | Apr 8, 2025 | — | — | — |
| -24.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -17.07% | Dec 7, 2015 | 46 | Feb 11, 2016 | 37 | Apr 6, 2016 | 83 |
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
| ^GSPC | TSLA | VNQ | NVDA | AAPL | AMZN | SCHD | MSFT | VTI | VOO | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.46 | 0.61 | 0.61 | 0.63 | 0.63 | 0.85 | 0.72 | 0.99 | 1.00 | 0.90 | 0.87 |
| TSLA | 0.46 | 1.00 | 0.27 | 0.39 | 0.38 | 0.40 | 0.31 | 0.37 | 0.47 | 0.45 | 0.52 | 0.65 |
| VNQ | 0.61 | 0.27 | 1.00 | 0.29 | 0.33 | 0.33 | 0.63 | 0.40 | 0.63 | 0.61 | 0.48 | 0.51 |
| NVDA | 0.61 | 0.39 | 0.29 | 1.00 | 0.47 | 0.51 | 0.41 | 0.56 | 0.61 | 0.61 | 0.70 | 0.74 |
| AAPL | 0.63 | 0.38 | 0.33 | 0.47 | 1.00 | 0.49 | 0.45 | 0.55 | 0.61 | 0.63 | 0.73 | 0.74 |
| AMZN | 0.63 | 0.40 | 0.33 | 0.51 | 0.49 | 1.00 | 0.42 | 0.59 | 0.63 | 0.63 | 0.74 | 0.73 |
| SCHD | 0.85 | 0.31 | 0.63 | 0.41 | 0.45 | 0.42 | 1.00 | 0.53 | 0.85 | 0.85 | 0.66 | 0.65 |
| MSFT | 0.72 | 0.37 | 0.40 | 0.56 | 0.55 | 0.59 | 0.53 | 1.00 | 0.70 | 0.72 | 0.79 | 0.78 |
| VTI | 0.99 | 0.47 | 0.63 | 0.61 | 0.61 | 0.63 | 0.85 | 0.70 | 1.00 | 0.99 | 0.89 | 0.87 |
| VOO | 1.00 | 0.45 | 0.61 | 0.61 | 0.63 | 0.63 | 0.85 | 0.72 | 0.99 | 1.00 | 0.90 | 0.87 |
| QQQ | 0.90 | 0.52 | 0.48 | 0.70 | 0.73 | 0.74 | 0.66 | 0.79 | 0.89 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.87 | 0.65 | 0.51 | 0.74 | 0.74 | 0.73 | 0.65 | 0.78 | 0.87 | 0.87 | 0.95 | 1.00 |
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.