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 | 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
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 27, 2024, the PortfoliosLab Trends Portfolio returned 7.41% Year-To-Date and 26.67% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
| PortfoliosLab Trends Portfolio | 9.07% | -1.52% | 26.82% | 38.60% | 30.01% | 26.88% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -9.77% | 1.18% | 2.15% | 2.80% | 27.99% | 25.06% |
MSFT Microsoft Corporation | 7.17% | -4.39% | 19.72% | 31.99% | 27.08% | 28.25% |
VTI Vanguard Total Stock Market ETF | 6.51% | -3.12% | 23.50% | 23.92% | 12.84% | 11.94% |
VOO Vanguard S&P 500 ETF | 7.31% | -2.81% | 23.25% | 24.15% | 13.65% | 12.56% |
NVDA NVIDIA Corporation | 77.22% | -2.88% | 113.23% | 216.35% | 81.55% | 70.16% |
AMZN Amazon.com, Inc. | 19.10% | 0.32% | 36.36% | 71.61% | 13.65% | 28.01% |
QQQ Invesco QQQ | 5.81% | -2.54% | 24.40% | 35.06% | 18.88% | 18.36% |
SCHD Schwab US Dividend Equity ETF | 3.15% | -3.36% | 17.20% | 11.32% | 11.62% | 11.10% |
TSLA Tesla, Inc. | -21.91% | 10.39% | -1.68% | 18.10% | 65.76% | 30.10% |
VNQ Vanguard Real Estate ETF | -8.50% | -7.31% | 14.15% | 0.33% | 2.15% | 5.04% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.88% | 7.35% | 2.28% | |||||||||
| 2023 | -6.32% | -2.14% | 11.31% | 3.97% |
Expense Ratio
The 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.
Risk-Adjusted Performance
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. | 0.18 | 0.39 | 1.05 | 0.22 | 0.44 |
MSFT Microsoft Corporation | 1.59 | 2.21 | 1.27 | 2.54 | 6.34 |
VTI Vanguard Total Stock Market ETF | 2.09 | 3.00 | 1.36 | 1.60 | 7.91 |
VOO Vanguard S&P 500 ETF | 2.17 | 3.13 | 1.38 | 1.87 | 8.76 |
NVDA NVIDIA Corporation | 4.50 | 5.09 | 1.63 | 11.24 | 32.93 |
AMZN Amazon.com, Inc. | 2.24 | 3.04 | 1.37 | 1.43 | 13.79 |
QQQ Invesco QQQ | 2.23 | 3.08 | 1.38 | 1.72 | 10.99 |
SCHD Schwab US Dividend Equity ETF | 1.08 | 1.61 | 1.19 | 0.94 | 3.59 |
TSLA Tesla, Inc. | 0.41 | 0.96 | 1.11 | 0.32 | 0.87 |
VNQ Vanguard Real Estate ETF | 0.08 | 0.26 | 1.03 | 0.05 | 0.23 |
Dividends
Dividend yield
PortfoliosLab Trends Portfolio granted a 1.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PortfoliosLab Trends Portfolio | 1.12% | 1.11% | 1.25% | 0.89% | 1.14% | 1.29% | 1.64% | 1.45% | 1.73% | 1.76% | 1.72% | 1.82% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.55% | 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 | 0.71% | 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 | 1.40% | 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 | 1.37% | 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% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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 | 0.61% | 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 | 3.43% | 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 | 4.31% | 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.
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 3.56%.
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 |
| -24.71% | 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 |
| -13.24% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current PortfoliosLab Trends Portfolio volatility is 5.17%, 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.
Diversification
Asset Correlations Table
| TSLA | VNQ | NVDA | AAPL | AMZN | MSFT | SCHD | VTI | VOO | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.28 | 0.39 | 0.37 | 0.39 | 0.35 | 0.32 | 0.46 | 0.44 | 0.51 |
| VNQ | 0.28 | 1.00 | 0.31 | 0.34 | 0.34 | 0.41 | 0.63 | 0.64 | 0.63 | 0.50 |
| NVDA | 0.39 | 0.31 | 1.00 | 0.49 | 0.52 | 0.56 | 0.45 | 0.61 | 0.60 | 0.70 |
| AAPL | 0.37 | 0.34 | 0.49 | 1.00 | 0.50 | 0.56 | 0.47 | 0.62 | 0.64 | 0.75 |
| AMZN | 0.39 | 0.34 | 0.52 | 0.50 | 1.00 | 0.58 | 0.44 | 0.62 | 0.63 | 0.74 |
| MSFT | 0.35 | 0.41 | 0.56 | 0.56 | 0.58 | 1.00 | 0.56 | 0.70 | 0.72 | 0.79 |
| SCHD | 0.32 | 0.63 | 0.45 | 0.47 | 0.44 | 0.56 | 1.00 | 0.87 | 0.88 | 0.69 |
| VTI | 0.46 | 0.64 | 0.61 | 0.62 | 0.62 | 0.70 | 0.87 | 1.00 | 0.99 | 0.89 |
| VOO | 0.44 | 0.63 | 0.60 | 0.64 | 0.63 | 0.72 | 0.88 | 0.99 | 1.00 | 0.90 |
| QQQ | 0.51 | 0.50 | 0.70 | 0.75 | 0.74 | 0.79 | 0.69 | 0.89 | 0.90 | 1.00 |