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 Jul 17, 2026, the PortfoliosLab Trends Portfolio returned 7.73% Year-To-Date and 30.30% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.51% | 0.30% | 8.49% | 10.05% | 20.28% | 18.54% | 11.73% | 13.27% |
Portfolio PortfoliosLab Trends Portfolio | -0.39% | 2.58% | 8.50% | 7.73% | 18.92% | 26.00% | 21.35% | 30.30% |
| Portfolio components: | ||||||||
AAPL Apple Inc | 1.76% | 11.37% | 29.31% | 22.81% | 59.20% | 20.32% | 18.49% | 30.81% |
AMZN Amazon.com, Inc | -1.99% | 1.58% | 4.92% | 8.26% | 11.96% | 23.22% | 6.94% | 21.11% |
META Meta Platforms, Inc. | -2.46% | 10.72% | 7.24% | 0.85% | -5.15% | 29.23% | 14.46% | 18.83% |
MSFT Microsoft Corporation | 1.38% | 1.85% | -11.78% | -16.69% | -20.04% | 5.90% | 8.28% | 23.73% |
NVDA NVIDIA Corporation | -2.40% | -0.00% | 11.01% | 11.34% | 21.19% | 64.76% | 62.87% | 66.09% |
QQQ Invesco QQQ ETF | -1.64% | -3.17% | 13.80% | 15.19% | 27.28% | 23.36% | 15.26% | 21.01% |
SCHD Schwab U.S. Dividend Equity ETF | 2.16% | 2.38% | 15.69% | 22.44% | 27.19% | 14.79% | 9.45% | 12.49% |
TSLA Tesla, Inc. | -0.86% | -3.36% | -10.83% | -13.04% | 21.57% | 10.43% | 12.74% | 38.48% |
VOO Vanguard S&P 500 ETF | -0.53% | 0.35% | 9.07% | 10.72% | 21.71% | 20.11% | 13.31% | 15.15% |
VTI Vanguard Total Stock Market ETF | -0.49% | 0.34% | 8.99% | 11.20% | 22.02% | 19.69% | 12.32% | 14.66% |
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 +2.35%. 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% | -6.41% | 4.71% | 7.73% | |||||
| 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 12.76%, 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 165.67% of S&P 500 Index gains but only 94.75% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.76%
- Beta
- 1.21
- R²
- 0.81
- Upside Capture
- 165.67%
- Downside Capture
- 94.75%
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 17 for risk / return — in the bottom 17% 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 | 1.14 | 1.62 | -0.48 |
| Sortino ratioReturn per unit of downside risk | 1.59 | 2.24 | -0.65 |
| Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.24 | -0.93 |
| Martin ratioReturn relative to average drawdown | 4.01 | 9.71 | -5.70 |
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 | 93 | 2.44 | 3.28 | 1.44 | 4.31 | 10.27 |
AMZN Amazon.com, Inc | 56 | 0.39 | 0.75 | 1.09 | 0.55 | 1.21 |
META Meta Platforms, Inc. | 37 | -0.13 | 0.08 | 1.01 | -0.16 | -0.29 |
MSFT Microsoft Corporation | 17 | -0.74 | -0.91 | 0.89 | -0.58 | -1.08 |
NVDA NVIDIA Corporation | 63 | 0.60 | 1.06 | 1.12 | 1.05 | 2.25 |
QQQ Invesco QQQ ETF | 53 | 1.47 | 2.00 | 1.26 | 2.29 | 8.13 |
SCHD Schwab U.S. Dividend Equity ETF | 91 | 2.47 | 3.83 | 1.44 | 5.92 | 14.46 |
TSLA Tesla, Inc. | 59 | 0.49 | 0.97 | 1.11 | 0.72 | 1.57 |
VOO Vanguard S&P 500 ETF | 66 | 1.74 | 2.40 | 1.32 | 2.45 | 10.68 |
VTI Vanguard Total Stock Market ETF | 66 | 1.72 | 2.38 | 1.31 | 2.48 | 10.85 |
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Dividends
Dividend yield
PortfoliosLab Trends Portfolio provided a 0.71% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 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 | 0.32% | 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. | 0.32% | 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 | 0.89% | 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 | 0.43% | 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 | 3.17% | 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 | 1.06% | 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 | 1.05% | 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 2.00%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.36%Dec 2022 | 1y | 5mo 17d | 1y 5moDec 2021 - Jun 2023 | Bear market2022 |
-32.41%Mar 2020 | 1mo 2d | 2mo 12d | 3mo 14dFeb 2020 - Jun 2020 | COVID crash2020 |
-26.62%Dec 2018 | 2mo 23d | 7mo 1d | 9mo 24dOct 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-25.05%Apr 2025 | 3mo 21d | 2mo 20d | 6mo 11dDec 2024 - Jun 2025 | 2025 selloff2025 |
-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 large-cap U.S. equity bet dressed up with ten line items, which is a coherent position in the way a chorus is a coherent position. To be fair, the mix does create some separation between dividend value, mega-cap tech, and Tesla (TSLA), but the correlation structure says the portfolio still lives in the same market neighborhood.
The numbers
- Diversification ratio is 1.31 incept, 56th percentile on the platform; that is modest diversification benefit, not much more.
- The effective asset count of 9.59 out of 10 says the weights are spread out, but spread out inside a highly correlated set.
- The 1Y DR of 1.52 sits at the 70th percentile, which is better than the longer windows and says recent dispersion has helped a bit.
The good
- Apple (AAPL), Microsoft (MSFT), Nvidia (NVDA), Amazon (AMZN), and Meta (META) are not identical businesses, and their pairwise correlations leave some room for idiosyncratic movement.
- Schwab U.S. Dividend Equity ETF (SCHD) is the cleanest different sleeve here, with the lowest ties to Tesla and the broad-growth cluster.
The bad
- Vanguard S&P 500 ETF (VOO), Vanguard Total Stock Market ETF (VTI), and Invesco QQQ Trust (QQQ) are almost the same macro trade; VOO and VTI at 0.99 is the market saying “close enough.”
- The position-to-portfolio correlation for QQQ is 0.94, which is a polite way of saying the portfolio is very comfortable with the Nasdaq.
The ugly
- If the large-cap growth factor de-rates together, the VOO/VTI/QQQ block and the mega-cap names can all sag in the same direction, leaving SCHD and TSLA as the main sources of offset, which is a fairly thin hedge.
Next steps
- Portfolios with this correlation profile are usually more distinct when the index sleeves are not all proxying the same U.S. equity exposure.
- The cluster map suggests the portfolio is built around one dominant equity regime, with smaller side bets rather than truly separate return drivers.
- Portfolios like this often look diversified by ticker count first and by covariance second.
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 | 1.52 | 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 | 0.85 |
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.
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 | 0.35 | 0.48 | 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 | 0.80 | 0.80 | 0.61 |
| AAPL | 0.37 | 0.43 | 0.44 | 1.00 | 0.45 | 0.48 | 0.53 | 0.61 | 0.62 | 0.71 |
| NVDA | 0.39 | 0.47 | 0.37 | 0.45 | 1.00 | 0.50 | 0.55 | 0.61 | 0.61 | 0.70 |
| AMZN | 0.40 | 0.57 | 0.39 | 0.48 | 0.50 | 1.00 | 0.58 | 0.63 | 0.64 | 0.73 |
| MSFT | 0.35 | 0.50 | 0.49 | 0.53 | 0.55 | 0.58 | 1.00 | 0.68 | 0.70 | 0.76 |
| VTI | 0.48 | 0.55 | 0.80 | 0.61 | 0.61 | 0.63 | 0.68 | 1.00 | 0.99 | 0.90 |
| VOO | 0.46 | 0.56 | 0.80 | 0.62 | 0.61 | 0.64 | 0.70 | 0.99 | 1.00 | 0.90 |
| QQQ | 0.53 | 0.64 | 0.61 | 0.71 | 0.70 | 0.73 | 0.76 | 0.90 | 0.90 | 1.00 |
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.
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