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newbud23

Last updated Mar 2, 2024

Asset Allocation


VV 10%VOO 10%VOOG 10%AAPL 10%DELL 10%WIT 10%CAT 10%PLAY 10%QQQ 10%QQMG 10%EquityEquity
PositionCategory/SectorWeight
VV
Vanguard Large-Cap ETF
Large Cap Growth Equities

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

10%

AAPL
Apple Inc.
Technology

10%

DELL
Dell Technologies Inc.
Technology

10%

WIT
Wipro Limited
Technology

10%

CAT
Caterpillar Inc.
Industrials

10%

PLAY
Dave & Buster's Entertainment, Inc.
Consumer Cyclical

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

QQMG
Invesco ESG NASDAQ 100 ETF
Large Cap Growth Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in newbud23, 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


-10.00%0.00%10.00%20.00%30.00%OctoberNovemberDecember2024FebruaryMarch
33.74%
11.76%
newbud23
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 28, 2021, corresponding to the inception date of QQMG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
newbud2314.09%12.00%25.75%54.43%N/AN/A
VV
Vanguard Large-Cap ETF
8.07%6.19%15.05%31.83%14.69%12.57%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
VOOG
Vanguard S&P 500 Growth ETF
11.67%8.63%16.84%39.67%15.92%14.16%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
DELL
Dell Technologies Inc.
63.59%50.33%84.56%218.21%35.72%N/A
WIT
Wipro Limited
11.72%9.72%23.47%31.29%8.43%2.28%
CAT
Caterpillar Inc.
14.40%12.12%18.78%36.23%22.55%16.44%
PLAY
Dave & Buster's Entertainment, Inc.
16.03%16.72%57.38%53.85%4.13%N/A
QQQ
Invesco QQQ
8.81%6.87%18.48%52.82%21.49%18.26%
QQMG
Invesco ESG NASDAQ 100 ETF
9.72%6.76%18.75%54.54%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.87%7.69%
2023-1.19%-1.96%-4.17%10.90%8.85%

Sharpe Ratio

The current newbud23 Sharpe ratio is 3.52. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.52

The Sharpe ratio of newbud23 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.52
2.44
newbud23
Benchmark (^GSPC)
Portfolio components

Dividend yield

newbud23 granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
newbud230.82%0.95%1.27%0.62%0.81%1.07%1.17%0.94%1.27%1.51%1.22%1.13%
VV
Vanguard Large-Cap ETF
1.31%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOOG
Vanguard S&P 500 Growth ETF
1.01%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
DELL
Dell Technologies Inc.
1.19%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIT
Wipro Limited
0.19%0.22%1.69%0.14%0.25%0.28%0.30%0.27%0.91%2.20%1.39%1.27%
CAT
Caterpillar Inc.
1.51%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
PLAY
Dave & Buster's Entertainment, Inc.
0.00%0.00%0.00%0.00%0.53%1.15%0.67%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
QQMG
Invesco ESG NASDAQ 100 ETF
0.55%0.60%0.82%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The newbud23 has an expense ratio of 0.06% 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.


0.10%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%
0.20%
0.00%2.15%
0.20%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
newbud23
3.52
VV
Vanguard Large-Cap ETF
2.64
VOO
Vanguard S&P 500 ETF
2.61
VOOG
Vanguard S&P 500 Growth ETF
2.99
AAPL
Apple Inc.
1.27
DELL
Dell Technologies Inc.
4.47
WIT
Wipro Limited
1.16
CAT
Caterpillar Inc.
1.35
PLAY
Dave & Buster's Entertainment, Inc.
1.22
QQQ
Invesco QQQ
3.28
QQMG
Invesco ESG NASDAQ 100 ETF
3.30

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

PLAYCATWITDELLAAPLQQMGQQQVOOGVOOVV
PLAY1.000.390.300.370.350.440.450.450.500.50
CAT0.391.000.360.470.350.430.440.480.570.56
WIT0.300.361.000.370.450.540.550.560.570.58
DELL0.370.470.371.000.470.580.570.590.620.61
AAPL0.350.350.450.471.000.840.830.840.800.80
QQMG0.440.430.540.580.841.000.990.970.930.94
QQQ0.450.440.550.570.830.991.000.980.950.95
VOOG0.450.480.560.590.840.970.981.000.970.97
VOO0.500.570.570.620.800.930.950.971.001.00
VV0.500.560.580.610.800.940.950.971.001.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
newbud23
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the newbud23. 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 newbud23 was 30.23%, occurring on Sep 30, 2022. Recovery took 286 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.23%Jan 5, 2022186Sep 30, 2022286Nov 20, 2023472
-4.84%Nov 9, 202116Dec 1, 20215Dec 8, 202121
-3.93%Dec 9, 20218Dec 20, 20212Dec 22, 202110
-3.8%Dec 28, 20235Jan 4, 202410Jan 19, 202415
-1.89%Feb 13, 20241Feb 13, 20246Feb 22, 20247

Volatility Chart

The current newbud23 volatility is 5.71%, 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%OctoberNovemberDecember2024FebruaryMarch
5.71%
3.47%
newbud23
Benchmark (^GSPC)
Portfolio components
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