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Mark's #2 Portfolio

Last updated Feb 21, 2024

Grow your damn money portfolio......

Asset Allocation


SMH 14.29%VOO 14.29%IYW 14.29%SCHG 14.29%IWF 14.29%PAVE 14.29%XLG 14.29%EquityEquity
PositionCategory/SectorWeight
SMH
VanEck Vectors Semiconductor ETF
Technology Equities

14.29%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

14.29%

IYW
iShares U.S. Technology ETF
Technology Equities

14.29%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

14.29%

IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities

14.29%

PAVE
Global X US Infrastructure Development ETF
Utilities Equities

14.29%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

14.29%

Performance

The chart shows the growth of an initial investment of $10,000 in Mark's #2 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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2024February
20.08%
13.40%
Mark's #2 Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 8, 2017, corresponding to the inception date of PAVE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Mark's #2 Portfolio6.75%3.74%20.08%39.96%20.98%N/A
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
IYW
iShares U.S. Technology ETF
5.61%1.26%22.26%52.81%24.24%20.12%
SCHG
Schwab U.S. Large-Cap Growth ETF
6.44%3.24%19.79%43.38%18.81%15.52%
IWF
iShares Russell 1000 Growth ETF
6.33%3.24%19.22%38.04%18.11%15.31%
PAVE
Global X US Infrastructure Development ETF
4.73%6.59%15.82%23.08%18.58%N/A
XLG
Invesco S&P 500® Top 50 ETF
6.55%3.29%16.41%36.41%16.94%14.16%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.63%
20233.78%-1.34%-5.62%-2.43%11.21%5.86%

Sharpe Ratio

The current Mark's #2 Portfolio Sharpe ratio is 2.48. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.48

The Sharpe ratio of Mark's #2 Portfolio 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.48
1.75
Mark's #2 Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mark's #2 Portfolio granted a 0.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mark's #2 Portfolio0.64%0.68%0.98%0.57%0.73%1.59%1.44%1.13%1.07%1.44%1.10%1.20%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IYW
iShares U.S. Technology ETF
0.38%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
IWF
iShares Russell 1000 Growth ETF
0.63%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%
PAVE
Global X US Infrastructure Development ETF
0.65%0.68%0.84%0.48%0.44%0.67%0.78%0.30%0.00%0.00%0.00%0.00%
XLG
Invesco S&P 500® Top 50 ETF
0.44%0.47%0.01%0.01%0.01%0.02%0.02%0.02%0.02%0.02%0.02%0.02%

Expense Ratio

The Mark's #2 Portfolio has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.47%
0.00%2.15%
0.42%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.19%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
SMH
VanEck Vectors Semiconductor ETF
2.33
VOO
Vanguard S&P 500 ETF
1.91
IYW
iShares U.S. Technology ETF
2.70
SCHG
Schwab U.S. Large-Cap Growth ETF
2.63
IWF
iShares Russell 1000 Growth ETF
2.46
PAVE
Global X US Infrastructure Development ETF
1.25
XLG
Invesco S&P 500® Top 50 ETF
2.62

Asset Correlations Table

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

PAVESMHIYWXLGVOOSCHGIWF
PAVE1.000.610.590.660.790.650.66
SMH0.611.000.870.780.780.810.82
IYW0.590.871.000.930.880.960.96
XLG0.660.780.931.000.960.960.96
VOO0.790.780.880.961.000.930.94
SCHG0.650.810.960.960.931.000.99
IWF0.660.820.960.960.940.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.97%
-1.08%
Mark's #2 Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mark's #2 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 Mark's #2 Portfolio was 33.28%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.

The current Mark's #2 Portfolio drawdown is 1.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.28%Feb 20, 202023Mar 23, 202075Jul 9, 202098
-31.89%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-22%Aug 30, 201880Dec 24, 201870Apr 5, 2019150
-10.71%Aug 1, 202362Oct 26, 202315Nov 16, 202377
-10.51%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility Chart

The current Mark's #2 Portfolio volatility is 4.53%, 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%SeptemberOctoberNovemberDecember2024February
4.53%
3.37%
Mark's #2 Portfolio
Benchmark (^GSPC)
Portfolio components
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