PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Apex Indexed Domestic Aggressive Growth

Last updated Feb 24, 2024

Asset Allocation


BND 4%USD=X 1%SCHG 32%VTV 20%VOE 17.5%VBR 11.5%VOT 9.5%VBK 4.5%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

4%

USD=X
USD Cash

1%

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

32%

VTV
Vanguard Value ETF
Large Cap Value Equities

20%

VOE
Vanguard Mid-Cap Value ETF
Mid Cap Blend Equities

17.50%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

11.50%

VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities

9.50%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

4.50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Apex Indexed Domestic Aggressive Growth, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
14.54%
15.50%
Apex Indexed Domestic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG

Returns

As of Feb 24, 2024, the Apex Indexed Domestic Aggressive Growth returned 4.63% Year-To-Date and 10.79% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Apex Indexed Domestic Aggressive Growth4.63%3.53%14.54%23.63%12.13%10.77%
SCHG
Schwab U.S. Large-Cap Growth ETF
9.49%5.05%22.76%51.93%18.50%15.17%
VTV
Vanguard Value ETF
4.37%3.32%11.40%14.14%10.06%9.91%
VOT
Vanguard Mid-Cap Growth ETF
3.25%3.73%13.93%19.18%10.55%9.66%
VOE
Vanguard Mid-Cap Value ETF
1.67%2.66%9.85%7.67%8.44%8.15%
VBK
Vanguard Small-Cap Growth ETF
2.59%4.64%12.08%14.73%6.90%7.44%
VBR
Vanguard Small-Cap Value ETF
0.76%2.14%11.50%9.59%8.31%8.13%
BND
Vanguard Total Bond Market ETF
-1.58%-0.57%3.28%3.61%0.46%1.33%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.18%
20233.61%-2.38%-4.59%-3.15%9.13%6.05%

Sharpe Ratio

The current Apex Indexed Domestic Aggressive Growth Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.84

The Sharpe ratio of Apex Indexed Domestic Aggressive Growth lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

Apex Indexed Domestic Aggressive Growth granted a 1.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Apex Indexed Domestic Aggressive Growth1.46%1.50%1.51%1.20%1.45%1.57%1.93%1.52%1.66%1.72%1.52%1.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
VTV
Vanguard Value ETF
2.35%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VOT
Vanguard Mid-Cap Growth ETF
0.69%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%
VOE
Vanguard Mid-Cap Value ETF
2.23%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%
VBK
Vanguard Small-Cap Growth ETF
0.66%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%
VBR
Vanguard Small-Cap Value ETF
2.10%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
BND
Vanguard Total Bond Market ETF
3.19%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Apex Indexed Domestic Aggressive Growth has an expense ratio of 0.05% 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.


0.07%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.23
Apex Indexed Domestic Aggressive Growth
SCHG
Schwab U.S. Large-Cap Growth ETF
3.13
VTV
Vanguard Value ETF
1.22
VOT
Vanguard Mid-Cap Growth ETF
1.15
VOE
Vanguard Mid-Cap Value ETF
0.52
VBK
Vanguard Small-Cap Growth ETF
0.71
VBR
Vanguard Small-Cap Value ETF
0.51
BND
Vanguard Total Bond Market ETF
0.48
USD=X
USD Cash

Asset Correlations Table

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

USD=XBNDSCHGVTVVOTVBKVBRVOE
USD=X0.000.000.000.000.000.000.000.00
BND0.001.00-0.11-0.20-0.10-0.11-0.18-0.17
SCHG0.00-0.111.000.780.920.870.770.79
VTV0.00-0.200.781.000.800.790.890.94
VOT0.00-0.100.920.801.000.950.840.85
VBK0.00-0.110.870.790.951.000.890.85
VBR0.00-0.180.770.890.840.891.000.95
VOE0.00-0.170.790.940.850.850.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Apex Indexed Domestic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Apex Indexed Domestic Aggressive Growth. 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 Apex Indexed Domestic Aggressive Growth was 35.41%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.41%Feb 20, 202023Mar 23, 2020112Aug 26, 2020135
-24.2%Nov 17, 2021238Oct 14, 2022307Dec 19, 2023545
-21.69%May 2, 2011111Oct 3, 201198Feb 16, 2012209
-19.67%Sep 21, 201867Dec 24, 201886Apr 23, 2019153
-16.42%Jun 24, 2015168Feb 11, 2016108Jul 12, 2016276

Volatility Chart

The current Apex Indexed Domestic Aggressive Growth volatility is 3.90%, 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%SeptemberOctoberNovemberDecember2024February
3.90%
3.90%
Apex Indexed Domestic Aggressive Growth
Benchmark (^GSPC)
Portfolio components
0 comments