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modcon6

Last updated Sep 23, 2023

Asset Allocation


EMNT 20%BND 20%DFAT 30%QQQM 20%IVV 10%BondBondEquityEquity
PositionCategory/SectorWeight
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
Total Bond Market, Actively Managed20%
BND
Vanguard Total Bond Market ETF
Total Bond Market20%
DFAT
Dimensional U.S. Targeted Value ETF
Large Cap Blend Equities, Actively Managed30%
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities20%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities10%

Performance

The chart shows the growth of an initial investment of $10,000 in modcon6, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.99%
8.61%
modcon6
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%0.67%N/A
modcon6-1.90%5.98%10.31%12.73%0.66%N/A
DFAT
Dimensional U.S. Targeted Value ETF
-3.43%6.99%4.38%13.51%1.24%N/A
QQQM
Invesco NASDAQ 100 ETF
-2.91%15.52%35.12%28.78%2.48%N/A
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
0.49%2.58%4.04%4.65%1.52%N/A
BND
Vanguard Total Bond Market ETF
-0.84%-3.51%0.08%0.50%-5.92%N/A
IVV
iShares Core S&P 500 ETF
-2.46%9.61%13.86%16.93%2.22%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EMNTBNDDFATQQQMIVV
EMNT1.000.550.040.050.06
BND0.551.000.040.170.14
DFAT0.040.041.000.680.82
QQQM0.050.170.681.000.94
IVV0.060.140.820.941.00

Sharpe Ratio

The current modcon6 Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of modcon6 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.91
0.81
modcon6
Benchmark (^GSPC)
Portfolio components

Dividend yield

modcon6 granted a 2.29% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
modcon62.29%1.84%1.14%0.98%0.83%0.87%0.78%0.82%0.88%0.91%0.93%1.11%
DFAT
Dimensional U.S. Targeted Value ETF
1.49%1.35%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.67%0.84%0.41%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
4.76%2.87%0.88%1.53%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
IVV
iShares Core S&P 500 ETF
1.52%1.68%1.23%1.63%2.10%2.38%1.93%2.25%2.59%2.14%2.15%2.55%

Expense Ratio

The modcon6 has a high expense ratio of 0.20%, 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.


0.34%
0.00%2.15%
0.27%
0.00%2.15%
0.15%
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
DFAT
Dimensional U.S. Targeted Value ETF
0.52
QQQM
Invesco NASDAQ 100 ETF
1.19
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
4.67
BND
Vanguard Total Bond Market ETF
-0.07
IVV
iShares Core S&P 500 ETF
0.92

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.99%
-9.93%
modcon6
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the modcon6. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the modcon6 is 18.09%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.09%Nov 8, 2021226Sep 30, 2022
-2.66%Sep 3, 202112Sep 21, 202121Oct 20, 202133
-2.63%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-1.76%Jun 16, 20213Jun 18, 20214Jun 24, 20217
-1.65%Aug 13, 20215Aug 19, 20213Aug 24, 20218

Volatility Chart

The current modcon6 volatility is 2.47%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.47%
3.41%
modcon6
Benchmark (^GSPC)
Portfolio components