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Index Portfolio

Last updated Sep 23, 2023

Asset Allocation


ANGL 5%QQQ 75%SPY 20%BondBondEquityEquity
PositionCategory/SectorWeight
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
High Yield Bonds5%
QQQ
Invesco QQQ
Large Cap Blend Equities75%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities20%

Performance

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
14.23%
8.61%
Index Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Index Portfolio returned 29.07% Year-To-Date and 15.77% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
Index Portfolio-1.52%13.65%29.07%27.42%13.61%15.75%
QQQ
Invesco QQQ
-1.54%15.45%35.00%30.79%15.06%17.37%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
-0.10%2.73%4.61%8.31%3.73%5.76%
SPY
SPDR S&P 500 ETF
-1.83%9.55%13.80%18.82%10.02%11.80%

Asset Correlations Table

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

ANGLQQQSPY
ANGL1.000.470.51
QQQ0.471.000.90
SPY0.510.901.00

Sharpe Ratio

The current Index Portfolio Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.15

The Sharpe ratio of Index Portfolio 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
1.15
0.81
Index Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Index Portfolio granted a 1.02% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Index Portfolio1.02%1.18%0.78%1.00%1.25%1.52%1.40%1.69%1.69%2.10%1.77%1.99%
QQQ
Invesco QQQ
0.61%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.21%4.89%4.22%5.26%6.16%7.50%6.95%8.04%8.62%10.64%10.19%8.42%
SPY
SPDR S&P 500 ETF
1.51%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%

Expense Ratio

The Index Portfolio features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.09%
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
QQQ
Invesco QQQ
1.18
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.69
SPY
SPDR S&P 500 ETF
0.91

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-9.36%
-9.93%
Index Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Index Portfolio. 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 Index Portfolio is 32.18%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.18%Dec 28, 2021202Oct 14, 2022
-28.96%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-21.29%Oct 2, 201858Dec 24, 201871Apr 8, 2019129
-14.8%Nov 4, 201568Feb 11, 2016106Jul 14, 2016174
-13.01%Jul 21, 201526Aug 25, 201548Nov 2, 201574

Volatility Chart

The current Index Portfolio volatility is 4.19%, 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%AprilMayJuneJulyAugustSeptember
4.19%
3.41%
Index Portfolio
Benchmark (^GSPC)
Portfolio components