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2023Sept

Last updated Sep 21, 2023

Asset Allocation


VOO 27%SCHD 27%QQQ 26%SOXX 10%FNDF 10%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities27%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend27%
QQQ
Invesco QQQ
Large Cap Blend Equities26%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities10%
FNDF
Schwab Fundamental International Large Company Index ETF
Foreign Large Cap Equities10%

Performance

The chart shows the growth of an initial investment of $10,000 in 2023Sept, 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
11.16%
11.48%
2023Sept
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the 2023Sept returned 18.39% Year-To-Date and 13.83% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
2023Sept-0.13%11.92%18.39%19.83%12.56%13.83%
SOXX
iShares PHLX Semiconductor ETF
-4.77%10.84%35.85%35.67%21.54%23.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.51%9.33%13.96%24.75%5.08%4.86%
VOO
Vanguard S&P 500 ETF
0.20%12.72%16.07%16.08%10.40%12.02%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%11.19%
QQQ
Invesco QQQ
0.32%19.42%37.50%27.11%15.58%17.60%

Asset Correlations Table

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

FNDFSOXXSCHDQQQVOO
FNDF1.000.620.770.650.78
SOXX0.621.000.650.820.77
SCHD0.770.651.000.680.87
QQQ0.650.820.681.000.90
VOO0.780.770.870.901.00

Sharpe Ratio

The current 2023Sept Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.00

The Sharpe ratio of 2023Sept 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
1.00
0.74
2023Sept
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023Sept granted a 2.18% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
2023Sept2.18%2.05%1.69%1.83%2.13%2.36%1.98%2.28%2.35%2.32%1.98%2.29%
SOXX
iShares PHLX Semiconductor ETF
0.97%1.26%0.65%0.83%1.28%1.44%0.96%1.16%1.40%1.72%1.32%1.41%
FNDF
Schwab Fundamental International Large Company Index ETF
3.05%3.14%3.69%2.35%3.54%3.96%2.74%2.93%2.57%2.32%0.62%0.00%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
SCHD
Schwab US Dividend Equity ETF
4.49%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
QQQ
Invesco QQQ
0.59%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%

Expense Ratio

The 2023Sept features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.46%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.06%
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
SOXX
iShares PHLX Semiconductor ETF
0.99
FNDF
Schwab Fundamental International Large Company Index ETF
1.33
VOO
Vanguard S&P 500 ETF
0.85
SCHD
Schwab US Dividend Equity ETF
0.36
QQQ
Invesco QQQ
1.14

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.88%
-8.22%
2023Sept
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 2023Sept. 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 2023Sept is 31.95%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.95%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-26.63%Jan 5, 2022194Oct 12, 2022
-19.45%Sep 21, 201865Dec 24, 201868Apr 3, 2019133
-13.42%May 22, 2015183Feb 11, 201676Jun 1, 2016259
-10.35%Jan 29, 20189Feb 8, 2018123Aug 6, 2018132

Volatility Chart

The current 2023Sept volatility is 3.77%, 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
3.77%
3.47%
2023Sept
Benchmark (^GSPC)
Portfolio components