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Equity Sleeve
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPYG 25%DGRW 22.5%FNX 15%IQDG 12.5%HUSV 10%HDMV 10%XSOE 5%EquityEquity
PositionCategory/SectorWeight
DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

22.50%

FNX
First Trust Mid Cap Core AlphaDEX Fund
Mid Cap Blend Equities

15%

HDMV
First Trust Horizon Managed Volatility Developed Intl ETF
Foreign Large Cap Equities, Actively Managed

10%

HUSV
First Trust Horizon Managed Volatility Domestic ETF
Volatility Hedged Equity, Actively Managed

10%

IQDG
WisdomTree International Quality Dividend Growth Fund
Foreign Large Cap Equities, Dividend

12.50%

SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

25%

XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
Emerging Markets Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity Sleeve, 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%NovemberDecember2024FebruaryMarchApril
17.57%
19.37%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2016, corresponding to the inception date of HDMV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Equity Sleeve4.34%-3.02%17.57%16.08%10.17%N/A
DGRW
WisdomTree U.S. Dividend Growth Fund
5.01%-3.08%17.81%18.79%13.13%12.52%
HUSV
First Trust Horizon Managed Volatility Domestic ETF
3.70%-1.92%12.44%6.94%8.25%N/A
IQDG
WisdomTree International Quality Dividend Growth Fund
1.49%-3.33%17.76%6.25%7.41%N/A
SPYG
SPDR Portfolio S&P 500 Growth ETF
8.52%-4.38%19.81%27.82%14.11%14.17%
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF
-0.12%-1.46%9.70%0.28%0.07%N/A
FNX
First Trust Mid Cap Core AlphaDEX Fund
3.53%-2.52%24.26%21.51%10.71%9.13%
XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
-0.03%-1.50%10.91%7.69%1.32%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.36%4.61%2.95%
2023-4.75%-2.57%8.10%5.28%

Expense Ratio

The Equity Sleeve has a high expense ratio of 0.38%, 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.


Expense ratio chart for HDMV: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for HUSV: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for FNX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IQDG: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for XSOE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for SPYG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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.


Equity Sleeve
Sharpe ratio
The chart of Sharpe ratio for Equity Sleeve, currently valued at 1.46, compared to the broader market-1.000.001.002.003.004.005.001.46
Sortino ratio
The chart of Sortino ratio for Equity Sleeve, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Omega ratio
The chart of Omega ratio for Equity Sleeve, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for Equity Sleeve, currently valued at 1.13, compared to the broader market0.002.004.006.008.001.13
Martin ratio
The chart of Martin ratio for Equity Sleeve, currently valued at 4.89, compared to the broader market0.0010.0020.0030.0040.0050.004.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRW
WisdomTree U.S. Dividend Growth Fund
1.772.631.301.916.11
HUSV
First Trust Horizon Managed Volatility Domestic ETF
0.811.231.140.572.44
IQDG
WisdomTree International Quality Dividend Growth Fund
0.490.801.090.301.41
SPYG
SPDR Portfolio S&P 500 Growth ETF
2.032.921.361.1411.12
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF
0.060.161.020.040.14
FNX
First Trust Mid Cap Core AlphaDEX Fund
1.191.811.211.173.99
XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
0.500.801.090.191.30

Sharpe Ratio

The current Equity Sleeve Sharpe ratio is 1.46. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.46

The Sharpe ratio of Equity Sleeve 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.46
1.92
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Equity Sleeve granted a 1.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Equity Sleeve1.51%1.65%2.09%1.54%1.34%1.86%1.83%1.58%1.32%1.24%0.87%0.70%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.61%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
HUSV
First Trust Horizon Managed Volatility Domestic ETF
1.45%1.80%1.68%1.35%1.29%1.36%1.48%1.31%0.35%0.00%0.00%0.00%
IQDG
WisdomTree International Quality Dividend Growth Fund
1.82%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.96%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF
2.96%3.14%3.53%3.11%1.45%3.63%2.88%3.23%0.18%0.00%0.00%0.00%
FNX
First Trust Mid Cap Core AlphaDEX Fund
0.97%1.11%1.19%0.94%1.04%1.21%1.01%0.90%1.07%1.07%0.77%0.69%
XSOE
WisdomTree Emerging Markets ex-State-Owned Enterprises Fund
1.78%1.78%2.53%1.36%1.02%2.00%1.56%0.65%1.43%3.93%0.21%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.49%
-3.50%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity Sleeve. 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 Equity Sleeve was 33.49%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Equity Sleeve drawdown is 3.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.49%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.13%Dec 30, 2021200Oct 14, 2022320Jan 25, 2024520
-18.23%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-9.58%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-7.12%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Equity Sleeve volatility is 3.39%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.39%
3.58%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

XSOEHUSVHDMVFNXIQDGSPYGDGRW
XSOE1.000.420.640.600.720.640.60
HUSV0.421.000.630.640.590.690.83
HDMV0.640.631.000.640.830.650.70
FNX0.600.640.641.000.670.740.82
IQDG0.720.590.830.671.000.700.72
SPYG0.640.690.650.740.701.000.86
DGRW0.600.830.700.820.720.861.00