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ET 1

Last updated Mar 2, 2024

Asset Allocation


VTI 40%DGRW 20%SOXX 15%QQQ 15%TSLA 5%AAPL 5%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

40%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

20%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

15%

QQQ
Invesco QQQ
Large Cap Blend Equities

15%

TSLA
Tesla, Inc.
Consumer Cyclical

5%

AAPL
Apple Inc.
Technology

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ET 1, 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


100.00%200.00%300.00%400.00%500.00%OctoberNovemberDecember2024FebruaryMarch
540.65%
210.33%
ET 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW

Returns

As of Mar 2, 2024, the ET 1 returned 6.96% Year-To-Date and 17.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
ET 16.96%7.17%14.67%35.78%22.27%17.64%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%
DGRW
WisdomTree U.S. Dividend Growth Fund
6.34%4.99%12.30%24.30%14.22%12.74%
SOXX
iShares PHLX Semiconductor ETF
18.01%16.00%33.52%66.08%31.13%25.76%
QQQ
Invesco QQQ
8.81%6.87%18.48%52.82%21.49%18.26%
TSLA
Tesla, Inc.
-18.45%8.20%-17.29%6.15%59.52%28.18%
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.19%5.67%
2023-2.42%-5.32%-3.67%10.82%6.01%

Sharpe Ratio

The current ET 1 Sharpe ratio is 2.38. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.38

The Sharpe ratio of ET 1 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.38
2.44
ET 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

ET 1 granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ET 11.08%1.16%1.44%1.03%1.19%1.50%1.73%1.36%1.61%1.67%1.59%1.34%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.67%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
SOXX
iShares PHLX Semiconductor ETF
0.66%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Expense Ratio

The ET 1 features an expense ratio of 0.17%, 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%
0.28%
0.00%2.15%
0.20%
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
2.44
ET 1
2.38
VTI
Vanguard Total Stock Market ETF
2.31
DGRW
WisdomTree U.S. Dividend Growth Fund
2.29
SOXX
iShares PHLX Semiconductor ETF
2.44
QQQ
Invesco QQQ
3.28
TSLA
Tesla, Inc.
-0.00
AAPL
Apple Inc.
1.27

Asset Correlations Table

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

TSLAAAPLSOXXDGRWVTIQQQ
TSLA1.000.380.440.380.460.52
AAPL0.381.000.600.620.650.76
SOXX0.440.601.000.720.780.82
DGRW0.380.620.721.000.940.82
VTI0.460.650.780.941.000.89
QQQ0.520.760.820.820.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ET 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ET 1. 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 ET 1 was 34.46%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.46%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-29.17%Jan 4, 2022197Oct 14, 2022188Jul 18, 2023385
-20.22%Oct 2, 201858Dec 24, 201870Apr 5, 2019128
-17.09%Jun 24, 2015161Feb 11, 2016104Jul 12, 2016265
-12.06%Aug 1, 202363Oct 27, 202330Dec 11, 202393

Volatility Chart

The current ET 1 volatility is 4.01%, 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%OctoberNovemberDecember2024FebruaryMarch
4.01%
3.47%
ET 1
Benchmark (^GSPC)
Portfolio components
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