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2 Fund Aggressive
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 50%QQQ 50%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities
50%
VGT
Vanguard Information Technology ETF
Technology Equities
50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2 Fund Aggressive, 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%JuneJulyAugustSeptemberOctoberNovember
14.07%
13.67%
2 Fund Aggressive
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VGT

Returns By Period

As of Nov 29, 2024, the 2 Fund Aggressive returned 26.00% Year-To-Date and 19.36% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.47%3.76%14.30%32.06%13.97%11.33%
2 Fund Aggressive26.00%2.10%14.07%32.62%21.43%19.33%
VGT
Vanguard Information Technology ETF
28.10%2.40%15.70%34.41%22.24%20.65%
QQQ
Invesco QQQ
23.92%1.80%12.45%30.85%20.60%17.99%

Monthly Returns

The table below presents the monthly returns of 2 Fund Aggressive, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.93%5.06%1.39%-5.01%7.10%7.23%-1.58%1.08%2.48%-0.79%26.00%
202310.17%0.07%9.60%0.11%8.17%6.27%3.36%-1.83%-5.80%-1.89%12.06%5.25%53.79%
2022-8.29%-4.41%3.97%-12.71%-1.62%-9.16%12.96%-5.39%-11.16%5.71%5.46%-8.48%-31.14%
2021-0.22%0.67%1.23%5.53%-1.22%6.77%3.12%3.86%-5.71%8.03%2.56%1.84%28.94%
20203.42%-6.68%-8.51%14.59%7.23%6.66%6.64%11.04%-5.26%-3.68%11.87%5.31%47.34%
20198.50%5.15%4.00%5.94%-8.55%8.18%2.94%-2.05%1.12%4.07%4.83%3.93%43.74%
20188.15%-0.60%-3.73%0.24%6.36%0.26%2.71%7.36%-0.04%-8.54%-0.87%-8.50%1.17%
20174.73%4.66%2.14%2.53%4.15%-2.43%4.10%2.59%0.25%6.00%1.53%0.35%34.86%
2016-6.39%-1.27%7.89%-3.93%4.85%-2.30%7.36%1.69%2.33%-1.00%0.48%1.22%10.41%
2015-2.80%7.77%-2.41%1.60%2.37%-3.21%3.41%-6.32%-1.77%10.92%0.90%-2.17%7.23%
2014-2.13%5.01%-1.46%-0.60%3.96%3.13%0.85%4.63%-1.04%2.28%4.77%-1.78%18.61%
20132.44%0.43%2.84%1.54%3.91%-2.78%5.88%-0.42%4.37%4.31%3.56%3.70%33.78%

Expense Ratio

2 Fund Aggressive has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2 Fund Aggressive is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 2 Fund Aggressive is 2222
Overall Rank
The Sharpe Ratio Rank of 2 Fund Aggressive is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of 2 Fund Aggressive is 1818
Sortino Ratio Rank
The Omega Ratio Rank of 2 Fund Aggressive is 2222
Omega Ratio Rank
The Calmar Ratio Rank of 2 Fund Aggressive is 2929
Calmar Ratio Rank
The Martin Ratio Rank of 2 Fund Aggressive is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for 2 Fund Aggressive, currently valued at 1.71, compared to the broader market0.002.004.006.001.712.66
The chart of Sortino ratio for 2 Fund Aggressive, currently valued at 2.26, compared to the broader market-2.000.002.004.006.002.263.53
The chart of Omega ratio for 2 Fund Aggressive, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.802.001.311.49
The chart of Calmar ratio for 2 Fund Aggressive, currently valued at 2.27, compared to the broader market0.005.0010.0015.002.273.84
The chart of Martin ratio for 2 Fund Aggressive, currently valued at 8.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.2317.03
2 Fund Aggressive
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGT
Vanguard Information Technology ETF
1.662.181.302.298.23
QQQ
Invesco QQQ
1.752.341.322.248.13

The current 2 Fund Aggressive Sharpe ratio is 1.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.73, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 2 Fund Aggressive with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.71
2.59
2 Fund Aggressive
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2 Fund Aggressive provided a 0.60% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.60%0.63%0.86%0.53%0.69%0.93%1.10%0.91%1.18%1.13%1.26%1.03%
VGT
Vanguard Information Technology ETF
0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
QQQ
Invesco QQQ
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-0.38%
2 Fund Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2 Fund Aggressive. 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 2 Fund Aggressive was 54.02%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.

The current 2 Fund Aggressive drawdown is 1.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.02%Nov 1, 2007267Nov 20, 2008532Jan 3, 2011799
-35.07%Dec 28, 2021202Oct 14, 2022289Dec 8, 2023491
-29.88%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-23.14%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-17.66%Jan 12, 2006132Jul 21, 200679Nov 10, 2006211

Volatility

Volatility Chart

The current 2 Fund Aggressive volatility is 5.88%, 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%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.88%
4.03%
2 Fund Aggressive
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.

QQQVGT
QQQ1.000.95
VGT0.951.00
The correlation results are calculated based on daily price changes starting from Feb 2, 2004
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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