PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

3 Fund Aggressive

Last updated Mar 2, 2024

Asset Allocation


VGT 50%QQQ 50%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

50%

QQQ
Invesco QQQ
Large Cap Blend Equities

50%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 3 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


200.00%400.00%600.00%800.00%1,000.00%1,200.00%OctoberNovemberDecember2024FebruaryMarch
1,247.52%
354.15%
3 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

As of Mar 2, 2024, the 3 Fund Aggressive returned 8.89% Year-To-Date and 19.31% 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%
3 Fund Aggressive8.89%4.13%18.53%48.49%22.68%19.36%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.67%20.38%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.32%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.93%5.06%
2023-1.83%-5.80%-1.89%12.06%5.25%

Sharpe Ratio

The current 3 Fund Aggressive Sharpe ratio is 3.10. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.10

The Sharpe ratio of 3 Fund Aggressive is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.10
2.44
3 Fund Aggressive
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 Fund Aggressive granted a 0.58% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3 Fund Aggressive0.58%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
0.59%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
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The 3 Fund Aggressive 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.


0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.10%

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
3 Fund Aggressive
3.10
VGT
Vanguard Information Technology ETF
2.89
QQQ
Invesco QQQ
3.28

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

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
3 Fund Aggressive
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 3 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 3 Fund Aggressive was 54.02%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.


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 Chart

The current 3 Fund Aggressive volatility is 5.09%, 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
5.09%
3.47%
3 Fund Aggressive
Benchmark (^GSPC)
Portfolio components
0 comments