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Greg Simple Index

Last updated Mar 2, 2024

Asset Allocation


SWTSX 30%AAPL 15%MSFT 15%VOO 10%SMH 10%GOOG 10%VONG 10%EquityEquity
PositionCategory/SectorWeight
SWTSX
Schwab Total Stock Market Index Fund
Large Cap Blend Equities

30%

AAPL
Apple Inc.
Technology

15%

MSFT
Microsoft Corporation
Technology

15%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

GOOG
Alphabet Inc.
Communication Services

10%

VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Greg Simple Index, 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
501.03%
171.98%
Greg Simple Index
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


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%
Greg Simple Index7.00%2.88%14.98%40.49%23.55%N/A
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.70%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.85%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%37.24%29.36%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.07%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
VONG
Vanguard Russell 1000 Growth ETF
10.57%4.34%19.43%44.40%19.09%15.62%
SWTSX
Schwab Total Stock Market Index Fund
7.46%3.98%14.39%27.16%14.20%11.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.66%4.52%
2023-1.73%-5.43%-1.04%10.65%3.99%

Sharpe Ratio

The current Greg Simple Index Sharpe ratio is 2.93. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.93

The Sharpe ratio of Greg Simple Index 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.93
2.44
Greg Simple Index
Benchmark (^GSPC)
Portfolio components

Dividend yield

Greg Simple Index granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Greg Simple Index0.82%0.88%1.25%0.90%1.09%1.80%1.99%1.63%1.85%2.26%1.85%1.91%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
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%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
GOOG
Alphabet 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%
VONG
Vanguard Russell 1000 Growth ETF
0.64%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
SWTSX
Schwab Total Stock Market Index Fund
1.31%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%2.23%1.95%

Expense Ratio

The Greg Simple Index has an expense ratio of 0.06% which is considered to be low. 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%0.03%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.03%

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
Greg Simple Index
2.93
VOO
Vanguard S&P 500 ETF
2.61
AAPL
Apple Inc.
1.27
SMH
VanEck Vectors Semiconductor ETF
3.14
MSFT
Microsoft Corporation
3.10
GOOG
Alphabet Inc.
1.88
VONG
Vanguard Russell 1000 Growth ETF
3.18
SWTSX
Schwab Total Stock Market Index Fund
2.32

Asset Correlations Table

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

AAPLGOOGSMHMSFTSWTSXVOOVONG
AAPL1.000.590.630.630.670.690.75
GOOG0.591.000.590.690.690.710.76
SMH0.630.591.000.650.770.760.79
MSFT0.630.690.651.000.720.750.81
SWTSX0.670.690.770.721.000.990.93
VOO0.690.710.760.750.991.000.94
VONG0.750.760.790.810.930.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Greg Simple Index
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Greg Simple Index. 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 Greg Simple Index was 31.87%, occurring on Mar 23, 2020. Recovery took 64 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.87%Feb 20, 202023Mar 23, 202064Jun 23, 202087
-29.84%Dec 28, 2021216Nov 3, 2022259Nov 15, 2023475
-22.34%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-13.93%Dec 7, 201546Feb 11, 2016108Jul 18, 2016154
-13.68%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility Chart

The current Greg Simple Index volatility is 4.15%, 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
4.15%
3.47%
Greg Simple Index
Benchmark (^GSPC)
Portfolio components
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