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Mid Cap

Last updated Mar 2, 2024

1. Mid-Cap: VO

Asset Allocation


VO 100%EquityEquity
PositionCategory/SectorWeight
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

100%

S&P 500

Performance

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


300.00%350.00%400.00%450.00%500.00%550.00%OctoberNovemberDecember2024FebruaryMarch
553.25%
354.15%
Mid Cap
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Mar 2, 2024, the Mid Cap returned 4.11% Year-To-Date and 9.40% 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%
Mid Cap4.11%4.32%10.67%12.71%10.76%9.42%
VO
Vanguard Mid-Cap ETF
4.11%4.32%10.67%12.71%10.76%9.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.49%4.97%
2023-3.61%-4.87%-4.72%10.00%7.14%

Sharpe Ratio

The current Mid Cap Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.06

The Sharpe ratio of Mid Cap is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.06
2.44
Mid Cap
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mid Cap granted a 1.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mid Cap1.46%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VO
Vanguard Mid-Cap ETF
1.46%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%

Expense Ratio

The Mid Cap has an expense ratio of 0.04% 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%0.04%

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
Mid Cap
1.06
VO
Vanguard Mid-Cap ETF
1.06

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.90%
0
Mid Cap
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mid Cap. 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 Mid Cap was 58.89%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Mid Cap drawdown is 3.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.89%Jul 16, 2007416Mar 9, 2009485Feb 8, 2011901
-39.37%Feb 21, 202022Mar 23, 2020114Sep 2, 2020136
-27.57%Nov 17, 2021229Oct 14, 2022
-24.63%Jul 8, 201161Oct 3, 2011111Mar 13, 2012172
-21.22%Aug 30, 201880Dec 24, 201870Apr 5, 2019150

Volatility Chart

The current Mid Cap volatility is 3.54%, 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
3.54%
3.47%
Mid Cap
Benchmark (^GSPC)
Portfolio components
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