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Current setup

Last updated Feb 21, 2024

Starting new this year.

Asset Allocation


VGT 40%VOO 30%SCHD 20%AMZN 10%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
15.73%
13.40%
Current setup
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 21, 2024, the Current setup returned 4.13% Year-To-Date and 17.08% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Current setup4.13%2.00%15.73%30.74%17.94%17.08%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%
VGT
Vanguard Information Technology ETF
3.92%0.66%18.75%40.56%22.66%19.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.55%
20233.22%-1.34%-5.67%-1.62%10.33%4.99%

Sharpe Ratio

The current Current setup Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.06

The Sharpe ratio of Current setup 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.06
1.75
Current setup
Benchmark (^GSPC)
Portfolio components

Dividend yield

Current setup granted a 1.36% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current setup1.36%1.39%1.55%1.19%1.42%1.60%1.75%1.45%1.71%1.74%1.53%1.47%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
AMZN
Amazon.com, 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%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Expense Ratio

The Current setup 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.


0.10%
0.00%2.15%
0.06%
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
VOO
Vanguard S&P 500 ETF
1.91
SCHD
Schwab US Dividend Equity ETF
0.33
AMZN
Amazon.com, Inc.
2.30
VGT
Vanguard Information Technology ETF
2.15

Asset Correlations Table

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

AMZNSCHDVGTVOO
AMZN1.000.440.670.63
SCHD0.441.000.700.88
VGT0.670.701.000.89
VOO0.630.880.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.10%
-1.08%
Current setup
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Current setup. 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 Current setup was 30.53%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current Current setup drawdown is 2.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-27.83%Dec 28, 2021202Oct 14, 2022289Dec 8, 2023491
-21.68%Oct 2, 201858Dec 24, 201870Apr 5, 2019128
-14.26%Dec 2, 201549Feb 11, 201672May 25, 2016121
-11.88%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility Chart

The current Current setup volatility is 4.13%, 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%SeptemberOctoberNovemberDecember2024February
4.13%
3.37%
Current setup
Benchmark (^GSPC)
Portfolio components
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