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

Advantaged Portfolio

Last updated Mar 2, 2024

ver. Dec. 09, 2023

Asset Allocation


VGSH 10%IWY 30%SCHD 30%IYW 20%SMH 10%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

IWY
iShares Russell Top 200 Growth ETF
Large Cap Growth Equities

30%

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

30%

IYW
iShares U.S. Technology ETF
Technology Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Advantaged Portfolio, 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%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
554.16%
322.67%
Advantaged Portfolio
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 Mar 2, 2024, the Advantaged Portfolio returned 8.69% Year-To-Date and 15.86% 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%
Advantaged Portfolio8.69%4.01%16.49%35.73%19.19%15.88%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%37.24%29.25%
VGSH
Vanguard Short-Term Treasury ETF
0.09%-0.03%2.62%4.51%1.19%0.99%
IYW
iShares U.S. Technology ETF
10.31%3.95%21.47%58.59%24.94%20.51%
IWY
iShares Russell Top 200 Growth ETF
10.99%4.11%19.76%49.23%20.58%16.91%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.52%11.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.16%5.05%
2023-1.24%-4.83%-2.03%9.39%5.17%

Sharpe Ratio

The current Advantaged Portfolio Sharpe ratio is 2.95. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.95

The Sharpe ratio of Advantaged Portfolio 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
2.95
2.44
Advantaged Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Advantaged Portfolio granted a 1.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Advantaged Portfolio1.68%1.72%1.73%1.22%1.59%2.18%2.05%1.73%1.79%2.09%1.72%1.77%
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%
VGSH
Vanguard Short-Term Treasury ETF
3.58%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
IYW
iShares U.S. Technology ETF
0.36%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
IWY
iShares Russell Top 200 Growth ETF
0.61%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The Advantaged Portfolio has a high expense ratio of 0.20%, indicating higher-than-average management fees. 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%0.42%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
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
Advantaged Portfolio
2.95
SMH
VanEck Vectors Semiconductor ETF
3.14
VGSH
Vanguard Short-Term Treasury ETF
1.70
IYW
iShares U.S. Technology ETF
3.43
IWY
iShares Russell Top 200 Growth ETF
3.43
SCHD
Schwab US Dividend Equity ETF
0.72

Asset Correlations Table

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

VGSHSCHDSMHIYWIWY
VGSH1.00-0.14-0.14-0.12-0.12
SCHD-0.141.000.650.670.74
SMH-0.140.651.000.840.77
IYW-0.120.670.841.000.94
IWY-0.120.740.770.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Advantaged Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Advantaged Portfolio. 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 Advantaged Portfolio was 28.21%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.21%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-27.38%Dec 28, 2021202Oct 14, 2022284Dec 1, 2023486
-18.29%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-12.27%May 28, 201563Aug 25, 201545Oct 28, 2015108
-10.63%Dec 7, 201546Feb 11, 201631Mar 29, 201677

Volatility Chart

The current Advantaged Portfolio volatility is 4.00%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
4.00%
3.47%
Advantaged Portfolio
Benchmark (^GSPC)
Portfolio components
0 comments