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Legacy Wealth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 11%RGLD 17%BRK-B 10%O 10%DVY 10%UNH 7%FPI 6%VUG 6%GPC 5%WMT 5%MSFT 5%VIG 5%AAPL 3%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
3%
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market
11%
BRK-B
Berkshire Hathaway Inc.
Financial Services
10%
DVY
iShares Select Dividend ETF
Large Cap Value Equities, Dividend
10%
FPI
Farmland Partners Inc.
Real Estate
6%
GPC
Genuine Parts Company
Consumer Cyclical
5%
MSFT
Microsoft Corporation
Technology
5%
O
Realty Income Corporation
Real Estate
10%
RGLD
Royal Gold, Inc.
Basic Materials
17%
UNH
UnitedHealth Group Incorporated
Healthcare
7%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend
5%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
6%
WMT
Walmart Inc.
Consumer Defensive
5%

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.44%
15.83%
Legacy Wealth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2014, corresponding to the inception date of FPI

Returns By Period

As of Oct 30, 2024, the Legacy Wealth returned 16.73% Year-To-Date and 13.14% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Legacy Wealth16.73%0.41%15.44%31.00%12.59%13.14%
UNH
UnitedHealth Group Incorporated
8.03%-3.39%17.12%7.68%19.14%21.34%
AAPL
Apple Inc
21.83%2.58%37.53%37.92%31.28%25.64%
BRK-B
Berkshire Hathaway Inc.
27.47%-0.62%14.59%34.74%16.48%12.52%
O
Realty Income Corporation
9.73%-3.30%15.45%38.34%-0.76%7.84%
GPC
Genuine Parts Company
-13.54%-16.96%-24.33%-5.42%5.62%4.83%
WMT
Walmart Inc.
56.98%2.41%38.53%52.38%17.75%14.73%
MSFT
Microsoft Corporation
15.50%0.92%11.35%29.02%25.92%26.89%
VIG
Vanguard Dividend Appreciation ETF
17.37%0.04%13.76%32.38%12.69%11.82%
RGLD
Royal Gold, Inc.
28.60%8.64%28.63%46.45%7.17%11.84%
AGG
iShares Core U.S. Aggregate Bond ETF
2.05%-2.62%5.41%10.61%-0.22%1.48%
FPI
Farmland Partners Inc.
-10.40%5.67%3.36%11.30%13.24%4.16%
VUG
Vanguard Growth ETF
27.96%3.66%20.44%49.80%19.22%15.61%
DVY
iShares Select Dividend ETF
16.94%-1.02%13.86%33.15%9.52%9.28%

Monthly Returns

The table below presents the monthly returns of Legacy Wealth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.91%0.18%4.54%-2.56%3.72%1.08%5.37%3.36%0.86%16.73%
20234.80%-3.80%3.56%1.99%-2.27%2.74%1.83%-3.13%-4.09%-1.17%9.40%2.09%11.65%
2022-2.80%1.88%7.90%-4.01%-2.89%-5.12%6.42%-5.05%-6.32%6.76%6.10%-2.98%-1.70%
2021-0.23%2.24%4.39%6.19%2.42%-1.69%3.12%0.03%-6.08%5.96%-0.77%5.56%22.43%
2020-1.06%-8.15%-10.01%14.63%4.06%0.10%5.80%3.93%-3.70%-2.29%6.79%2.06%10.11%
20195.68%0.62%4.28%0.70%-2.89%7.51%1.45%3.14%0.68%1.84%2.06%2.46%30.83%
20183.95%-5.56%0.84%0.32%2.54%1.34%-0.07%2.35%-0.06%-1.27%0.85%-3.06%1.82%
20173.73%0.85%0.67%1.03%2.25%-0.48%3.38%2.47%-0.46%0.82%3.24%0.70%19.66%
2016-3.09%9.93%7.09%2.46%-0.78%8.36%5.13%-3.28%1.09%-4.17%2.42%0.11%26.93%
20152.90%1.48%-2.46%-0.29%-0.14%-2.14%-1.37%-5.07%0.14%3.71%-3.57%0.12%-6.83%
20142.95%-0.26%4.53%-1.95%4.23%-4.20%1.64%5.15%0.09%12.43%

Expense Ratio

Legacy Wealth has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Legacy Wealth is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Legacy Wealth is 5656
Combined Rank
The Sharpe Ratio Rank of Legacy Wealth is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of Legacy Wealth is 5252Sortino Ratio Rank
The Omega Ratio Rank of Legacy Wealth is 5757Omega Ratio Rank
The Calmar Ratio Rank of Legacy Wealth is 4848Calmar Ratio Rank
The Martin Ratio Rank of Legacy Wealth is 7171Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


Legacy Wealth
Sharpe ratio
The chart of Sharpe ratio for Legacy Wealth, currently valued at 3.00, compared to the broader market0.002.004.006.003.00
Sortino ratio
The chart of Sortino ratio for Legacy Wealth, currently valued at 4.08, compared to the broader market-2.000.002.004.006.004.08
Omega ratio
The chart of Omega ratio for Legacy Wealth, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for Legacy Wealth, currently valued at 2.92, compared to the broader market0.005.0010.002.92
Martin ratio
The chart of Martin ratio for Legacy Wealth, currently valued at 21.86, compared to the broader market0.0010.0020.0030.0040.0050.0060.0021.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
UNH
UnitedHealth Group Incorporated
0.370.671.090.441.17
AAPL
Apple Inc
1.762.521.322.395.67
BRK-B
Berkshire Hathaway Inc.
2.783.681.484.1513.56
O
Realty Income Corporation
1.572.201.290.884.64
GPC
Genuine Parts Company
-0.17-0.011.00-0.14-0.50
WMT
Walmart Inc.
2.883.781.595.0115.06
MSFT
Microsoft Corporation
1.692.261.292.065.37
VIG
Vanguard Dividend Appreciation ETF
3.444.791.643.9123.21
RGLD
Royal Gold, Inc.
1.722.371.291.587.92
AGG
iShares Core U.S. Aggregate Bond ETF
1.722.541.310.606.72
FPI
Farmland Partners Inc.
0.390.741.090.280.70
VUG
Vanguard Growth ETF
3.133.941.563.0015.90
DVY
iShares Select Dividend ETF
2.673.731.472.0616.41

Sharpe Ratio

The current Legacy Wealth Sharpe ratio is 3.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Legacy Wealth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00MayJuneJulyAugustSeptemberOctober
3.00
3.43
Legacy Wealth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Legacy Wealth provided a 2.16% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Legacy Wealth2.16%2.17%1.88%1.61%1.88%1.89%2.44%2.18%2.25%2.42%2.10%2.22%
UNH
UnitedHealth Group Incorporated
1.42%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
AAPL
Apple Inc
0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
BRK-B
Berkshire Hathaway 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%
O
Realty Income Corporation
5.15%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
GPC
Genuine Parts Company
3.37%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
WMT
Walmart Inc.
0.99%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
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%
VIG
Vanguard Dividend Appreciation ETF
1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
RGLD
Royal Gold, Inc.
1.04%1.24%1.24%1.14%1.05%0.87%1.17%1.17%1.45%1.81%1.36%2.19%
AGG
iShares Core U.S. Aggregate Bond ETF
3.57%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
FPI
Farmland Partners Inc.
4.09%3.58%1.84%1.67%2.30%2.86%7.69%5.78%4.49%4.47%3.08%0.00%
VUG
Vanguard Growth ETF
0.50%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
DVY
iShares Select Dividend ETF
3.50%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.02%
-0.54%
Legacy Wealth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Legacy Wealth. 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 Legacy Wealth was 28.39%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Legacy Wealth drawdown is 2.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.39%Feb 21, 202022Mar 23, 202082Jul 20, 2020104
-19.91%Jan 27, 2015248Jan 20, 201647Mar 29, 2016295
-18.78%Apr 21, 2022123Oct 14, 2022292Dec 13, 2023415
-9.37%Nov 9, 201830Dec 24, 201825Jan 31, 201955
-9.03%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147

Volatility

Volatility Chart

The current Legacy Wealth volatility is 2.52%, 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%MayJuneJulyAugustSeptemberOctober
2.52%
2.71%
Legacy Wealth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

AGGRGLDFPIWMTOUNHAAPLGPCMSFTBRK-BDVYVUGVIG
AGG1.000.270.020.000.25-0.040.01-0.070.03-0.13-0.020.030.00
RGLD0.271.000.110.100.190.070.100.070.120.060.180.170.17
FPI0.020.111.000.120.270.140.190.240.170.240.340.250.29
WMT0.000.100.121.000.240.290.260.320.300.370.390.350.48
O0.250.190.270.241.000.240.200.340.250.290.470.310.43
UNH-0.040.070.140.290.241.000.310.360.330.440.430.400.51
AAPL0.010.100.190.260.200.311.000.330.620.410.400.740.57
GPC-0.070.070.240.320.340.360.331.000.340.560.670.470.66
MSFT0.030.120.170.300.250.330.620.341.000.430.420.800.66
BRK-B-0.130.060.240.370.290.440.410.560.431.000.730.550.73
DVY-0.020.180.340.390.470.430.400.670.420.731.000.580.81
VUG0.030.170.250.350.310.400.740.470.800.550.581.000.82
VIG0.000.170.290.480.430.510.570.660.660.730.810.821.00
The correlation results are calculated based on daily price changes starting from Apr 14, 2014