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Combined First Goal
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


HYG 10%BTC-USD 10%SCHD 30%VTI 10%VGT 10%QYLD 10%VNQ 10%SVOL 10%BondBondCryptocurrencyCryptocurrencyEquityEquityReal EstateReal EstateVolatilityVolatility
PositionCategory/SectorWeight
BTC-USD
Bitcoin

10%

HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

10%

QYLD
Global X NASDAQ 100 Covered Call ETF
Derivative Income

10%

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

30%

SVOL
Simplify Volatility Premium ETF
Volatility, Actively Managed

10%

VGT
Vanguard Information Technology ETF
Technology Equities

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Combined First Goal, 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%25.00%30.00%NovemberDecember2024FebruaryMarchApril
21.88%
17.58%
Combined First Goal
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Combined First Goal5.29%-3.64%21.88%22.84%N/AN/A
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%19.03%19.45%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
QYLD
Global X NASDAQ 100 Covered Call ETF
2.70%-3.52%9.71%12.51%6.22%7.26%
SVOL
Simplify Volatility Premium ETF
-0.13%-3.23%8.27%16.34%N/AN/A
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.17%5.01%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.26%-1.71%8.91%7.56%2.49%3.11%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.30%6.60%4.43%
2023-3.34%0.71%7.60%6.03%

Expense Ratio

The Combined First Goal 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%0.60%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Combined First Goal
Sharpe ratio
The chart of Sharpe ratio for Combined First Goal, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.002.16
Sortino ratio
The chart of Sortino ratio for Combined First Goal, currently valued at 3.05, compared to the broader market-2.000.002.004.006.003.05
Omega ratio
The chart of Omega ratio for Combined First Goal, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Combined First Goal, currently valued at 0.70, compared to the broader market0.002.004.006.008.000.70
Martin ratio
The chart of Martin ratio for Combined First Goal, currently valued at 11.85, compared to the broader market0.0010.0020.0030.0040.0011.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.432.061.250.456.34
VGT
Vanguard Information Technology ETF
1.151.651.200.695.91
SCHD
Schwab US Dividend Equity ETF
0.711.091.130.142.61
QYLD
Global X NASDAQ 100 Covered Call ETF
0.971.321.200.324.25
SVOL
Simplify Volatility Premium ETF
1.391.871.250.566.93
VNQ
Vanguard Real Estate ETF
-0.16-0.090.990.01-0.56
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.382.171.260.206.73
BTC-USD
Bitcoin
4.093.991.462.2429.69

Sharpe Ratio

The current Combined First Goal Sharpe ratio is 2.16. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.16

The Sharpe ratio of Combined First Goal 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 Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.16
1.66
Combined First Goal
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Combined First Goal granted a 5.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Combined First Goal5.17%5.04%5.34%3.43%3.17%3.00%3.52%2.76%3.11%3.14%3.08%2.06%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.98%11.78%13.26%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%0.00%
SVOL
Simplify Volatility Premium ETF
16.77%16.36%18.21%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.93%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%6.10%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.69%
-5.46%
Combined First Goal
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Combined First Goal. 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 Combined First Goal was 26.69%, occurring on Oct 12, 2022. Recovery took 427 trading sessions.

The current Combined First Goal drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.69%Nov 9, 2021338Oct 12, 2022427Dec 13, 2023765
-6.22%Sep 7, 202115Sep 21, 202124Oct 15, 202139
-5.72%Apr 1, 202417Apr 17, 2024
-3.62%May 15, 20215May 19, 202125Jun 13, 202130
-3.42%Jun 15, 202135Jul 19, 20216Jul 25, 202141

Volatility

Volatility Chart

The current Combined First Goal volatility is 3.19%, 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%NovemberDecember2024FebruaryMarchApril
3.19%
3.15%
Combined First Goal
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.

BTC-USDSVOLVNQHYGSCHDQYLDVGTVTI
BTC-USD1.000.210.210.270.240.280.300.30
SVOL0.211.000.450.500.530.600.570.63
VNQ0.210.451.000.590.680.500.530.67
HYG0.270.500.591.000.590.550.640.68
SCHD0.240.530.680.591.000.550.590.79
QYLD0.280.600.500.550.551.000.860.81
VGT0.300.570.530.640.590.861.000.87
VTI0.300.630.670.680.790.810.871.00