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Invest

Last updated Mar 2, 2024

Asset Allocation


QQQM 22%VTI 22%SCHD 22%SMH 10%PYPL 2%VICI 2%DKNG 2%DIS 2%PLTR 2%SOFI 2%ELF 2%VNQ 10%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

22%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

22%

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

22%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

PYPL
PayPal Holdings, Inc.
Financial Services

2%

VICI
VICI Properties Inc.
Real Estate

2%

DKNG
DraftKings Inc.
Consumer Cyclical

2%

DIS
The Walt Disney Company
Communication Services

2%

PLTR
Palantir Technologies Inc.
Technology

2%

SOFI
SoFi Technologies, Inc.
Financial Services

2%

ELF
e.l.f. Beauty, Inc.
Consumer Defensive

2%

VNQ
Vanguard Real Estate ETF
REIT

10%

S&P 500

Performance

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


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
50.46%
41.84%
Invest
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns


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%
Invest8.98%5.88%17.48%34.77%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.89%11.99%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.46%6.04%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.55%29.36%
PYPL
PayPal Holdings, Inc.
-1.42%-3.01%-4.77%-20.64%-9.34%N/A
VICI
VICI Properties Inc.
-7.21%-3.18%-1.98%-8.74%12.74%N/A
DKNG
DraftKings Inc.
23.49%4.66%46.86%128.62%N/AN/A
DIS
The Walt Disney Company
23.99%15.26%37.57%11.05%-0.06%4.10%
PLTR
Palantir Technologies Inc.
45.20%46.47%64.23%199.28%N/AN/A
SOFI
SoFi Technologies, Inc.
-9.65%14.09%2.28%33.78%N/AN/A
ELF
e.l.f. Beauty, Inc.
50.62%28.06%58.72%189.13%93.91%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%6.84%
2023-3.21%-5.31%-3.65%11.13%6.46%

Sharpe Ratio

The current Invest Sharpe ratio is 2.46. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.46

The Sharpe ratio of Invest 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.46
2.44
Invest
Benchmark (^GSPC)
Portfolio components

Dividend yield

Invest granted a 1.74% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Invest1.74%1.79%2.02%1.42%1.67%2.10%2.11%1.69%1.73%1.94%1.58%1.69%
QQQM
Invesco NASDAQ 100 ETF
0.60%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
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%
VNQ
Vanguard Real Estate ETF
4.03%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
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%
PYPL
PayPal Holdings, 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%
VICI
VICI Properties Inc.
5.44%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%0.00%
DKNG
DraftKings 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%
DIS
The Walt Disney Company
0.27%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
PLTR
Palantir Technologies 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%
SOFI
SoFi Technologies, 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%
ELF
e.l.f. Beauty, 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%

Expense Ratio

The Invest features an expense ratio of 0.10%, falling within the medium range. 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%0.35%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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
Invest
2.46
QQQM
Invesco NASDAQ 100 ETF
3.28
VTI
Vanguard Total Stock Market ETF
2.31
SCHD
Schwab US Dividend Equity ETF
0.72
VNQ
Vanguard Real Estate ETF
0.35
SMH
VanEck Vectors Semiconductor ETF
3.14
PYPL
PayPal Holdings, Inc.
-0.46
VICI
VICI Properties Inc.
-0.39
DKNG
DraftKings Inc.
2.83
DIS
The Walt Disney Company
0.50
PLTR
Palantir Technologies Inc.
3.17
SOFI
SoFi Technologies, Inc.
0.58
ELF
e.l.f. Beauty, Inc.
3.77

Asset Correlations Table

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

ELFVICIDKNGSOFIPLTRDISVNQPYPLSCHDSMHQQQMVTI
ELF1.000.330.350.340.320.370.370.390.440.440.480.53
VICI0.331.000.360.400.320.440.730.430.580.390.460.59
DKNG0.350.361.000.510.560.480.340.520.370.480.550.56
SOFI0.340.400.511.000.580.430.410.540.360.490.540.55
PLTR0.320.320.560.581.000.420.380.550.330.540.600.58
DIS0.370.440.480.430.421.000.520.500.590.490.580.67
VNQ0.370.730.340.410.380.521.000.470.710.470.570.72
PYPL0.390.430.520.540.550.500.471.000.460.580.690.68
SCHD0.440.580.370.360.330.590.710.461.000.570.620.83
SMH0.440.390.480.490.540.490.470.580.571.000.870.80
QQQM0.480.460.550.540.600.580.570.690.620.871.000.92
VTI0.530.590.560.550.580.670.720.680.830.800.921.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the Invest. 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 Invest was 30.00%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30%Nov 9, 2021235Oct 14, 2022292Dec 13, 2023527
-6.37%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-6.11%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-5.62%Apr 27, 202112May 12, 202113Jun 1, 202125
-3.29%Jul 13, 20215Jul 19, 20214Jul 23, 20219

Volatility Chart

The current Invest volatility is 4.11%, 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
4.11%
3.47%
Invest
Benchmark (^GSPC)
Portfolio components
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