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Pro 4.0

Last updated Dec 2, 2023

Asset Allocation


VOO 20%QQQ 20%XLK 15%SMH 15%BRK-B 15%SCHD 5%TECB 5%NVDA 1%MSFT 1%AAPL 1%GOOGL 1%META 1%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities20%
QQQ
Invesco QQQ
Large Cap Blend Equities20%
XLK
Technology Select Sector SPDR Fund
Technology Equities15%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities15%
BRK-B
Berkshire Hathaway Inc.
Financial Services15%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend5%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
Technology Equities5%
NVDA
NVIDIA Corporation
Technology1%
MSFT
Microsoft Corporation
Technology1%
AAPL
Apple Inc.
Technology1%
GOOGL
Alphabet Inc.
Communication Services1%
META
Meta Platforms, Inc.
Communication Services1%

Performance

The chart shows the growth of an initial investment of $10,000 in Pro 4.0, 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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
85.39%
39.73%
Pro 4.0
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 13, 2020, corresponding to the inception date of TECB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Pro 4.039.32%7.20%9.82%30.33%N/AN/A
VOO
Vanguard S&P 500 ETF
21.50%8.61%8.10%14.52%12.67%11.94%
QQQ
Invesco QQQ
47.08%9.24%10.26%33.66%19.00%17.47%
XLK
Technology Select Sector SPDR Fund
50.10%11.01%11.67%37.58%23.62%19.96%
SMH
VanEck Vectors Semiconductor ETF
58.80%13.15%10.26%45.23%31.05%26.51%
SCHD
Schwab US Dividend Equity ETF
-0.57%7.34%4.56%-4.12%10.96%10.76%
BRK-B
Berkshire Hathaway Inc.
15.59%3.87%8.37%13.05%10.37%12.04%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
49.57%12.59%11.92%37.64%N/AN/A
NVDA
NVIDIA Corporation
220.12%10.49%18.94%173.02%63.21%62.31%
MSFT
Microsoft Corporation
57.55%8.44%12.12%48.35%28.94%27.84%
AAPL
Apple Inc.
48.01%10.07%5.97%29.67%34.94%26.90%
GOOGL
Alphabet Inc.
49.45%4.28%5.77%30.57%18.94%17.50%
META
Meta Platforms, Inc.
169.92%4.16%19.15%169.69%18.26%21.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.99%6.07%3.86%-1.11%-5.17%-2.21%10.66%

Sharpe Ratio

The current Pro 4.0 Sharpe ratio is 1.74. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.74

The Sharpe ratio of Pro 4.0 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.74
0.91
Pro 4.0
Benchmark (^GSPC)
Portfolio components

Dividend yield

Pro 4.0 granted a 0.95% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Pro 4.00.95%1.23%0.75%0.98%1.77%1.59%1.32%1.31%1.73%1.45%1.48%2.25%
VOO
Vanguard S&P 500 ETF
1.48%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%2.18%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
XLK
Technology Select Sector SPDR Fund
0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%1.74%
SMH
VanEck Vectors Semiconductor ETF
1.49%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%7.44%
SCHD
Schwab US Dividend Equity ETF
3.58%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
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%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
0.29%0.61%0.35%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%0.61%
MSFT
Microsoft Corporation
0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
AAPL
Apple Inc.
0.50%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
GOOGL
Alphabet 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%
META
Meta Platforms, 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 Pro 4.0 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.13%
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
1.06
QQQ
Invesco QQQ
1.80
XLK
Technology Select Sector SPDR Fund
1.91
SMH
VanEck Vectors Semiconductor ETF
1.58
SCHD
Schwab US Dividend Equity ETF
-0.30
BRK-B
Berkshire Hathaway Inc.
0.85
TECB
iShares U.S. Tech Breakthrough Multisector ETF
1.90
NVDA
NVIDIA Corporation
3.51
MSFT
Microsoft Corporation
1.86
AAPL
Apple Inc.
1.38
GOOGL
Alphabet Inc.
1.00
META
Meta Platforms, Inc.
4.24

Asset Correlations Table

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

BRK-BSCHDMETANVDAGOOGLAAPLMSFTSMHTECBVOOXLKQQQ
BRK-B1.000.800.360.360.450.450.420.460.470.720.530.51
SCHD0.801.000.420.430.510.520.490.600.600.840.640.61
META0.360.421.000.610.700.610.650.620.740.670.700.76
NVDA0.360.430.611.000.640.650.700.860.820.690.820.82
GOOGL0.450.510.700.641.000.680.770.680.770.760.780.82
AAPL0.450.520.610.650.681.000.750.690.780.770.870.85
MSFT0.420.490.650.700.770.751.000.710.830.780.890.87
SMH0.460.600.620.860.680.690.711.000.860.800.880.87
TECB0.470.600.740.820.770.780.830.861.000.880.940.96
VOO0.720.840.670.690.760.770.780.800.881.000.910.91
XLK0.530.640.700.820.780.870.890.880.940.911.000.97
QQQ0.510.610.760.820.820.850.870.870.960.910.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.28%
-4.21%
Pro 4.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Pro 4.0. 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 Pro 4.0 was 30.57%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.57%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-30.53%Dec 28, 2021200Oct 12, 2022169Jun 15, 2023369
-10.4%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-9.86%Aug 1, 202363Oct 27, 202312Nov 14, 202375
-6.95%Feb 17, 202112Mar 4, 202120Apr 1, 202132

Volatility Chart

The current Pro 4.0 volatility is 3.41%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.41%
2.79%
Pro 4.0
Benchmark (^GSPC)
Portfolio components
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