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Dmitry's
Performance
Risk-Adjusted Performance
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 68.57%XLG 31.43%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

68.57%

XLG
Invesco S&P 500® Top 50 ETF
Large Cap Growth Equities

31.43%

S&P 500

Transactions


DateTypeSymbolQuantityPrice
Jan 24, 2024BuyInvesco S&P 500® Top 50 ETF3$39.49
Dec 14, 2023BuyiShares 20+ Year Treasury Bond ETF3$97.74

1–2 of 2

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dmitry's, 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%Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
-6.49%
7.72%
Dmitry's
Benchmark (^GSPC)
Portfolio components

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Dmitry's-7.56%-4.72%N/AN/AN/AN/A
TLT
iShares 20+ Year Treasury Bond ETF
-9.08%-4.95%6.37%-12.42%-4.17%0.20%
XLG
Invesco S&P 500® Top 50 ETF
8.43%-3.50%20.33%31.73%15.53%14.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.55%-0.01%0.95%
20231.17%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for XLG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Dmitry's
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TLT
iShares 20+ Year Treasury Bond ETF
-0.67-0.860.91-0.24-1.10
XLG
Invesco S&P 500® Top 50 ETF
2.333.321.411.9513.19

Sharpe Ratio


Chart placeholderNot enough data

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
-9.06%
-3.50%
Dmitry's
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dmitry's. 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 Dmitry's was 9.66%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current Dmitry's drawdown is 9.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.66%Dec 28, 202378Apr 19, 2024
-1.09%Dec 21, 20232Dec 22, 20232Dec 27, 20234
-0.8%Dec 18, 20231Dec 18, 20232Dec 20, 20233

Volatility

Volatility Chart

The current Dmitry's volatility is 3.14%, 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%2.50%3.00%3.50%4.00%Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
3.14%
3.58%
Dmitry's
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.

TLTXLG
TLT1.00-0.01
XLG-0.011.00