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portfolio1-oi

Last updated Sep 21, 2023

Asset Allocation


IVV 33.33%VUG 33.33%VIG 33.33%EquityEquity
PositionCategory/SectorWeight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities33.33%
VUG
Vanguard Growth ETF
Large Cap Growth Equities33.33%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in portfolio1-oi, 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%AprilMayJuneJulyAugustSeptember
11.85%
10.86%
portfolio1-oi
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the portfolio1-oi returned 17.81% Year-To-Date and 12.24% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
portfolio1-oi0.30%12.47%17.81%19.11%11.01%12.28%
IVV
iShares Core S&P 500 ETF
0.50%12.44%16.04%18.16%10.38%12.04%
VUG
Vanguard Growth ETF
0.14%16.16%31.27%23.40%12.66%13.77%
VIG
Vanguard Dividend Appreciation ETF
0.25%8.84%6.67%14.72%9.43%10.72%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VIGVUGIVV
VIG1.000.880.94
VUG0.881.000.95
IVV0.940.951.00

Sharpe Ratio

The current portfolio1-oi Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.96

The Sharpe ratio of portfolio1-oi 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.96
0.82
portfolio1-oi
Benchmark (^GSPC)
Portfolio components

Dividend yield

portfolio1-oi granted a 1.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
portfolio1-oi1.25%1.45%1.10%1.34%1.64%2.00%1.74%2.05%2.23%1.92%1.90%2.38%
IVV
iShares Core S&P 500 ETF
1.49%1.68%1.23%1.63%2.10%2.38%1.93%2.25%2.59%2.14%2.15%2.55%
VUG
Vanguard Growth ETF
0.75%0.71%0.48%0.67%0.98%1.37%1.20%1.47%1.40%1.31%1.32%1.69%
VIG
Vanguard Dividend Appreciation ETF
1.49%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%

Expense Ratio

The portfolio1-oi has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
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
IVV
iShares Core S&P 500 ETF
0.85
VUG
Vanguard Growth ETF
0.94
VIG
Vanguard Dividend Appreciation ETF
0.77

Drawdowns Chart

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


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-7.12%
-8.22%
portfolio1-oi
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the portfolio1-oi. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the portfolio1-oi is 50.79%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.79%Oct 10, 2007355Mar 9, 2009538Apr 26, 2011893
-32.43%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-26.59%Dec 30, 2021198Oct 12, 2022
-19.39%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-17.94%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility Chart

The current portfolio1-oi volatility is 3.37%, 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%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.37%
3.27%
portfolio1-oi
Benchmark (^GSPC)
Portfolio components