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Etrade auto

Last updated Mar 2, 2024

Asset Allocation


XLK 25%SFLNX 15%QQQ 15%XLV 15%SCHD 10%VYM 10%DGRO 10%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities

25%

SFLNX
Schwab Fundamental US Large Company Index Fund
Large Cap Value Equities

15%

QQQ
Invesco QQQ
Large Cap Blend Equities

15%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

15%

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

10%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

10%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
284.48%
166.15%
Etrade auto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

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%
Etrade auto6.70%3.20%13.80%28.14%17.45%N/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.52%11.35%
VYM
Vanguard High Dividend Yield ETF
4.06%2.68%9.39%10.61%9.90%9.82%
SFLNX
Schwab Fundamental US Large Company Index Fund
4.90%2.74%11.88%18.57%14.18%11.31%
DGRO
iShares Core Dividend Growth ETF
5.05%2.74%10.03%14.54%11.98%N/A
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.66%18.26%
XLV
Health Care Select Sector SPDR Fund
7.30%3.06%10.50%15.19%12.10%11.10%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.87%20.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.70%3.76%
2023-1.69%-4.53%-2.08%8.89%5.03%

Sharpe Ratio

The current Etrade auto Sharpe ratio is 2.63. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.63

The Sharpe ratio of Etrade auto 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
2.63
2.44
Etrade auto
Benchmark (^GSPC)
Portfolio components

Dividend yield

Etrade auto granted a 1.62% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Etrade auto1.62%1.70%1.79%1.89%2.32%2.35%3.12%1.93%2.72%2.53%2.13%1.56%
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%
VYM
Vanguard High Dividend Yield ETF
2.99%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
SFLNX
Schwab Fundamental US Large Company Index Fund
1.77%1.86%2.09%4.78%6.17%5.33%9.69%3.28%7.23%5.68%4.28%1.51%
DGRO
iShares Core Dividend Growth ETF
2.33%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
XLV
Health Care Select Sector SPDR Fund
1.48%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%

Expense Ratio

The Etrade auto 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.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

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
Etrade auto
2.63
SCHD
Schwab US Dividend Equity ETF
0.72
VYM
Vanguard High Dividend Yield ETF
1.05
SFLNX
Schwab Fundamental US Large Company Index Fund
1.70
DGRO
iShares Core Dividend Growth ETF
1.52
QQQ
Invesco QQQ
3.28
XLV
Health Care Select Sector SPDR Fund
1.54
XLK
Technology Select Sector SPDR Fund
3.19

Asset Correlations Table

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

XLVQQQXLKSCHDVYMSFLNXDGRO
XLV1.000.650.610.700.720.690.76
QQQ0.651.000.960.670.670.740.75
XLK0.610.961.000.690.680.750.76
SCHD0.700.670.691.000.970.930.95
VYM0.720.670.680.971.000.960.96
SFLNX0.690.740.750.930.961.000.95
DGRO0.760.750.760.950.960.951.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the Etrade auto. 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 Etrade auto was 31.89%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.89%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-22.73%Dec 30, 2021198Oct 12, 2022190Jul 18, 2023388
-19.26%Oct 4, 201856Dec 24, 201870Apr 5, 2019126
-12.45%Jul 21, 201526Aug 25, 201549Nov 3, 201575
-11.68%Nov 4, 201568Feb 11, 201637Apr 6, 2016105

Volatility Chart

The current Etrade auto volatility is 3.18%, 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%OctoberNovemberDecember2024FebruaryMarch
3.18%
3.47%
Etrade auto
Benchmark (^GSPC)
Portfolio components
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