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Generic
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPLG 50%SCHD 20%COWZ 10%XMMO 10%QQQ 10%EquityEquity
PositionCategory/SectorWeight
COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

10%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

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

20%

SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities

50%

XMMO
Invesco S&P MidCap Momentum ETF
Mid Cap Growth Equities

10%

S&P 500

Performance

Performance Chart

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


80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
166.34%
119.54%
Generic
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Generic5.27%-4.95%18.91%22.03%13.59%N/A
COWZ
Pacer US Cash Cows 100 ETF
6.55%-3.41%14.42%19.74%15.60%N/A
XMMO
Invesco S&P MidCap Momentum ETF
18.82%-6.85%40.37%41.75%13.62%14.26%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.92%
SPLG
SPDR Portfolio S&P 500 ETF
4.54%-5.02%18.43%21.99%12.97%12.48%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.36%5.40%4.32%
2023-4.17%-2.91%8.29%5.36%

Expense Ratio

The Generic features an expense ratio of 0.13%, 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%0.49%
0.50%1.00%1.50%2.00%0.33%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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.


Generic
Sharpe ratio
The chart of Sharpe ratio for Generic, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for Generic, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for Generic, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Generic, currently valued at 1.65, compared to the broader market0.002.004.006.008.001.65
Martin ratio
The chart of Martin ratio for Generic, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COWZ
Pacer US Cash Cows 100 ETF
1.342.011.221.656.45
XMMO
Invesco S&P MidCap Momentum ETF
2.423.481.411.8015.03
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SPLG
SPDR Portfolio S&P 500 ETF
1.832.661.321.577.66
QQQ
Invesco QQQ
1.902.671.321.389.67

Sharpe Ratio

The current Generic Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.82

The Sharpe ratio of Generic 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.82
1.66
Generic
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Generic granted a 1.70% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Generic1.70%1.75%1.94%1.41%1.77%1.82%2.00%1.70%1.70%1.75%1.69%1.58%
COWZ
Pacer US Cash Cows 100 ETF
1.87%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
XMMO
Invesco S&P MidCap Momentum ETF
0.47%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%1.30%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SPLG
SPDR Portfolio S&P 500 ETF
1.42%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.55%
-5.46%
Generic
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Generic. 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 Generic was 33.67%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Generic drawdown is 5.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.67%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.41%Jan 5, 2022186Sep 30, 2022300Dec 11, 2023486
-19.94%Sep 21, 201865Dec 24, 201868Apr 3, 2019133
-10%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-9.01%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Generic volatility is 3.11%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.11%
3.15%
Generic
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.

QQQXMMOSCHDCOWZSPLG
QQQ1.000.730.630.620.90
XMMO0.731.000.700.760.81
SCHD0.630.701.000.860.83
COWZ0.620.760.861.000.80
SPLG0.900.810.830.801.00