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D5fdT68s_$_36.78%

Last updated Dec 7, 2023

Asset Allocation


TLT 15%BTC-USD 15%ETH-USD 10%^NDX 35%GOOGL 5%MSFT 5%JPM 5%MCD 5%VNQ 5%BondBondCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds15%
BTC-USD
Bitcoin
15%
ETH-USD
Ethereum
10%
^NDX
NASDAQ 100
35%
GOOGL
Alphabet Inc.
Communication Services5%
MSFT
Microsoft Corporation
Technology5%
JPM
JPMorgan Chase & Co.
Financial Services5%
MCD
McDonald's Corporation
Consumer Cyclical5%
VNQ
Vanguard Real Estate ETF
REIT5%

Performance

The chart shows the growth of an initial investment of $10,000 in D5fdT68s_$_36.78%, 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%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.43%
5.95%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
D5fdT68s_$_36.78%52.16%9.25%15.43%45.81%23.94%N/A
GOOGL
Alphabet Inc.
47.36%-0.18%6.14%34.07%20.02%17.15%
MSFT
Microsoft Corporation
55.15%3.65%14.52%51.79%30.03%27.62%
JPM
JPMorgan Chase & Co.
20.04%8.49%12.69%22.33%12.02%13.96%
MCD
McDonald's Corporation
11.32%7.31%2.92%7.94%12.00%14.49%
^NDX
NASDAQ 100
44.32%4.18%10.38%36.70%19.06%16.27%
VNQ
Vanguard Real Estate ETF
4.46%9.25%1.94%2.53%4.12%6.60%
BTC-USD
Bitcoin
164.37%24.86%66.05%155.98%42.22%31.87%
ETH-USD
Ethereum
86.47%17.47%21.79%75.49%55.15%N/A
TLT
iShares 20+ Year Treasury Bond ETF
-0.68%10.82%-3.22%-7.32%-2.01%1.72%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.74%5.30%0.89%-4.45%-3.52%3.33%10.37%

Sharpe Ratio

The current D5fdT68s_$_36.78% Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.87

The Sharpe ratio of D5fdT68s_$_36.78% 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.87
1.31
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

Dividend yield

D5fdT68s_$_36.78% granted a 1.01% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
D5fdT68s_$_36.78%1.01%0.91%0.60%0.73%0.81%0.96%0.88%1.00%0.98%1.00%1.11%1.03%
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%
MSFT
Microsoft Corporation
0.76%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%
JPM
JPMorgan Chase & Co.
2.59%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%2.62%
MCD
McDonald's Corporation
2.17%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%3.25%
^NDX
NASDAQ 100
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.29%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
3.43%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%2.68%

Expense Ratio

The D5fdT68s_$_36.78% has an expense ratio of 0.03% 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.


0.12%
0.00%2.15%
0.15%
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
GOOGL
Alphabet Inc.
1.00
MSFT
Microsoft Corporation
1.89
JPM
JPMorgan Chase & Co.
1.08
MCD
McDonald's Corporation
0.57
^NDX
NASDAQ 100
1.79
VNQ
Vanguard Real Estate ETF
0.08
BTC-USD
Bitcoin
1.69
ETH-USD
Ethereum
0.70
TLT
iShares 20+ Year Treasury Bond ETF
-0.33

Asset Correlations Table

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

TLTETH-USDBTC-USDMCDVNQJPMGOOGLMSFT^NDX
TLT1.000.00-0.00-0.050.05-0.32-0.10-0.07-0.10
ETH-USD0.001.000.620.060.060.080.130.120.15
BTC-USD-0.000.621.000.070.090.080.120.120.15
MCD-0.050.060.071.000.410.300.300.360.37
VNQ0.050.060.090.411.000.330.350.390.44
JPM-0.320.080.080.300.331.000.350.350.43
GOOGL-0.100.130.120.300.350.351.000.670.76
MSFT-0.070.120.120.360.390.350.671.000.80
^NDX-0.100.150.150.370.440.430.760.801.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-13.53%
-5.15%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the D5fdT68s_$_36.78%. 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 D5fdT68s_$_36.78% was 44.89%, occurring on Nov 9, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.89%Nov 9, 2021366Nov 9, 2022
-37.9%Dec 19, 2017372Dec 25, 2018179Jun 22, 2019551
-33.77%Feb 15, 202033Mar 18, 2020114Jul 10, 2020147
-18.11%Mar 14, 20167Mar 20, 201684Jun 12, 201691
-16.95%Jun 14, 201733Jul 16, 201729Aug 14, 201762

Volatility Chart

The current D5fdT68s_$_36.78% volatility is 3.40%, 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.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.40%
1.38%
D5fdT68s_$_36.78%
Benchmark (^GSPC)
Portfolio components
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