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E

Last updated Feb 21, 2024

Asset Allocation


VGT 33.33%SMH 33.33%XLRE 33.33%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

33.33%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

33.33%

XLRE
Real Estate Select Sector SPDR Fund
REIT

33.33%

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2024February
19.87%
13.40%
E
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
E4.12%1.78%19.87%33.20%20.73%N/A
XLRE
Real Estate Select Sector SPDR Fund
-4.42%-1.06%8.38%0.15%5.31%N/A
VGT
Vanguard Information Technology ETF
3.92%0.66%18.75%40.56%22.66%19.99%
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.20%
20233.23%-2.66%-6.99%-2.91%13.75%7.76%

Sharpe Ratio

The current E Sharpe ratio is 1.75. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.75

The Sharpe ratio of E 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
1.75
1.75
E
Benchmark (^GSPC)
Portfolio components

Dividend yield

E granted a 1.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
E1.54%1.52%2.32%1.42%1.78%3.39%2.94%2.36%2.38%2.22%1.14%1.39%
XLRE
Real Estate Select Sector SPDR Fund
3.46%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Expense Ratio

The E features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.13%
0.00%2.15%
0.10%
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
XLRE
Real Estate Select Sector SPDR Fund
-0.02
VGT
Vanguard Information Technology ETF
2.15
SMH
VanEck Vectors Semiconductor ETF
2.33

Asset Correlations Table

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

XLRESMHVGT
XLRE1.000.360.47
SMH0.361.000.86
VGT0.470.861.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.31%
-1.08%
E
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the E. 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 E was 37.67%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current E drawdown is 2.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.67%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-33.58%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-18.63%Aug 30, 201880Dec 24, 201840Feb 22, 2019120
-14.92%Dec 30, 201530Feb 11, 201631Mar 29, 201661
-10.38%Jan 24, 201812Feb 8, 201820Mar 9, 201832

Volatility Chart

The current E volatility is 4.56%, 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%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
4.56%
3.37%
E
Benchmark (^GSPC)
Portfolio components
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