PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Januray 29 - B

Last updated Mar 2, 2024

Asset Allocation


BND 20%VT 35%QQQM 10%AOA 35%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

20%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

35%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

10%

AOA
iShares Core Aggressive Allocation ETF
Diversified Portfolio

35%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Januray 29 - B, 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%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
25.86%
46.28%
Januray 29 - B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

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%
Januray 29 - B4.05%2.65%10.25%18.71%N/AN/A
AOA
iShares Core Aggressive Allocation ETF
4.27%3.00%10.26%17.20%8.60%7.34%
BND
Vanguard Total Bond Market ETF
-1.11%-0.65%3.31%3.94%0.67%1.44%
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A
VT
Vanguard Total World Stock ETF
5.42%3.82%11.94%20.82%10.58%8.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.18%3.04%
2023-2.12%-3.89%-2.42%7.88%4.76%

Sharpe Ratio

The current Januray 29 - B Sharpe ratio is 2.15. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.15

The Sharpe ratio of Januray 29 - B 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
2.15
2.44
Januray 29 - B
Benchmark (^GSPC)
Portfolio components

Dividend yield

Januray 29 - B granted a 2.14% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Januray 29 - B2.14%2.19%2.11%1.66%1.64%2.23%2.28%3.03%2.13%2.13%2.17%1.92%
AOA
iShares Core Aggressive Allocation ETF
2.13%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%2.18%1.84%
BND
Vanguard Total Bond Market ETF
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
QQQM
Invesco NASDAQ 100 ETF
0.60%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.97%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Expense Ratio

The Januray 29 - B 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%0.25%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

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
Januray 29 - B
2.15
AOA
iShares Core Aggressive Allocation ETF
1.90
BND
Vanguard Total Bond Market ETF
0.64
QQQM
Invesco NASDAQ 100 ETF
3.28
VT
Vanguard Total World Stock ETF
1.90

Asset Correlations Table

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

BNDQQQMVTAOA
BND1.000.200.170.24
QQQM0.201.000.870.85
VT0.170.871.000.99
AOA0.240.850.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Januray 29 - B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Januray 29 - B. 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 Januray 29 - B was 24.16%, occurring on Oct 14, 2022. Recovery took 331 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.16%Nov 9, 2021235Oct 14, 2022331Feb 9, 2024566
-4.87%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-4.3%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-4.23%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-3.27%May 10, 20213May 12, 202113Jun 1, 202116

Volatility Chart

The current Januray 29 - B volatility is 2.73%, 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
2.73%
3.47%
Januray 29 - B
Benchmark (^GSPC)
Portfolio components
0 comments