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ANDY

Last updated Sep 21, 2023

Asset Allocation


VGT 14%VHT 14%VUG 14%VT 14%VTI 13%VOO 13%GOOG 3%MSFT 3%AAPL 3%AMZN 3%NVDA 3%TSLA 3%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities14%
VHT
Vanguard Health Care ETF
Health & Biotech Equities14%
VUG
Vanguard Growth ETF
Large Cap Growth Equities14%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities14%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities13%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities13%
GOOG
Alphabet Inc.
Communication Services3%
MSFT
Microsoft Corporation
Technology3%
AAPL
Apple Inc.
Technology3%
AMZN
Amazon.com, Inc.
Consumer Cyclical3%
NVDA
NVIDIA Corporation
Technology3%
TSLA
Tesla, Inc.
Consumer Cyclical3%

Performance

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


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
14.36%
10.86%
ANDY
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the ANDY returned 27.36% Year-To-Date and 16.83% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.59%
ANDY0.21%14.72%27.36%24.67%15.72%16.83%
VTI
Vanguard Total Stock Market ETF
0.40%12.10%15.20%16.72%9.51%10.97%
VOO
Vanguard S&P 500 ETF
0.48%12.46%16.07%18.16%10.39%11.65%
VGT
Vanguard Information Technology ETF
-0.98%13.58%32.29%29.37%17.08%18.95%
VHT
Vanguard Health Care ETF
-1.13%4.68%-2.18%7.36%7.72%10.58%
VUG
Vanguard Growth ETF
0.14%16.16%31.27%23.40%12.66%13.49%
VT
Vanguard Total World Stock ETF
0.83%8.99%12.51%17.17%6.86%7.64%
GOOG
Alphabet Inc.
3.78%26.66%51.68%34.58%18.26%18.09%
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%24.33%26.94%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.56%27.97%
AMZN
Amazon.com, Inc.
0.77%37.06%61.06%14.13%7.18%24.53%
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.40%62.61%
TSLA
Tesla, Inc.
12.61%36.61%113.18%-12.70%67.67%36.44%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TSLANVDAVHTAMZNAAPLGOOGMSFTVTVTIVOOVGTVUG
TSLA1.000.430.340.420.410.380.390.450.470.450.490.52
NVDA0.431.000.450.540.540.540.590.600.620.620.740.70
VHT0.340.451.000.460.500.540.570.740.780.780.670.74
AMZN0.420.540.461.000.570.680.630.600.630.630.690.73
AAPL0.410.540.500.571.000.590.630.650.680.700.800.76
GOOG0.380.540.540.680.591.000.690.670.700.710.740.76
MSFT0.390.590.570.630.630.691.000.700.730.750.830.80
VT0.450.600.740.600.650.670.701.000.960.950.850.90
VTI0.470.620.780.630.680.700.730.961.000.990.890.94
VOO0.450.620.780.630.700.710.750.950.991.000.900.94
VGT0.490.740.670.690.800.740.830.850.890.901.000.96
VUG0.520.700.740.730.760.760.800.900.940.940.961.00

Sharpe Ratio

The current ANDY Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.13

The Sharpe ratio of ANDY 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.13
0.82
ANDY
Benchmark (^GSPC)
Portfolio components

Dividend yield

ANDY granted a 1.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ANDY1.19%1.22%0.95%1.09%1.50%1.68%1.46%1.74%1.77%1.68%1.67%1.95%
VTI
Vanguard Total Stock Market ETF
1.90%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VOO
Vanguard S&P 500 ETF
1.53%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VGT
Vanguard Information Technology ETF
0.73%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VHT
Vanguard Health Care ETF
1.43%1.34%1.17%1.25%1.98%1.48%1.42%1.60%1.36%1.15%1.28%1.93%
VUG
Vanguard Growth ETF
0.75%0.71%0.48%0.67%0.98%1.37%1.20%1.47%1.40%1.31%1.32%1.69%
VT
Vanguard Total World Stock ETF
2.07%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%
GOOG
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
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
AMZN
Amazon.com, 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%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
TSLA
Tesla, 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%

Expense Ratio

The ANDY has an expense ratio of 0.05% 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.


0.10%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%
0.03%
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
VTI
Vanguard Total Stock Market ETF
0.83
VOO
Vanguard S&P 500 ETF
0.85
VGT
Vanguard Information Technology ETF
1.07
VHT
Vanguard Health Care ETF
0.31
VUG
Vanguard Growth ETF
0.94
VT
Vanguard Total World Stock ETF
0.83
GOOG
Alphabet Inc.
0.87
MSFT
Microsoft Corporation
1.05
AAPL
Apple Inc.
0.51
AMZN
Amazon.com, Inc.
0.22
NVDA
NVIDIA Corporation
3.98
TSLA
Tesla, Inc.
-0.25

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.32%
-8.22%
ANDY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ANDY. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ANDY is 32.82%, recorded on Mar 23, 2020. It took 71 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.82%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-29.24%Dec 28, 2021202Oct 14, 2022
-21.34%Oct 2, 201858Dec 24, 2018129Jul 1, 2019187
-15.51%Dec 2, 201549Feb 11, 201675May 31, 2016124
-12.25%Jul 21, 201526Aug 25, 201548Nov 2, 201574

Volatility Chart

The current ANDY volatility is 3.90%, 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%AprilMayJuneJulyAugustSeptember
3.90%
3.27%
ANDY
Benchmark (^GSPC)
Portfolio components