Portfolio Trend (Most popular Oct 23)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio Trend (Most popular Oct 23), 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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 19, 2024, the Portfolio Trend (Most popular Oct 23) returned 25.51% Year-To-Date and 26.48% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
Portfolio Trend (Most popular Oct 23) | 25.51% | 0.76% | 13.27% | 37.71% | 32.80% | 26.64% |
Portfolio components: | ||||||
Vanguard Real Estate ETF | 13.43% | 6.72% | 16.03% | 26.83% | 4.90% | 7.25% |
Schwab US Dividend Equity ETF | 12.56% | 2.34% | 6.46% | 19.45% | 12.84% | 11.48% |
Tesla, Inc. | -8.56% | 2.76% | 31.47% | -13.48% | 70.20% | 29.93% |
Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.81% | 27.73% |
NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.83% | 74.00% |
Vanguard S&P 500 ETF | 18.91% | 0.47% | 7.91% | 29.41% | 15.31% | 12.97% |
Vanguard Total Stock Market ETF | 17.74% | 0.83% | 7.37% | 28.83% | 14.53% | 12.40% |
Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.56% | 26.83% |
iShares Core S&P Mid-Cap ETF | 11.72% | 2.17% | 2.80% | 22.68% | 11.34% | 9.88% |
Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.30% | 25.76% |
Monthly Returns
The table below presents the monthly returns of Portfolio Trend (Most popular Oct 23), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.01% | 7.85% | 2.81% | -3.82% | 6.51% | 6.00% | 3.13% | 0.43% | 25.51% | ||||
2023 | 14.69% | 2.42% | 6.09% | -0.89% | 7.32% | 9.43% | 3.26% | -1.17% | -6.27% | -3.22% | 11.18% | 4.72% | 56.34% |
2022 | -7.71% | -2.39% | 6.58% | -12.78% | -2.18% | -9.46% | 14.89% | -6.07% | -10.33% | 3.98% | 4.77% | -9.65% | -29.37% |
2021 | 1.36% | 0.00% | 2.75% | 7.03% | -1.14% | 6.54% | 1.66% | 4.82% | -4.36% | 12.48% | 3.92% | 0.84% | 41.06% |
2020 | 7.50% | -4.34% | -11.26% | 17.97% | 6.03% | 8.84% | 10.25% | 18.32% | -6.41% | -3.53% | 13.17% | 6.49% | 76.35% |
2019 | 6.75% | 3.42% | 3.84% | 2.57% | -9.85% | 9.42% | 2.60% | -1.78% | 2.96% | 7.05% | 4.09% | 6.99% | 43.47% |
2018 | 8.83% | -1.86% | -4.41% | 1.69% | 4.65% | 2.48% | 1.92% | 7.11% | -1.33% | -6.56% | -0.88% | -9.51% | 0.51% |
2017 | 4.34% | 2.49% | 2.96% | 2.03% | 6.55% | 0.26% | 2.02% | 2.59% | 0.38% | 5.87% | 1.75% | 0.09% | 35.94% |
2016 | -7.50% | -0.41% | 10.03% | -0.85% | 5.69% | -0.10% | 7.67% | 0.13% | 2.43% | -1.43% | 3.95% | 5.52% | 26.68% |
2015 | -0.83% | 5.92% | -2.61% | 5.45% | 1.96% | -2.15% | 3.48% | -4.04% | 0.34% | 8.50% | 3.47% | -0.47% | 19.82% |
2014 | -1.07% | 9.07% | -1.79% | 0.61% | 2.63% | 3.19% | -1.94% | 7.32% | -3.44% | 2.93% | 4.49% | -3.01% | 19.72% |
2013 | 3.16% | 0.24% | 3.45% | 7.46% | 12.84% | 0.52% | 6.56% | 1.96% | 5.03% | 3.41% | 1.62% | 2.44% | 60.17% |
Expense Ratio
Portfolio Trend (Most popular Oct 23) has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio Trend (Most popular Oct 23) is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard Real Estate ETF | 1.42 | 2.06 | 1.26 | 0.76 | 5.14 |
Schwab US Dividend Equity ETF | 1.58 | 2.31 | 1.27 | 1.41 | 7.06 |
Tesla, Inc. | -0.27 | -0.03 | 1.00 | -0.22 | -0.59 |
Amazon.com, Inc. | 1.16 | 1.69 | 1.22 | 0.92 | 5.55 |
NVIDIA Corporation | 3.05 | 3.36 | 1.43 | 5.84 | 18.49 |
Vanguard S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
Vanguard Total Stock Market ETF | 2.11 | 2.84 | 1.38 | 1.95 | 11.33 |
Microsoft Corporation | 1.61 | 2.13 | 1.28 | 2.06 | 6.26 |
iShares Core S&P Mid-Cap ETF | 1.30 | 1.87 | 1.22 | 1.24 | 6.59 |
Apple Inc | 1.11 | 1.70 | 1.21 | 1.48 | 3.49 |
Dividends
Dividend yield
Portfolio Trend (Most popular Oct 23) granted a 1.13% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio Trend (Most popular Oct 23) | 1.13% | 1.31% | 1.42% | 1.02% | 1.30% | 1.42% | 1.76% | 1.52% | 1.80% | 1.80% | 1.70% | 1.83% |
Portfolio components: | ||||||||||||
Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Schwab US Dividend Equity ETF | 2.59% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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% |
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% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
iShares Core S&P Mid-Cap ETF | 1.28% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio Trend (Most popular Oct 23). 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 Portfolio Trend (Most popular Oct 23) was 35.47%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.
The current Portfolio Trend (Most popular Oct 23) drawdown is 2.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
-32.66% | Jan 4, 2022 | 253 | Jan 5, 2023 | 121 | Jun 30, 2023 | 374 |
-23.54% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
-17.23% | Dec 2, 2015 | 49 | Feb 11, 2016 | 34 | Apr 1, 2016 | 83 |
-13.28% | Jul 20, 2023 | 70 | Oct 26, 2023 | 33 | Dec 13, 2023 | 103 |
Volatility
Volatility Chart
The current Portfolio Trend (Most popular Oct 23) volatility is 5.56%, 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.
Diversification
Asset Correlations Table
TSLA | VNQ | NVDA | AAPL | AMZN | MSFT | SCHD | IJH | VOO | VTI | |
---|---|---|---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.28 | 0.39 | 0.37 | 0.39 | 0.36 | 0.31 | 0.41 | 0.44 | 0.46 |
VNQ | 0.28 | 1.00 | 0.30 | 0.33 | 0.34 | 0.41 | 0.63 | 0.66 | 0.62 | 0.63 |
NVDA | 0.39 | 0.30 | 1.00 | 0.48 | 0.51 | 0.56 | 0.43 | 0.51 | 0.60 | 0.61 |
AAPL | 0.37 | 0.33 | 0.48 | 1.00 | 0.50 | 0.55 | 0.46 | 0.49 | 0.63 | 0.62 |
AMZN | 0.39 | 0.34 | 0.51 | 0.50 | 1.00 | 0.58 | 0.43 | 0.49 | 0.63 | 0.62 |
MSFT | 0.36 | 0.41 | 0.56 | 0.55 | 0.58 | 1.00 | 0.55 | 0.54 | 0.72 | 0.70 |
SCHD | 0.31 | 0.63 | 0.43 | 0.46 | 0.43 | 0.55 | 1.00 | 0.84 | 0.86 | 0.86 |
IJH | 0.41 | 0.66 | 0.51 | 0.49 | 0.49 | 0.54 | 0.84 | 1.00 | 0.87 | 0.91 |
VOO | 0.44 | 0.62 | 0.60 | 0.63 | 0.63 | 0.72 | 0.86 | 0.87 | 1.00 | 0.99 |
VTI | 0.46 | 0.63 | 0.61 | 0.62 | 0.62 | 0.70 | 0.86 | 0.91 | 0.99 | 1.00 |