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Sp500 70 30

Last updated Sep 22, 2023

Prove varie di bilanciamento

Asset Allocation


TLT 30%SPYX 70%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds30%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
Large Cap Growth Equities70%

Performance

The chart shows the growth of an initial investment of $10,000 in Sp500 70 30, 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%AprilMayJuneJulyAugustSeptember
2.92%
8.86%
Sp500 70 30
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the Sp500 70 30 returned 7.38% Year-To-Date and 8.15% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.31%9.66%12.78%14.25%8.15%9.71%
Sp500 70 30-1.69%2.79%7.38%6.52%6.59%8.15%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
-1.37%10.31%13.86%15.99%9.79%11.72%
TLT
iShares 20+ Year Treasury Bond ETF
-2.42%-13.37%-6.95%-13.41%-2.93%-1.63%

Asset Correlations Table

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

SPYXTLT
SPYX1.00-0.19
TLT-0.191.00

Sharpe Ratio

The current Sp500 70 30 Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.40

The Sharpe ratio of Sp500 70 30 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.40
0.70
Sp500 70 30
Benchmark (^GSPC)
Portfolio components

Dividend yield

Sp500 70 30 granted a 1.96% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Sp500 70 301.96%1.82%1.21%1.44%1.88%2.31%2.11%2.39%1.35%0.98%1.23%1.04%
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
1.31%1.43%1.06%1.38%1.64%2.06%1.83%2.12%0.59%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
3.49%2.73%1.56%1.59%2.44%2.90%2.76%3.02%3.11%3.26%4.09%3.47%

Expense Ratio

The Sp500 70 30 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
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
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.80
TLT
iShares 20+ Year Treasury Bond ETF
-0.63

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-17.84%
-9.73%
Sp500 70 30
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Sp500 70 30. 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 Sp500 70 30 is 27.93%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.93%Dec 28, 2021202Oct 14, 2022
-20.32%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-12.44%Aug 30, 201880Dec 24, 201858Mar 20, 2019138
-8%Jan 29, 20189Feb 8, 2018126Aug 9, 2018135
-7.46%Sep 3, 202041Oct 30, 202019Nov 27, 202060

Volatility Chart

The current Sp500 70 30 volatility is 3.28%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.28%
3.66%
Sp500 70 30
Benchmark (^GSPC)
Portfolio components