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Example Portfolio

Last updated Mar 2, 2024

Asset Allocation


BOND 16.67%ANBAX 16.67%GDX 16.67%SPY 16.67%TSLA 16.67%EVGR 16.67%BondBondEquityEquity
PositionCategory/SectorWeight
BOND
PIMCO Active Bond ETF
Total Bond Market, Actively Managed

16.67%

ANBAX
American Funds Strategic Bond Fund
Intermediate Core-Plus Bond

16.67%

GDX
VanEck Vectors Gold Miners ETF
Materials

16.67%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

16.67%

TSLA
Tesla, Inc.
Consumer Cyclical

16.67%

EVGR
Evergreen Corp
Financial Services

16.67%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Example Portfolio, 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%OctoberNovemberDecember2024FebruaryMarch
-2.85%
13.52%
Example Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2022, corresponding to the inception date of EVGR

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%
Example Portfolio-3.86%1.25%0.49%7.52%N/AN/A
GDX
VanEck Vectors Gold Miners ETF
-11.87%-2.46%-4.51%-2.97%6.05%1.41%
SPY
SPDR S&P 500 ETF
7.90%3.74%14.53%28.81%14.70%12.62%
BOND
PIMCO Active Bond ETF
-0.61%-0.47%3.88%4.59%0.70%1.87%
ANBAX
American Funds Strategic Bond Fund
-1.94%-0.98%1.10%-0.55%1.50%N/A
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%59.52%28.18%
EVGR
Evergreen Corp
0.98%0.44%3.86%8.24%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.35%0.65%
2023-2.14%-3.44%-3.56%8.05%2.72%

Sharpe Ratio

The current Example Portfolio Sharpe ratio is 0.62. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.62

The Sharpe ratio of Example Portfolio 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.62
2.44
Example Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Example Portfolio granted a 1.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Example Portfolio1.72%1.66%2.01%1.20%1.43%1.48%1.58%1.25%1.09%1.17%1.11%0.92%
GDX
VanEck Vectors Gold Miners ETF
1.83%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%0.90%
SPY
SPDR S&P 500 ETF
1.29%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
BOND
PIMCO Active Bond ETF
4.26%4.06%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%
ANBAX
American Funds Strategic Bond Fund
2.96%2.91%5.31%1.74%3.87%3.09%3.49%2.06%1.42%0.00%0.00%0.00%
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%
EVGR
Evergreen Corp
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 Example Portfolio has a high expense ratio of 0.32%, indicating higher-than-average management fees. 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%0.71%
0.50%1.00%1.50%2.00%0.57%
0.50%1.00%1.50%2.00%0.53%
0.50%1.00%1.50%2.00%0.09%

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
Example Portfolio
0.62
GDX
VanEck Vectors Gold Miners ETF
-0.04
SPY
SPDR S&P 500 ETF
2.59
BOND
PIMCO Active Bond ETF
0.75
ANBAX
American Funds Strategic Bond Fund
-0.02
TSLA
Tesla, Inc.
-0.00
EVGR
Evergreen Corp
2.91

Asset Correlations Table

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

EVGRTSLAGDXANBAXSPYBOND
EVGR1.00-0.05-0.04-0.00-0.11-0.03
TSLA-0.051.000.150.070.600.14
GDX-0.040.151.000.420.370.42
ANBAX-0.000.070.421.000.140.87
SPY-0.110.600.370.141.000.29
BOND-0.030.140.420.870.291.00

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-5.30%
0
Example Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Example Portfolio. 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 Example Portfolio was 20.89%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current Example Portfolio drawdown is 5.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.89%Apr 6, 2022133Oct 14, 2022185Jul 13, 2023318
-10.94%Jul 19, 202374Oct 31, 202339Dec 27, 2023113
-8.31%Dec 28, 202332Feb 13, 2024
-0.08%Jul 14, 20231Jul 14, 20231Jul 17, 20232

Volatility Chart

The current Example Portfolio volatility is 3.30%, 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
3.30%
3.47%
Example Portfolio
Benchmark (^GSPC)
Portfolio components
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