PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Andy's 15 Holdings
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 9%VTI 9%VGT 9%VHT 9%VUG 9%VYM 9%SCHD 9%VB 9%VT 9%VIGI 9%NVDA 2%GOOG 2%AMZN 2%META 2%MSFT 2%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

2%

GOOG
Alphabet Inc.
Communication Services

2%

META
Meta Platforms, Inc.
Communication Services

2%

MSFT
Microsoft Corporation
Technology

2%

NVDA
NVIDIA Corporation
Technology

2%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

9%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

9%

VGT
Vanguard Information Technology ETF
Technology Equities

9%

VHT
Vanguard Health Care ETF
Health & Biotech Equities

9%

VIGI
Vanguard International Dividend Appreciation ETF
Foreign Large Cap Equities, Dividend

9%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

9%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

9%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

9%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

9%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

9%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Andy's 15 Holdings, 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%25.00%NovemberDecember2024FebruaryMarchApril
20.90%
19.38%
Andy's 15 Holdings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VIGI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Andy's 15 Holdings6.65%-3.26%20.90%24.93%14.46%N/A
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.51%12.61%
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%
VGT
Vanguard Information Technology ETF
2.40%-6.40%20.03%32.34%19.45%20.04%
VHT
Vanguard Health Care ETF
3.16%-3.13%12.10%5.15%10.81%11.08%
VUG
Vanguard Growth ETF
6.66%-4.37%21.71%34.22%16.04%14.78%
VYM
Vanguard High Dividend Yield ETF
5.99%-1.19%18.23%13.09%9.60%9.74%
SCHD
Schwab US Dividend Equity ETF
2.95%-2.03%14.29%9.99%11.48%11.18%
VB
Vanguard Small-Cap ETF
1.88%-3.25%21.34%16.82%8.27%8.69%
VT
Vanguard Total World Stock ETF
4.53%-2.60%18.71%17.78%9.69%8.49%
VIGI
Vanguard International Dividend Appreciation ETF
0.39%-2.89%14.15%6.29%6.96%N/A
NVDA
NVIDIA Corporation
66.44%-12.58%88.80%204.89%78.03%68.79%
GOOG
Alphabet Inc.
13.47%5.37%14.13%49.77%20.47%20.09%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.58%28.08%
META
Meta Platforms, Inc.
40.31%-2.65%58.90%133.39%20.83%24.07%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.53%5.37%3.38%
2023-4.75%-2.65%8.96%5.63%

Expense Ratio

The Andy's 15 Holdings has an expense ratio of 0.06% 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.


Expense ratio chart for VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Andy's 15 Holdings
Sharpe ratio
The chart of Sharpe ratio for Andy's 15 Holdings, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.03
Sortino ratio
The chart of Sortino ratio for Andy's 15 Holdings, currently valued at 2.93, compared to the broader market0.002.004.006.002.93
Omega ratio
The chart of Omega ratio for Andy's 15 Holdings, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Andy's 15 Holdings, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for Andy's 15 Holdings, currently valued at 8.13, compared to the broader market0.0010.0020.0030.0040.0050.008.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.083.011.361.808.64
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69
VGT
Vanguard Information Technology ETF
1.732.431.291.587.09
VHT
Vanguard Health Care ETF
0.510.791.090.391.51
VUG
Vanguard Growth ETF
2.173.001.371.3810.99
VYM
Vanguard High Dividend Yield ETF
1.231.821.211.364.03
SCHD
Schwab US Dividend Equity ETF
0.871.301.150.772.87
VB
Vanguard Small-Cap ETF
0.951.471.170.682.99
VT
Vanguard Total World Stock ETF
1.532.241.261.205.16
VIGI
Vanguard International Dividend Appreciation ETF
0.560.891.100.341.83
NVDA
NVIDIA Corporation
4.174.861.609.5930.94
GOOG
Alphabet Inc.
1.892.371.331.6610.78
AMZN
Amazon.com, Inc.
2.313.121.391.5014.40
META
Meta Platforms, Inc.
3.625.151.622.9229.93
MSFT
Microsoft Corporation
1.992.791.342.338.49

Sharpe Ratio

The current Andy's 15 Holdings Sharpe ratio is 2.03. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.03

The Sharpe ratio of Andy's 15 Holdings 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.03
1.92
Andy's 15 Holdings
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Andy's 15 Holdings granted a 1.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Andy's 15 Holdings1.59%1.60%1.69%1.85%1.47%1.75%1.91%1.62%1.74%1.69%1.54%1.49%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGT
Vanguard Information Technology ETF
0.73%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VHT
Vanguard Health Care ETF
1.35%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%
VUG
Vanguard Growth ETF
0.56%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VYM
Vanguard High Dividend Yield ETF
2.90%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VB
Vanguard Small-Cap ETF
1.50%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VT
Vanguard Total World Stock ETF
2.13%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VIGI
Vanguard International Dividend Appreciation ETF
2.07%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
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%
META
Meta Platforms, Inc.
0.10%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
0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.56%
-3.50%
Andy's 15 Holdings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Andy's 15 Holdings. 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 Andy's 15 Holdings was 32.77%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Andy's 15 Holdings drawdown is 3.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.77%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-26.38%Dec 28, 2021200Oct 12, 2022294Dec 13, 2023494
-19.88%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-10.13%Jan 29, 20189Feb 8, 2018109Jul 17, 2018118
-9.15%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current Andy's 15 Holdings volatility is 3.63%, 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%NovemberDecember2024FebruaryMarchApril
3.63%
3.58%
Andy's 15 Holdings
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

METANVDAAMZNVHTGOOGMSFTSCHDVYMVIGIVBVGTVTVUGVTIVOO
META1.000.540.610.440.670.600.400.390.500.490.660.590.700.610.62
NVDA0.541.000.580.430.560.610.430.410.490.530.760.600.720.630.63
AMZN0.610.581.000.430.680.680.390.380.500.490.710.600.750.630.64
VHT0.440.430.431.000.510.550.680.700.650.680.640.720.700.760.76
GOOG0.670.560.680.511.000.720.500.490.570.540.740.680.780.700.72
MSFT0.600.610.680.550.721.000.520.510.590.540.850.700.830.730.76
SCHD0.400.430.390.680.500.521.000.960.690.810.650.830.670.840.84
VYM0.390.410.380.700.490.510.961.000.700.830.630.840.670.850.86
VIGI0.500.490.500.650.570.590.690.701.000.720.700.890.740.790.78
VB0.490.530.490.680.540.540.810.830.721.000.740.880.770.910.86
VGT0.660.760.710.640.740.850.650.630.700.741.000.850.960.890.89
VT0.590.600.600.720.680.700.830.840.890.880.851.000.890.960.95
VUG0.700.720.750.700.780.830.670.670.740.770.960.891.000.930.93
VTI0.610.630.630.760.700.730.840.850.790.910.890.960.931.000.99
VOO0.620.630.640.760.720.760.840.860.780.860.890.950.930.991.00