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etf
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ITB 20%BRK-B 20%SMH 20%QQQ 20%DXJ 20%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

20%

DXJ
WisdomTree Japan Hedged Equity Fund

20%

ITB
iShares U.S. Home Construction ETF
Building & Construction

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

20%

S&P 500

Performance

Performance Chart

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


200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2024FebruaryMarchApril
788.71%
296.89%
etf
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 16, 2006, corresponding to the inception date of DXJ

Returns By Period

As of Apr 20, 2024, the etf returned 9.98% Year-To-Date and 18.30% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
etf9.98%-6.92%29.95%42.21%21.98%18.29%
ITB
iShares U.S. Home Construction ETF
0.75%-10.10%41.82%39.23%22.46%16.30%
BRK-B
Berkshire Hathaway Inc.
13.58%-1.58%20.61%24.90%13.90%12.33%
SMH
VanEck Vectors Semiconductor ETF
13.92%-12.49%41.03%61.40%30.46%27.53%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.84%
DXJ
WisdomTree Japan Hedged Equity Fund
20.16%-3.11%25.96%49.98%18.51%12.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.60%8.34%4.62%
2023-4.19%-3.15%10.71%6.22%

Expense Ratio

The etf has a high expense ratio of 0.29%, 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%0.42%
0.50%1.00%1.50%2.00%0.48%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%

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.


etf
Sharpe ratio
The chart of Sharpe ratio for etf, currently valued at 2.88, compared to the broader market-1.000.001.002.003.004.002.88
Sortino ratio
The chart of Sortino ratio for etf, currently valued at 4.04, compared to the broader market-2.000.002.004.006.004.04
Omega ratio
The chart of Omega ratio for etf, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for etf, currently valued at 4.33, compared to the broader market0.002.004.006.008.004.33
Martin ratio
The chart of Martin ratio for etf, currently valued at 15.66, compared to the broader market0.0010.0020.0030.0040.0015.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ITB
iShares U.S. Home Construction ETF
1.642.221.292.076.41
BRK-B
Berkshire Hathaway Inc.
2.063.001.352.257.79
SMH
VanEck Vectors Semiconductor ETF
2.132.981.362.6411.50
QQQ
Invesco QQQ
1.902.671.321.389.67
DXJ
WisdomTree Japan Hedged Equity Fund
3.204.291.535.8420.30

Sharpe Ratio

The current etf Sharpe ratio is 2.88. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.88

The Sharpe ratio of etf is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.88
1.66
etf
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

etf granted a 0.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
etf0.84%1.03%1.41%0.89%0.99%1.94%1.64%1.25%1.02%2.31%3.14%1.34%
ITB
iShares U.S. Home Construction ETF
0.48%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%0.12%
BRK-B
Berkshire Hathaway 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%
SMH
VanEck Vectors Semiconductor ETF
0.52%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
DXJ
WisdomTree Japan Hedged Equity Fund
2.57%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%

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
-7.24%
-5.46%
etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the etf. 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 etf was 53.48%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current etf drawdown is 7.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.48%Feb 21, 2007516Mar 9, 2009764Mar 15, 20121280
-33.25%Feb 20, 202023Mar 23, 202087Jul 27, 2020110
-25.79%Jan 5, 2022196Oct 14, 2022148May 18, 2023344
-22.92%Jan 24, 2018232Dec 24, 2018179Sep 11, 2019411
-19.11%May 29, 2015179Feb 11, 2016124Aug 9, 2016303

Volatility

Volatility Chart

The current etf volatility is 4.09%, 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%NovemberDecember2024FebruaryMarchApril
4.09%
3.15%
etf
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.

BRK-BITBDXJSMHQQQ
BRK-B1.000.470.500.450.52
ITB0.471.000.440.540.59
DXJ0.500.441.000.530.57
SMH0.450.540.531.000.82
QQQ0.520.590.570.821.00