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Sample Portfolio

Last updated Sep 23, 2023

Asset Allocation


GLD 20%ETH-USD 20%BTC-USD 20%USD=X 20%SPY 20%CommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold20%
ETH-USD
Ethereum
20%
BTC-USD
Bitcoin
20%
USD=X
USD Cash
20%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities20%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-1.27%
9.22%
Sample Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Sample Portfolio returned 23.82% Year-To-Date and 49.91% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%5.69%6.44%
Sample Portfolio-0.91%-0.28%23.35%22.55%21.59%49.80%
ETH-USD
Ethereum
-3.52%-7.41%32.72%22.72%31.60%71.37%
BTC-USD
Bitcoin
1.12%-3.10%58.93%39.87%21.22%47.02%
GLD
SPDR Gold Trust
0.05%-2.34%4.75%16.14%6.44%4.59%
SPY
SPDR S&P 500 ETF
-1.83%9.35%13.80%18.82%6.83%7.71%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Asset Correlations Table

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

USD=XGLDSPYETH-USDBTC-USD
USD=X0.000.000.000.000.00
GLD0.001.00-0.010.080.09
SPY0.00-0.011.000.150.14
ETH-USD0.000.080.151.000.62
BTC-USD0.000.090.140.621.00

Sharpe Ratio

The current Sample Portfolio Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.72

The Sharpe ratio of Sample Portfolio 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.


Chart placeholderNot enough data

Dividend yield

Sample Portfolio granted a 0.30% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Sample Portfolio0.30%0.33%0.25%0.32%0.37%0.44%0.40%0.46%0.47%0.44%0.43%0.53%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.51%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
USD=X
USD Cash
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 Sample Portfolio features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.09%
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
ETH-USD
Ethereum
0.02
BTC-USD
Bitcoin
0.66
GLD
SPDR Gold Trust
0.99
SPY
SPDR S&P 500 ETF
0.91
USD=X
USD Cash
N/A

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-26.30%
-9.57%
Sample Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Sample Portfolio. 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 Sample Portfolio is 53.36%, recorded on Dec 14, 2018. It took 591 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.36%Jan 14, 2018335Dec 14, 2018591Jul 27, 2020926
-42.74%Nov 9, 2021366Nov 9, 2022
-27.66%May 12, 202170Jul 20, 202191Oct 19, 2021161
-27.35%Jun 13, 201734Jul 16, 201742Aug 27, 201776
-22.7%Mar 14, 20167Mar 20, 201684Jun 12, 201691

Volatility Chart

The current Sample Portfolio volatility is 2.50%, 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%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
2.50%
2.75%
Sample Portfolio
Benchmark (^GSPC)
Portfolio components