Portfolio Analysis: Reddit - Rate My Portfolio 3/21/22
Created: Mar 21, 2022 Nominal Value: $100,000
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Model
- EQUITY
6
HOLDINGS ACROSS 1
ASSET CLASS
Vanguard Total Stock Market ETF
US EQUITY
PASSIVE MGMT.
3 BP
50.0%
Vanguard Total International Stock ETF
INTERNATIONAL EQUITY
RULES-BASED MGMT.
5 BP
20.0%
Avantis U.S. Small Cap Value ETF
US EQUITY
ACTIVE MGMT.
25 BP
10.0%
Vanguard Information Technology ETF
US EQUITY
PASSIVE MGMT.
9 BP
10.0%
iShares Global Clean Energy ETF
GLOBAL EQUITY
RULES-BASED MGMT.
41 BP
5.0%
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
GLOBAL EQUITY
RULES-BASED MGMT.
68 BP
5.0%
Benchmark
- EQUITY
1
HOLDING ACROSS 1
ASSET CLASS
Vanguard Total World Stock ETF
GLOBAL EQUITY
PASSIVE MGMT.
6 BP
100.0%
Model
- PASSIVE
- RULES-BASED
- ACTIVE
11 bp
WEIGHTED AVERAGE EXPENSE RATIO
COST COMPETITIVENESS
Benchmark
- PASSIVE
6 bp
WEIGHTED AVERAGE EXPENSE RATIO
COST COMPETITIVENESS
Relative Performance
Annualized Returns
| 1YR | 2YR | 3YR | 5YR | 7YR | 10YR | Incep | |
|---|---|---|---|---|---|---|---|
| Model | 24.0% | 11.4% | 19.0% | 10.4% | -- % | -- % | 14.4% |
| Benchmark | 24.4% | 11.5% | 20.5% | 11.5% | -- % | -- % | 13.4 % |
Annualized Volatility
| 1YR | 2YR | 3YR | 5YR | 7YR | 10YR | Incep | |
|---|---|---|---|---|---|---|---|
| Model | 10.7% | 11.2% | 12.7% | 15.7% | -- % | -- % | 17.9% |
| Benchmark | 8.1% | 8.8% | 10.6% | 14.1% | -- % | -- % | 16.1% |
Regression Analysis
| 1YR | 2YR | 3YR | 5YR | 7YR | 10YR | Incep | |
|---|---|---|---|---|---|---|---|
| Beta | 1.29 | 1.25 | 1.18 | 1.10 | -- | -- | 1.10 |
| R-squared (%) | 97.4 | 95.6 | 96.4 | 97.0 | -- | -- | 97.7 |
| Alpha (%) | -0.6 | -0.5 | -0.4 | -0.2 | -- | -- | 0.0 |
| Information ratio | -0.48 | -0.19 | -1.71 | -1.23 | -- | -- | 1.01 |
Sector Allocation
| Sector | Model | Benchmark |
|---|---|---|
| Communications | 5.4% | 7.1% |
| Discretionary | 8.5% | 9.2% |
| Staples | 3.8% | 4.9% |
| Energy | 4.6% | 4.6% |
| Financials | 14.2% | 15.7% |
| Health Care | 6.9% | 8.8% |
| Industrials | 11.3% | 11.1% |
| Materials | 3.1% | 3.9% |
| Real Estate | 1.7% | 2.3% |
| Technology | 32.3% | 24.5% |
| Utilities | 4.2% | 3.0% |
Difference (Model minus Benchmark allocation)
Country Exposure (Model)
 UNITED STATES |
70.3% |
 JAPAN |
4.2% |
 CANADA |
2.2% |
 BRITAIN |
2.0% |
 CHINA |
1.9% |
 TAIWAN |
1.5% |
 SOUTH KOREA |
1.3% |
 SWITZERLAND |
1.3% |
 AUSTRALIA |
1.0% |
 GERMANY |
1.0% |
(Benchmark)
| UNITED STATES |
57.4% |
| JAPAN |
6.0% |
| BRITAIN |
3.3% |
| CANADA |
2.8% |
| TAIWAN |
2.6% |
| CHINA |
2.5% |
| SWITZERLAND |
2.2% |
| SOUTH KOREA |
1.8% |
| GERMANY |
1.8% |
 FRANCE |
1.8% |
Valuation Metrics
PRICE-TO-
EARNINGS
EARNINGS
20.1x
18.9x
6%
PRICE-TO-
CASH FLOW
CASH FLOW
10.2x
10.6x
-3%
PRICE-TO-
GROWTH
GROWTH
2.1x
2.0x
2%
PRICE-TO-
SALES
SALES
2.0x
2.1x
-6%
PRICE-TO-
BOOK VALUE
BOOK VALUE
2.6x
2.6x
0%
DIVIDEND
YIELD
YIELD
1.5%
1.8%
-17%
MODEL
BENCHMARK
PREMIUM/DISCOUNT
SALES
$49K
2025E SALES
4.8%
CAGR
$47K
2025E SALES
4.8%
CAGR
NET MARGINS
DIVIDENDS
$1,514
2025E DIVIDENDS
1.7%
CAGR
$1,793
2025E DIVIDENDS
3.7%
CAGR
EARNINGS
$4,768
2025E EARNINGS
9.4%
CAGR
$5,082
2025E EARNINGS
8.0%
CAGR
RETURN ON EQUITY
BOOK VALUE
$37K
2025E BOOK VALUE
6.4%
CAGR
$37K
2025E BOOK VALUE
6.1%
CAGR
MODEL
BENCHMARK
KEY OVERLAP METRICS
71%
OVERLAP
BY WEIGHT
BY WEIGHT
7,817
# OF OVERLAPPING HOLDINGS
9,393
# OF UNIQUE HOLDINGS
83%
% ALSO IN BENCHMARK
7,893
# OF UNIQUE HOLDINGS
99%
% ALSO IN MODEL
TOP OVERLAPPING HOLDINGS
| NVIDIA CORP | 4.1% |
| APPLE INC | 3.5% |
| MICROSOFT CORP | 2.8% |
| AMAZON.COM INC | 1.6% |
| BROADCOM INC. | 1.4% |
| ALPHABET INC. CLASS A | 1.4% |
| ALPHABET INC. CLASS C | 1.1% |
| META PLATFORMS INC | 1.1% |
| TESLA MOTORS INC | 0.9% |
| TAIWAN SEMICONDUCTOR MANUFAC | 0.7% |
TOP OVERWEIGHTS
|
NVIDIA CORP | 1.0% |
|
APPLE INC | 0.8% |
|
MICROSOFT CORP | 0.5% |
|
BLOOM ENERGY CORPORATION CLASS A | 0.5% |
|
NEXTRACKER, INC. CLASS A | 0.5% |
|
MICRON TECHNOLOGY INC | 0.4% |
|
FIRST SOLAR INC | 0.3% |
|
ADVANCED MICRO DEVICES | 0.3% |
|
CHINA YANGTZE POWER CO LTD-A | 0.2% |
|
CELESTICA INC | 0.2% |
TOP UNDERWEIGHTS
|
TAIWAN SEMICONDUCTOR MANUFAC | -0.7% |
|
AMAZON.COM INC | -0.4% |
|
ALPHABET INC. CLASS A | -0.3% |
|
ALPHABET INC. CLASS C | -0.3% |
|
SAMSUNG ELECTRONICS CO LTD | -0.3% |
 |
ASML HOLDING NV | -0.2% |
|
META PLATFORMS INC | -0.2% |
|
TENCENT HOLDINGS LTD | -0.2% |
|
TESLA MOTORS INC | -0.2% |
|
HYNIX SEMICONDUCTOR INC | -0.2% |
OVERLAP MATRIX
Overlap between Equity ETFs within the Model side of the Portfolio (%)
Overlap between Equity ETFs within the Model side of the Portfolio (%)
Complete list
Model
| Company Click company names for source-ETF details |
Weight | # of ETFs |
|---|---|---|
|
NVIDIA CORP
|
5.1% | 3 |
|
APPLE INC
|
4.4% | 2 |
|
MICROSOFT CORP
|
3.4% | 3 |
|
BROADCOM INC.
|
1.6% | 2 |
|
AMAZON.COM INC
|
1.6% | 1 |
|
ALPHABET INC. CLASS A
|
1.4% | 1 |
|
ALPHABET INC. CLASS C
|
1.1% | 1 |
|
META PLATFORMS INC
|
1.1% | 1 |
|
TESLA MOTORS INC
|
0.9% | 1 |
|
MICRON TECHNOLOGY INC
|
0.8% | 3 |
Benchmark
| Company Click company names for source-ETF details |
Weight | # of ETFs |
|---|---|---|
|
NVIDIA CORP
| 4.1% | 1 |
|
APPLE INC
| 3.5% | 1 |
|
MICROSOFT CORP
| 2.8% | 1 |
|
AMAZON.COM INC
| 1.9% | 1 |
|
ALPHABET INC. CLASS A
| 1.7% | 1 |
|
BROADCOM INC.
| 1.4% | 1 |
|
ALPHABET INC. CLASS C
| 1.4% | 1 |
|
TAIWAN SEMICONDUCTOR MANUFAC
| 1.4% | 1 |
|
META PLATFORMS INC
| 1.3% | 1 |
|
TESLA MOTORS INC
| 1.1% | 1 |
MODEL
BENCHMARK
ESTIMATED INCOME
$1,401
EST. INCOME
1.4%
YIELD
$1,733
EST. INCOME
1.7%
YIELD
CALCULATION OF ESTIMATED INCOME
| Model | Benchmark | |
| Dividends (equities) | $1,514 | $1,793 |
| Interest (bonds) | $0 | $0 |
| Other | $0 | $0 |
| LESS: Expenses | $114 | $60 |
ALTAR SCORE™ (ETFRC RATING)
BREAKDOWN OF ALTAR SCORE
| Model | Wgt (%) | Benchmark | Wgt (%) | |
| Equity funds | 5.4% | (100) | 5.4% | (100) |
| Fixed income funds | 0.0% | (0) | 0.0% | (0) |
| Non-covered funds | 0.0% | (0) | 0.0% | (0) |