QF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 40% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 15% |
SLV iShares Silver Trust | Precious Metals | 3.75% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 30% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 3.75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in QF, 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
The earliest data available for this chart is Apr 28, 2006, corresponding to the inception date of SLV
Returns By Period
As of Nov 14, 2024, the QF returned 11.47% Year-To-Date and 6.01% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| QF | 11.47% | -0.49% | 5.74% | 16.55% | 6.83% | 6.01% |
| Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.36% | -2.21% | 1.50% | 4.41% | -1.52% | 0.79% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.32% | -0.20% | 2.68% | 4.84% | 1.18% | 1.18% |
GLD SPDR Gold Trust | 24.30% | -3.04% | 7.58% | 30.48% | 11.49% | 7.59% |
SPY SPDR S&P 500 ETF | 26.83% | 2.20% | 13.43% | 34.88% | 15.71% | 13.33% |
XLE Energy Select Sector SPDR Fund | 15.50% | 1.88% | 2.29% | 15.34% | 14.95% | 4.96% |
SLV iShares Silver Trust | 26.77% | -3.26% | 1.81% | 30.42% | 11.78% | 5.87% |
Monthly Returns
The table below presents the monthly returns of QF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.28% | 0.82% | 2.74% | -2.11% | 3.05% | 1.35% | 2.16% | 1.45% | 1.88% | -1.18% | 11.47% | ||
| 2023 | 3.94% | -3.29% | 3.96% | 1.16% | -1.20% | 1.36% | 1.56% | -0.81% | -3.29% | -0.92% | 5.25% | 2.92% | 10.69% |
| 2022 | -2.07% | 0.07% | -0.15% | -4.90% | 0.56% | -3.90% | 4.17% | -3.43% | -5.34% | 2.64% | 4.50% | -1.98% | -9.97% |
| 2021 | -0.78% | 0.25% | 0.24% | 2.51% | 1.49% | 0.36% | 1.33% | 0.43% | -2.27% | 2.64% | -0.27% | 1.63% | 7.73% |
| 2020 | 1.41% | -1.85% | -3.28% | 5.90% | 2.63% | 0.77% | 4.02% | 2.48% | -2.84% | -1.45% | 3.85% | 2.35% | 14.40% |
| 2019 | 3.48% | 0.77% | 1.54% | 0.96% | -1.06% | 3.72% | 0.63% | 1.96% | -0.37% | 1.13% | 0.41% | 1.18% | 15.23% |
| 2018 | 1.24% | -2.29% | -0.25% | -0.10% | 1.24% | -0.05% | 0.65% | 0.91% | -0.23% | -2.52% | 1.08% | -0.94% | -1.35% |
| 2017 | 1.30% | 1.83% | -0.03% | 0.58% | 0.65% | -0.34% | 1.11% | 0.98% | -0.11% | 0.55% | 0.82% | 0.92% | 8.55% |
| 2016 | 0.34% | 1.54% | 2.26% | 1.38% | -0.53% | 2.86% | 1.61% | -0.92% | 0.40% | -1.71% | -1.22% | 0.43% | 6.53% |
| 2015 | 1.78% | 0.07% | -0.28% | 0.16% | 0.19% | -1.73% | 0.27% | -1.76% | -0.42% | 3.15% | -0.93% | -1.26% | -0.86% |
| 2014 | 0.17% | 2.52% | -0.42% | 0.65% | 1.22% | 1.62% | -1.03% | 1.91% | -2.04% | 0.81% | 0.88% | 0.06% | 6.44% |
| 2013 | 1.46% | 0.12% | 1.47% | 0.05% | -1.15% | -2.47% | 2.23% | -0.40% | 1.02% | 1.87% | -0.15% | -0.29% | 3.71% |
Expense Ratio
QF has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of QF is 75, placing it in the top 25% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 0.83 | 1.24 | 1.14 | 0.28 | 2.41 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.74 | 4.43 | 1.57 | 2.31 | 14.62 |
GLD SPDR Gold Trust | 2.14 | 2.86 | 1.37 | 4.10 | 13.62 |
SPY SPDR S&P 500 ETF | 3.08 | 4.10 | 1.58 | 4.46 | 20.22 |
XLE Energy Select Sector SPDR Fund | 0.92 | 1.33 | 1.17 | 1.23 | 2.87 |
SLV iShares Silver Trust | 1.13 | 1.71 | 1.21 | 0.61 | 4.66 |
Dividends
Dividend yield
QF provided a 2.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.46% | 2.17% | 1.61% | 0.89% | 1.24% | 1.89% | 1.90% | 1.53% | 1.53% | 1.59% | 1.52% | 1.36% |
| Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.51% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.86% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
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 | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
XLE Energy Select Sector SPDR Fund | 3.15% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
SLV iShares Silver 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the QF. 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 QF was 18.07%, occurring on Oct 27, 2008. Recovery took 266 trading sessions.
The current QF drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.07% | May 21, 2008 | 111 | Oct 27, 2008 | 266 | Nov 16, 2009 | 377 |
| -14.98% | Dec 28, 2021 | 189 | Sep 27, 2022 | 336 | Jan 30, 2024 | 525 |
| -11.58% | Feb 21, 2020 | 19 | Mar 18, 2020 | 42 | May 18, 2020 | 61 |
| -5.77% | Jan 29, 2018 | 229 | Dec 24, 2018 | 28 | Feb 5, 2019 | 257 |
| -5.34% | Apr 16, 2015 | 92 | Aug 25, 2015 | 141 | Mar 17, 2016 | 233 |
Volatility
Volatility Chart
The current QF volatility is 1.74%, 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.
Diversification
Asset Correlations Table
| SPY | SLV | GLD | SHY | XLE | IEF | |
|---|---|---|---|---|---|---|
| SPY | 1.00 | 0.20 | 0.06 | -0.21 | 0.63 | -0.29 |
| SLV | 0.20 | 1.00 | 0.80 | 0.14 | 0.27 | 0.10 |
| GLD | 0.06 | 0.80 | 1.00 | 0.26 | 0.16 | 0.23 |
| SHY | -0.21 | 0.14 | 0.26 | 1.00 | -0.21 | 0.76 |
| XLE | 0.63 | 0.27 | 0.16 | -0.21 | 1.00 | -0.30 |
| IEF | -0.29 | 0.10 | 0.23 | 0.76 | -0.30 | 1.00 |