4-ETF Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
CALF Pacer US Small Cap Cash Cows 100 ETF | Small Cap Blend Equities | 25% |
COWZ Pacer US Cash Cows 100 ETF | All Cap Equities | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 25% |
SCHX Schwab U.S. Large-Cap ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4-ETF 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
The earliest data available for this chart is Jun 19, 2017, corresponding to the inception date of CALF
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
4-ETF Portfolio | 9.64% | 0.19% | 6.21% | 18.86% | 16.51% | N/A |
Portfolio components: | ||||||
SCHX Schwab U.S. Large-Cap ETF | 18.29% | 2.90% | 10.90% | 28.51% | 15.58% | 12.78% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
CALF Pacer US Small Cap Cash Cows 100 ETF | -3.38% | -3.43% | -4.30% | 11.19% | 16.86% | N/A |
COWZ Pacer US Cash Cows 100 ETF | 11.82% | 0.19% | 8.10% | 16.96% | 18.54% | N/A |
Monthly Returns
The table below presents the monthly returns of 4-ETF Portfolio, 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 | -0.21% | 3.61% | 4.44% | -5.23% | 2.72% | -1.25% | 6.35% | 9.64% | |||||
2023 | 6.68% | -2.68% | -0.45% | -0.67% | -2.43% | 7.96% | 5.58% | -1.57% | -3.29% | -3.64% | 7.45% | 6.72% | 20.09% |
2022 | -3.40% | -0.21% | 1.90% | -5.47% | 2.34% | -10.53% | 8.35% | -3.17% | -9.16% | 11.91% | 5.96% | -5.90% | -9.59% |
2021 | 2.89% | 5.78% | 8.71% | 3.19% | 2.62% | 0.91% | 0.45% | 2.46% | -3.53% | 3.91% | -1.13% | 4.96% | 35.36% |
2020 | -3.29% | -9.07% | -15.88% | 14.66% | 4.53% | 3.04% | 4.70% | 5.90% | -2.75% | -1.22% | 14.72% | 4.57% | 16.73% |
2019 | 9.28% | 3.15% | -0.77% | 3.36% | -9.91% | 7.81% | 1.37% | -3.22% | 4.57% | 2.13% | 3.96% | 2.27% | 25.08% |
2018 | 4.24% | -3.64% | -1.18% | -0.26% | 3.49% | 1.06% | 2.87% | 2.73% | -0.52% | -7.62% | 1.37% | -9.16% | -7.41% |
2017 | 0.10% | 0.74% | -1.78% | 4.42% | 0.69% | 3.59% | 2.45% | 10.51% |
Expense Ratio
4-ETF Portfolio features an expense ratio of 0.29%, falling within the medium range. 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 rank of 4-ETF Portfolio is 26, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 2.39 | 3.24 | 1.43 | 2.31 | 11.26 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
CALF Pacer US Small Cap Cash Cows 100 ETF | 0.58 | 0.97 | 1.11 | 0.87 | 2.08 |
COWZ Pacer US Cash Cows 100 ETF | 1.30 | 1.93 | 1.22 | 2.20 | 4.91 |
Dividends
Dividend yield
4-ETF Portfolio granted a 1.92% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
4-ETF Portfolio | 1.92% | 2.00% | 1.96% | 2.03% | 2.04% | 1.94% | 2.07% | 1.74% | 1.35% | 1.25% | 1.10% | 1.03% |
Portfolio components: | ||||||||||||
SCHX Schwab U.S. Large-Cap ETF | 1.23% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.08% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.98% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 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 4-ETF Portfolio. 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 4-ETF Portfolio was 37.12%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current 4-ETF Portfolio drawdown is 0.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-37.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 111 | Aug 28, 2020 | 155 |
-21% | Sep 24, 2018 | 64 | Dec 24, 2018 | 212 | Oct 28, 2019 | 276 |
-20.3% | Jan 5, 2022 | 182 | Sep 26, 2022 | 206 | Jul 24, 2023 | 388 |
-9.63% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
-9.24% | Jan 29, 2018 | 9 | Feb 8, 2018 | 84 | Jun 11, 2018 | 93 |
Volatility
Volatility Chart
The current 4-ETF Portfolio volatility is 6.04%, 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
CALF | SCHX | SCHD | COWZ | |
---|---|---|---|---|
CALF | 1.00 | 0.70 | 0.74 | 0.84 |
SCHX | 0.70 | 1.00 | 0.82 | 0.79 |
SCHD | 0.74 | 0.82 | 1.00 | 0.86 |
COWZ | 0.84 | 0.79 | 0.86 | 1.00 |