Large Cap
The last portfolio assembled, for the goal of "Setting aside 20% of my income", showed a drawdown of 8.11% for the entire time. Diversified with a focus on Large Cap Growth Equities.
By. Farid B
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Large Cap, 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 Oct 17, 2022, corresponding to the inception date of BBLU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Large Cap | 17.81% | -2.84% | 13.99% | 27.07% | N/A | N/A |
| Portfolio components: | ||||||
BBLU Ea Bridgeway Blue Chip ETF | 15.51% | -0.99% | 12.06% | 21.55% | N/A | N/A |
FNGS MicroSectors FANG+ ETN | 24.59% | -4.12% | 18.11% | 39.15% | N/A | N/A |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 2.74% | -0.05% | 2.30% | 4.94% | 2.33% | 2.20% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 14.24% | 2.64% | 16.78% | 21.17% | 10.59% | 5.83% |
QQQM Invesco NASDAQ 100 ETF | 12.27% | -4.63% | 8.46% | 22.61% | N/A | N/A |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
Monthly Returns
The table below presents the monthly returns of Large Cap, 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 | 2.48% | 6.42% | 3.03% | -2.19% | 5.04% | 5.08% | 17.81% | ||||||
| 2023 | 10.26% | 0.42% | 7.69% | -0.47% | 7.69% | 4.87% | 3.07% | -1.41% | -4.42% | -0.74% | 8.65% | 4.44% | 46.64% |
| 2022 | 1.31% | 8.49% | -5.21% | 4.17% |
Expense Ratio
Large Cap 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 risk-adjusted rank of Large Cap is 80, placing it in the top 20% 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 | |
|---|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.98 | 2.82 | 1.34 | 2.42 | 8.66 |
FNGS MicroSectors FANG+ ETN | 1.66 | 2.23 | 1.28 | 2.72 | 9.12 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 8.84 | 11.13 | 8.17 | 11.54 | 128.63 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.41 | 2.03 | 1.26 | 1.71 | 7.18 |
QQQM Invesco NASDAQ 100 ETF | 1.37 | 1.90 | 1.24 | 2.06 | 6.78 |
SMH VanEck Vectors Semiconductor ETF | 1.85 | 2.42 | 1.31 | 3.39 | 8.95 |
Dividends
Dividend yield
Large Cap granted a 1.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Large Cap | 1.51% | 1.51% | 7.21% | 0.20% | 0.30% | 1.32% | 0.90% | 0.63% | 0.30% | 0.64% | 0.35% | 0.47% |
| Portfolio components: | ||||||||||||
BBLU Ea Bridgeway Blue Chip ETF | 1.45% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNGS MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.40% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% | 0.00% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Large Cap. 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 Large Cap was 8.11%, occurring on Oct 26, 2023. Recovery took 13 trading sessions.
The current Large Cap drawdown is 6.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.11% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
| -7.58% | Dec 2, 2022 | 18 | Dec 28, 2022 | 15 | Jan 20, 2023 | 33 |
| -7.19% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -5.96% | Feb 3, 2023 | 25 | Mar 10, 2023 | 9 | Mar 23, 2023 | 34 |
| -5.66% | Apr 12, 2024 | 6 | Apr 19, 2024 | 17 | May 14, 2024 | 23 |
Volatility
Volatility Chart
The current Large Cap volatility is 5.18%, 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
| USFR | SGOL | SMH | BBLU | FNGS | QQQM | |
|---|---|---|---|---|---|---|
| USFR | 1.00 | -0.01 | -0.02 | -0.07 | -0.04 | -0.04 |
| SGOL | -0.01 | 1.00 | 0.10 | 0.12 | 0.11 | 0.11 |
| SMH | -0.02 | 0.10 | 1.00 | 0.74 | 0.80 | 0.86 |
| BBLU | -0.07 | 0.12 | 0.74 | 1.00 | 0.76 | 0.86 |
| FNGS | -0.04 | 0.11 | 0.80 | 0.76 | 1.00 | 0.92 |
| QQQM | -0.04 | 0.11 | 0.86 | 0.86 | 0.92 | 1.00 |