All Equities Non-IRA
All Equities Non-IRA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Equities Non-IRA, 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 Jan 27, 2017, corresponding to the inception date of SFCWX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| All Equities Non-IRA | 12.78% | 2.23% | 12.42% | 19.05% | 14.01% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 17.70% | 0.25% | 13.82% | 28.63% | 20.85% | 18.40% |
XLG Invesco S&P 500® Top 50 ETF | 21.96% | 0.38% | 17.51% | 29.70% | 16.57% | 12.91% |
PWJZX PGIM Jennison International Opportunities Fund | 9.74% | -0.95% | 10.48% | 13.00% | 9.70% | 8.95% |
SPGP Invesco S&P 500 GARP ETF | 6.37% | 1.12% | 8.34% | 11.56% | 13.72% | 13.88% |
RWL Invesco S&P 500 Revenue ETF | 11.59% | 1.95% | 11.38% | 16.57% | 13.69% | 11.30% |
GSIKX Goldman Sachs International Equity Income Fund | 10.47% | 3.57% | 13.17% | 13.85% | 9.49% | 5.95% |
LCSSX ClearBridge Select Fund | 8.63% | 2.42% | 7.26% | 12.74% | 12.70% | 15.01% |
XMMO Invesco S&P MidCap Momentum ETF | 28.82% | 1.24% | 24.98% | 40.35% | 15.18% | 14.89% |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 7.59% | 2.50% | 8.15% | 11.17% | 10.56% | N/A |
PKW Invesco BuyBack Achievers™ ETF | 8.21% | 2.13% | 8.24% | 15.79% | 12.36% | 10.40% |
SFCWX American Funds SMALLCAP World Fund Class F-3 | 3.09% | 2.60% | 5.77% | 7.23% | 7.30% | N/A |
XSMO Invesco S&P SmallCap Momentum ETF | 13.14% | 7.25% | 13.95% | 29.16% | 12.10% | 10.86% |
HRSMX Hood River Small-Cap Growth Fund | 24.31% | 7.93% | 24.84% | 29.27% | 16.66% | 14.11% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 5.27% | 8.06% | 8.89% | 10.16% | 17.52% | 10.30% |
ROSC Hartford Multifactor Small Cap ETF | 6.46% | 11.24% | 8.97% | 16.81% | 10.80% | N/A |
NEWFX American Funds New World Fund | 7.30% | 0.01% | 9.06% | 9.06% | 6.13% | 5.40% |
Monthly Returns
The table below presents the monthly returns of All Equities Non-IRA, 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 | 0.32% | 5.75% | 3.83% | -4.87% | 4.28% | 1.17% | 12.78% | ||||||
| 2023 | 7.96% | -2.08% | 1.34% | 0.44% | -0.37% | 6.82% | 3.74% | -2.47% | -4.13% | -3.34% | 8.80% | 6.15% | 24.02% |
| 2022 | -7.24% | -1.67% | 1.77% | -8.29% | -0.40% | -8.76% | 9.44% | -3.92% | -9.41% | 8.55% | 6.11% | -5.46% | -19.76% |
| 2021 | 1.72% | 3.69% | 2.92% | 4.56% | 0.71% | 2.55% | 0.91% | 2.86% | -4.45% | 5.87% | -1.70% | 3.30% | 24.99% |
| 2020 | -0.64% | -7.71% | -14.62% | 12.88% | 8.23% | 3.22% | 6.14% | 6.42% | -2.99% | -0.99% | 12.88% | 5.36% | 27.40% |
| 2019 | 9.61% | 4.13% | 1.33% | 3.85% | -6.36% | 7.00% | 1.22% | -2.71% | 1.54% | 2.83% | 3.94% | 2.54% | 31.87% |
| 2018 | 6.03% | -2.47% | -1.24% | 0.71% | 3.29% | 0.69% | 2.08% | 4.37% | -0.35% | -8.75% | 1.29% | -8.29% | -3.74% |
| 2017 | -0.46% | 3.27% | 1.41% | 2.22% | 2.46% | 0.84% | 2.41% | 0.59% | 2.34% | 2.44% | 2.90% | 1.36% | 24.01% |
Expense Ratio
All Equities Non-IRA features an expense ratio of 0.53%, 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 All Equities Non-IRA is 46, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.83 | 2.50 | 1.31 | 2.09 | 9.17 |
XLG Invesco S&P 500® Top 50 ETF | 2.29 | 3.15 | 1.40 | 2.57 | 12.06 |
PWJZX PGIM Jennison International Opportunities Fund | 0.78 | 1.21 | 1.14 | 0.30 | 2.33 |
SPGP Invesco S&P 500 GARP ETF | 0.93 | 1.38 | 1.16 | 1.25 | 3.41 |
RWL Invesco S&P 500 Revenue ETF | 1.79 | 2.55 | 1.31 | 1.90 | 6.21 |
GSIKX Goldman Sachs International Equity Income Fund | 1.32 | 1.91 | 1.23 | 1.58 | 4.41 |
LCSSX ClearBridge Select Fund | 0.83 | 1.23 | 1.15 | 0.35 | 2.33 |
XMMO Invesco S&P MidCap Momentum ETF | 2.23 | 3.18 | 1.38 | 1.98 | 13.04 |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 1.00 | 1.49 | 1.18 | 1.04 | 2.86 |
PKW Invesco BuyBack Achievers™ ETF | 1.38 | 2.05 | 1.24 | 1.39 | 4.94 |
SFCWX American Funds SMALLCAP World Fund Class F-3 | 0.52 | 0.85 | 1.10 | 0.20 | 1.26 |
XSMO Invesco S&P SmallCap Momentum ETF | 1.60 | 2.35 | 1.28 | 1.24 | 7.99 |
HRSMX Hood River Small-Cap Growth Fund | 1.36 | 2.00 | 1.23 | 0.80 | 4.05 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 0.54 | 0.96 | 1.11 | 0.54 | 1.69 |
ROSC Hartford Multifactor Small Cap ETF | 1.08 | 1.68 | 1.19 | 1.11 | 3.72 |
NEWFX American Funds New World Fund | 0.86 | 1.29 | 1.15 | 0.36 | 2.11 |
Dividends
Dividend yield
All Equities Non-IRA granted a 1.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All Equities Non-IRA | 1.06% | 1.11% | 1.06% | 2.19% | 1.10% | 1.32% | 2.36% | 1.62% | 1.18% | 1.76% | 1.83% | 1.78% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLG Invesco S&P 500® Top 50 ETF | 0.78% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
PWJZX PGIM Jennison International Opportunities Fund | 0.08% | 0.09% | 0.00% | 0.09% | 0.00% | 0.00% | 0.06% | 0.17% | 0.24% | 0.00% | 0.00% | 3.49% |
SPGP Invesco S&P 500 GARP ETF | 1.41% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
RWL Invesco S&P 500 Revenue ETF | 1.47% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.60% | 1.71% | 1.97% | 1.43% | 1.61% |
GSIKX Goldman Sachs International Equity Income Fund | 3.36% | 2.79% | 2.21% | 2.90% | 1.96% | 2.85% | 14.88% | 1.73% | 2.35% | 1.14% | 4.18% | 1.09% |
LCSSX ClearBridge Select Fund | 0.00% | 0.00% | 0.01% | 3.26% | 0.00% | 0.00% | 1.28% | 2.11% | 1.12% | 5.25% | 3.17% | 3.67% |
XMMO Invesco S&P MidCap Momentum ETF | 0.38% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.30% |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 1.73% | 1.79% | 1.80% | 1.44% | 1.87% | 2.07% | 2.14% | 6.91% | 2.02% | 0.08% | 0.00% | 0.00% |
PKW Invesco BuyBack Achievers™ ETF | 1.07% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% | 1.03% | 0.62% |
SFCWX American Funds SMALLCAP World Fund Class F-3 | 0.95% | 0.98% | 0.34% | 9.05% | 1.58% | 4.19% | 7.01% | 4.47% | 0.00% | 0.00% | 0.00% | 0.00% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.47% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% | 0.91% |
HRSMX Hood River Small-Cap Growth Fund | 0.00% | 0.00% | 0.00% | 19.96% | 6.28% | 0.00% | 4.59% | 6.74% | 0.00% | 5.73% | 0.00% | 0.00% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.27% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.61% | 0.74% | 0.57% | 1.27% |
ROSC Hartford Multifactor Small Cap ETF | 1.89% | 2.01% | 1.51% | 2.13% | 1.75% | 3.05% | 2.86% | 2.13% | 2.20% | 2.48% | 0.00% | 0.00% |
NEWFX American Funds New World Fund | 2.29% | 2.46% | 0.89% | 6.89% | 0.10% | 3.65% | 2.26% | 1.90% | 0.92% | 0.60% | 6.75% | 2.97% |
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 All Equities Non-IRA. 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 All Equities Non-IRA was 35.00%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current All Equities Non-IRA drawdown is 2.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -27.62% | Nov 17, 2021 | 219 | Sep 30, 2022 | 339 | Feb 7, 2024 | 558 |
| -20.77% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -9.38% | Jan 29, 2018 | 9 | Feb 8, 2018 | 79 | Jun 4, 2018 | 88 |
| -8.61% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current All Equities Non-IRA volatility is 2.86%, 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
| GSIKX | PWJZX | RWJ | QQQ | XLG | ONEV | NEWFX | ROSC | XSMO | XMMO | RWL | LCSSX | PKW | HRSMX | SPGP | SFCWX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSIKX | 1.00 | 0.69 | 0.61 | 0.58 | 0.64 | 0.68 | 0.77 | 0.66 | 0.60 | 0.61 | 0.72 | 0.60 | 0.70 | 0.61 | 0.68 | 0.73 |
| PWJZX | 0.69 | 1.00 | 0.49 | 0.77 | 0.74 | 0.58 | 0.85 | 0.58 | 0.62 | 0.68 | 0.60 | 0.79 | 0.60 | 0.71 | 0.69 | 0.85 |
| RWJ | 0.61 | 0.49 | 1.00 | 0.53 | 0.57 | 0.78 | 0.61 | 0.88 | 0.82 | 0.72 | 0.81 | 0.66 | 0.83 | 0.76 | 0.75 | 0.73 |
| QQQ | 0.58 | 0.77 | 0.53 | 1.00 | 0.95 | 0.62 | 0.77 | 0.59 | 0.66 | 0.72 | 0.70 | 0.85 | 0.67 | 0.76 | 0.80 | 0.79 |
| XLG | 0.64 | 0.74 | 0.57 | 0.95 | 1.00 | 0.68 | 0.78 | 0.62 | 0.66 | 0.71 | 0.79 | 0.80 | 0.73 | 0.73 | 0.81 | 0.77 |
| ONEV | 0.68 | 0.58 | 0.78 | 0.62 | 0.68 | 1.00 | 0.67 | 0.81 | 0.75 | 0.75 | 0.88 | 0.69 | 0.87 | 0.73 | 0.83 | 0.76 |
| NEWFX | 0.77 | 0.85 | 0.61 | 0.77 | 0.78 | 0.67 | 1.00 | 0.68 | 0.67 | 0.70 | 0.72 | 0.77 | 0.71 | 0.74 | 0.76 | 0.88 |
| ROSC | 0.66 | 0.58 | 0.88 | 0.59 | 0.62 | 0.81 | 0.68 | 1.00 | 0.84 | 0.76 | 0.81 | 0.70 | 0.83 | 0.78 | 0.79 | 0.78 |
| XSMO | 0.60 | 0.62 | 0.82 | 0.66 | 0.66 | 0.75 | 0.67 | 0.84 | 1.00 | 0.88 | 0.75 | 0.80 | 0.79 | 0.87 | 0.80 | 0.82 |
| XMMO | 0.61 | 0.68 | 0.72 | 0.72 | 0.71 | 0.75 | 0.70 | 0.76 | 0.88 | 1.00 | 0.75 | 0.84 | 0.78 | 0.86 | 0.82 | 0.84 |
| RWL | 0.72 | 0.60 | 0.81 | 0.70 | 0.79 | 0.88 | 0.72 | 0.81 | 0.75 | 0.75 | 1.00 | 0.71 | 0.93 | 0.74 | 0.87 | 0.77 |
| LCSSX | 0.60 | 0.79 | 0.66 | 0.85 | 0.80 | 0.69 | 0.77 | 0.70 | 0.80 | 0.84 | 0.71 | 1.00 | 0.73 | 0.89 | 0.82 | 0.90 |
| PKW | 0.70 | 0.60 | 0.83 | 0.67 | 0.73 | 0.87 | 0.71 | 0.83 | 0.79 | 0.78 | 0.93 | 0.73 | 1.00 | 0.77 | 0.87 | 0.78 |
| HRSMX | 0.61 | 0.71 | 0.76 | 0.76 | 0.73 | 0.73 | 0.74 | 0.78 | 0.87 | 0.86 | 0.74 | 0.89 | 0.77 | 1.00 | 0.81 | 0.89 |
| SPGP | 0.68 | 0.69 | 0.75 | 0.80 | 0.81 | 0.83 | 0.76 | 0.79 | 0.80 | 0.82 | 0.87 | 0.82 | 0.87 | 0.81 | 1.00 | 0.83 |
| SFCWX | 0.73 | 0.85 | 0.73 | 0.79 | 0.77 | 0.76 | 0.88 | 0.78 | 0.82 | 0.84 | 0.77 | 0.90 | 0.78 | 0.89 | 0.83 | 1.00 |