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Investments

Last updated Sep 23, 2023

Asset Allocation


ITOT 27.58%VTI 23.2%QQQ 15.55%IVV 13.19%IXUS 6.37%SOXX 4.6%VXUS 2.31%IXN 2.29%IEFA 2.09%VIG 1.53%DNL 1.3%EquityEquity
PositionCategory/SectorWeight
ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities27.58%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities23.2%
QQQ
Invesco QQQ
Large Cap Blend Equities15.55%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities13.19%
IXUS
iShares Core MSCI Total International Stock ETF
Foreign Large Cap Equities6.37%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities4.6%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities2.31%
IXN
iShares Global Tech ETF
Technology Equities2.29%
IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities2.09%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend1.53%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Foreign Large Cap Equities, Dividend1.3%

Performance

The chart shows the growth of an initial investment of $10,000 in Investments, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.31%
7.69%
Investments
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Investments returned 16.98% Year-To-Date and 12.16% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%8.36%9.89%
Investments-1.52%9.78%17.34%22.47%10.44%12.22%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
-3.08%-1.18%6.41%24.84%5.81%5.53%
IEFA
iShares Core MSCI EAFE ETF
-0.99%2.02%7.50%24.49%3.02%4.04%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
-1.58%9.35%13.41%18.40%9.28%11.44%
IVV
iShares Core S&P 500 ETF
-1.43%9.88%14.34%19.40%10.21%11.95%
IXN
iShares Global Tech ETF
-2.46%11.97%30.25%33.22%15.89%17.74%
IXUS
iShares Core MSCI Total International Stock ETF
-0.87%2.22%6.43%19.59%2.69%3.57%
QQQ
Invesco QQQ
-1.07%16.80%35.64%31.41%15.14%17.43%
SOXX
iShares PHLX Semiconductor ETF
-3.69%10.37%34.96%41.86%21.92%23.00%
VIG
Vanguard Dividend Appreciation ETF
-1.45%6.28%5.45%15.82%9.45%10.69%
VTI
Vanguard Total Stock Market ETF
-1.51%9.46%13.49%18.32%9.36%11.30%
VXUS
Vanguard Total International Stock ETF
-0.82%2.39%6.54%19.46%2.85%3.66%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SOXXDNLVIGQQQIEFAIXUSIXNVXUSITOTIVVVTI
SOXX1.000.640.690.820.650.670.850.670.780.770.78
DNL0.641.000.710.690.890.920.740.910.750.750.75
VIG0.690.711.000.780.780.760.780.770.930.940.93
QQQ0.820.690.781.000.710.720.950.720.890.900.89
IEFA0.650.890.780.711.000.960.750.970.810.810.81
IXUS0.670.920.760.720.961.000.770.990.810.810.82
IXN0.850.740.780.950.750.771.000.770.880.890.88
VXUS0.670.910.770.720.970.990.771.000.820.820.82
ITOT0.780.750.930.890.810.810.880.821.000.991.00
IVV0.770.750.940.900.810.810.890.820.991.000.99
VTI0.780.750.930.890.810.820.880.821.000.991.00

Sharpe Ratio

The current Investments Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.00

The Sharpe ratio of Investments lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.23
1.01
Investments
Benchmark (^GSPC)
Portfolio components

Dividend yield

Investments granted a 1.49% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Investments1.49%1.66%1.29%1.38%1.88%2.15%1.78%2.04%2.20%2.30%2.08%2.11%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
3.24%4.90%1.47%1.90%2.13%2.88%2.15%2.96%2.39%2.91%2.89%3.49%
IEFA
iShares Core MSCI EAFE ETF
2.49%2.76%3.47%2.05%3.52%3.95%3.02%3.59%3.28%3.96%2.84%0.45%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.51%1.67%1.21%1.47%1.98%2.31%1.85%2.04%2.29%2.56%2.45%2.35%
IVV
iShares Core S&P 500 ETF
1.52%1.68%1.23%1.63%2.10%2.38%1.93%2.25%2.59%2.14%2.15%2.55%
IXN
iShares Global Tech ETF
0.61%0.81%0.58%0.64%1.09%0.98%0.97%1.09%1.20%1.23%1.11%1.19%
IXUS
iShares Core MSCI Total International Stock ETF
2.43%2.52%3.24%1.98%3.38%3.39%2.79%3.07%3.43%3.70%2.68%0.44%
QQQ
Invesco QQQ
0.60%0.81%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.39%
SOXX
iShares PHLX Semiconductor ETF
1.34%1.26%0.65%0.83%1.28%1.44%0.96%1.16%1.40%1.73%1.33%1.41%
VIG
Vanguard Dividend Appreciation ETF
1.51%1.98%1.60%1.70%1.83%2.26%2.09%2.43%2.71%2.31%2.23%2.92%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
VXUS
Vanguard Total International Stock ETF
3.07%3.15%3.25%2.32%3.40%3.64%3.23%3.56%3.54%4.37%3.58%4.04%

Expense Ratio

The Investments features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.58%
0.00%2.15%
0.46%
0.00%2.15%
0.20%
0.00%2.15%
0.09%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.15
IEFA
iShares Core MSCI EAFE ETF
1.18
ITOT
iShares Core S&P Total U.S. Stock Market ETF
0.92
IVV
iShares Core S&P 500 ETF
1.01
IXN
iShares Global Tech ETF
1.28
IXUS
iShares Core MSCI Total International Stock ETF
0.96
QQQ
Invesco QQQ
1.28
SOXX
iShares PHLX Semiconductor ETF
1.23
VIG
Vanguard Dividend Appreciation ETF
0.96
VTI
Vanguard Total Stock Market ETF
0.92
VXUS
Vanguard Total International Stock ETF
0.96

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-9.07%
-9.57%
Investments
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Investments. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Investments is 33.21%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.21%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-28.3%Dec 28, 2021202Oct 14, 2022
-19.89%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-15.36%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-10.02%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility Chart

The current Investments volatility is 3.45%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.45%
3.28%
Investments
Benchmark (^GSPC)
Portfolio components