Investments
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SOXX | DNL | VIG | QQQ | IEFA | IXUS | IXN | VXUS | ITOT | IVV | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SOXX | 1.00 | 0.64 | 0.69 | 0.82 | 0.65 | 0.67 | 0.85 | 0.67 | 0.78 | 0.77 | 0.78 |
| DNL | 0.64 | 1.00 | 0.71 | 0.69 | 0.89 | 0.92 | 0.74 | 0.91 | 0.75 | 0.75 | 0.75 |
| VIG | 0.69 | 0.71 | 1.00 | 0.78 | 0.78 | 0.76 | 0.78 | 0.77 | 0.93 | 0.94 | 0.93 |
| QQQ | 0.82 | 0.69 | 0.78 | 1.00 | 0.71 | 0.72 | 0.95 | 0.72 | 0.89 | 0.90 | 0.89 |
| IEFA | 0.65 | 0.89 | 0.78 | 0.71 | 1.00 | 0.96 | 0.75 | 0.97 | 0.81 | 0.81 | 0.81 |
| IXUS | 0.67 | 0.92 | 0.76 | 0.72 | 0.96 | 1.00 | 0.77 | 0.99 | 0.81 | 0.81 | 0.82 |
| IXN | 0.85 | 0.74 | 0.78 | 0.95 | 0.75 | 0.77 | 1.00 | 0.77 | 0.88 | 0.89 | 0.88 |
| VXUS | 0.67 | 0.91 | 0.77 | 0.72 | 0.97 | 0.99 | 0.77 | 1.00 | 0.82 | 0.82 | 0.82 |
| ITOT | 0.78 | 0.75 | 0.93 | 0.89 | 0.81 | 0.81 | 0.88 | 0.82 | 1.00 | 0.99 | 1.00 |
| IVV | 0.77 | 0.75 | 0.94 | 0.90 | 0.81 | 0.81 | 0.89 | 0.82 | 0.99 | 1.00 | 0.99 |
| VTI | 0.78 | 0.75 | 0.93 | 0.89 | 0.81 | 0.82 | 0.88 | 0.82 | 1.00 | 0.99 | 1.00 |
Dividend yield
Investments granted a 1.49% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investments | 1.49% | 1.66% | 1.29% | 1.38% | 1.88% | 2.15% | 1.78% | 2.04% | 2.20% | 2.30% | 2.08% | 2.11% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -28.3% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -19.89% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -15.36% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
| -10.02% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
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.