IRA
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Schwab U.S. Aggregate Bond ETF | Total Bond Market | 59.45% |
SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 40.37% |
USD Cash | 0.18% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Jul 14, 2011, corresponding to the inception date of SCHZ
Returns By Period
As of Oct 17, 2024, the IRA returned 14.28% Year-To-Date and 7.79% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
IRA | 14.28% | 0.85% | 12.14% | 24.35% | 7.82% | 7.76% |
Portfolio components: | ||||||
SPDR Portfolio S&P 500 Growth ETF | 29.54% | 4.18% | 19.71% | 40.58% | 17.14% | 15.04% |
Schwab U.S. Aggregate Bond ETF | 4.48% | -1.32% | 7.10% | 13.93% | 1.20% | 2.54% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of 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 | 1.13% | 2.30% | 1.53% | -3.09% | 3.76% | 3.41% | 0.86% | 1.73% | 1.97% | 14.28% | |||
2023 | 4.35% | -2.26% | 3.92% | 0.93% | 0.33% | 2.62% | 1.16% | -0.64% | -3.53% | -1.71% | 6.41% | 3.70% | 15.83% |
2022 | -4.70% | -2.33% | 0.02% | -7.43% | -0.02% | -4.00% | 6.72% | -4.06% | -6.64% | 1.13% | 4.24% | -3.38% | -19.45% |
2021 | -0.59% | -0.93% | 0.51% | 3.35% | -0.16% | 2.92% | 2.28% | 1.62% | -2.94% | 3.69% | 0.85% | 0.91% | 11.93% |
2020 | 2.13% | -1.78% | -4.78% | 7.67% | 2.98% | 2.13% | 3.81% | 3.58% | -2.06% | -1.59% | 4.64% | 1.78% | 19.39% |
2019 | 3.69% | 1.65% | 2.30% | 1.56% | -1.28% | 3.43% | 0.71% | 1.45% | -0.19% | 0.83% | 1.49% | 1.14% | 18.02% |
2018 | 2.20% | -1.46% | -0.86% | -0.34% | 2.22% | 0.43% | 1.35% | 2.40% | -0.07% | -3.58% | 1.04% | -1.81% | 1.34% |
2017 | 1.36% | 2.04% | 0.49% | 1.38% | 1.62% | -0.24% | 1.44% | 1.21% | 0.15% | 1.48% | 1.08% | 0.59% | 13.33% |
2016 | -1.30% | 0.28% | 3.32% | -0.27% | 1.02% | 1.00% | 2.19% | -0.21% | 0.29% | -1.42% | -0.88% | 0.69% | 4.70% |
2015 | 0.26% | 2.07% | -0.41% | 0.09% | 0.53% | -1.29% | 1.92% | -2.68% | -0.43% | 4.02% | -0.16% | -0.65% | 3.13% |
2014 | -0.24% | 2.42% | -0.25% | 0.51% | 2.12% | 0.93% | -0.65% | 2.36% | -0.68% | 1.74% | 1.60% | 0.02% | 10.24% |
2013 | 1.33% | 0.74% | 1.79% | 1.38% | -0.10% | -1.82% | 2.54% | -1.18% | 2.21% | 2.49% | 1.13% | 0.82% | 11.82% |
Expense Ratio
IRA has an expense ratio of 0.04%, which is considered low compared to other funds. 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 IRA is 78, placing it in the top 22% 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 | |
---|---|---|---|---|---|
SPDR Portfolio S&P 500 Growth ETF | 2.84 | 3.64 | 1.53 | 2.36 | 14.65 |
Schwab U.S. Aggregate Bond ETF | 2.22 | 3.37 | 1.42 | 0.90 | 10.32 |
USD Cash | — | — | — | — | — |
Dividends
Dividend yield
IRA granted a 3.20% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IRA | 3.20% | 3.07% | 2.38% | 2.29% | 2.66% | 2.76% | 3.09% | 2.60% | 2.52% | 2.51% | 2.26% | 2.46% |
Portfolio components: | ||||||||||||
SPDR Portfolio S&P 500 Growth ETF | 0.67% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Schwab U.S. Aggregate Bond ETF | 4.92% | 4.38% | 3.31% | 3.43% | 3.87% | 3.72% | 4.17% | 3.42% | 3.18% | 3.16% | 2.87% | 3.17% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 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 IRA was 22.74%, occurring on Oct 14, 2022. Recovery took 433 trading sessions.
The current IRA drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-22.74% | Dec 28, 2021 | 209 | Oct 14, 2022 | 433 | Jun 12, 2024 | 642 |
-15.82% | Feb 20, 2020 | 20 | Mar 18, 2020 | 45 | May 20, 2020 | 65 |
-7.15% | Oct 3, 2018 | 59 | Dec 24, 2018 | 39 | Feb 15, 2019 | 98 |
-5.3% | Sep 3, 2020 | 15 | Sep 23, 2020 | 54 | Dec 8, 2020 | 69 |
-5.21% | Jul 25, 2011 | 11 | Aug 8, 2011 | 58 | Oct 27, 2011 | 69 |
Volatility
Volatility Chart
The current IRA volatility is 1.51%, 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
USD=X | SCHZ | SPYG | |
---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 |
SCHZ | 0.00 | 1.00 | -0.05 |
SPYG | 0.00 | -0.05 | 1.00 |