SPLG + SCHG + AVUV + FTEC +IBIT
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPLG + SCHG + AVUV + FTEC +IBIT, 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 11, 2024, corresponding to the inception date of IBIT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SPLG + SCHG + AVUV + FTEC +IBIT | N/A | 2.59% | 9.05% | N/A | N/A | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 20.75% | 2.48% | 9.71% | 33.57% | 15.67% | 13.21% |
SCHG Schwab U.S. Large-Cap Growth ETF | 24.83% | 2.25% | 10.85% | 42.54% | 20.16% | 16.40% |
AVUV Avantis U.S. Small Cap Value ETF | 7.67% | 3.54% | 5.78% | 26.48% | N/A | N/A |
FTEC Fidelity MSCI Information Technology Index ETF | 19.95% | 1.23% | 9.51% | 40.90% | 22.97% | 20.27% |
IBIT iShares Bitcoin Trust | N/A | 4.22% | -1.68% | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of SPLG + SCHG + AVUV + FTEC +IBIT, 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 | 0.93% | 6.86% | 3.92% | -4.93% | 5.73% | 2.73% | 2.18% | 0.93% | 20.96% |
Expense Ratio
SPLG + SCHG + AVUV + FTEC +IBIT has an expense ratio of 0.07%, 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 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.71 | 15.50 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.30 | 2.98 | 1.41 | 2.64 | 12.32 |
AVUV Avantis U.S. Small Cap Value ETF | 1.19 | 1.78 | 1.21 | 2.01 | 6.00 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.85 | 2.42 | 1.32 | 2.54 | 9.16 |
IBIT iShares Bitcoin Trust | — | — | — | — | — |
Not enough dataDividends
Dividend yield
SPLG + SCHG + AVUV + FTEC +IBIT granted a 0.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPLG + SCHG + AVUV + FTEC +IBIT | 0.86% | 1.26% | 1.46% | 1.08% | 1.29% | 1.43% | 1.75% | 1.38% | 1.57% | 1.57% | 1.42% | 1.32% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.96% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
AVUV Avantis U.S. Small Cap Value ETF | 1.22% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.66% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
IBIT iShares Bitcoin Trust | 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 SPLG + SCHG + AVUV + FTEC +IBIT. 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 SPLG + SCHG + AVUV + FTEC +IBIT was 9.63%, occurring on Aug 5, 2024. Recovery took 32 trading sessions.
The current SPLG + SCHG + AVUV + FTEC +IBIT drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.63% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.86% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -1.91% | Jan 30, 2024 | 2 | Jan 31, 2024 | 2 | Feb 2, 2024 | 4 |
| -1.58% | Feb 13, 2024 | 1 | Feb 13, 2024 | 2 | Feb 15, 2024 | 3 |
| -1.53% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
Volatility
Volatility Chart
The current SPLG + SCHG + AVUV + FTEC +IBIT volatility is 4.87%, 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
| IBIT | AVUV | FTEC | SCHG | SPLG | |
|---|---|---|---|---|---|
| IBIT | 1.00 | 0.35 | 0.30 | 0.28 | 0.33 |
| AVUV | 0.35 | 1.00 | 0.44 | 0.43 | 0.59 |
| FTEC | 0.30 | 0.44 | 1.00 | 0.96 | 0.90 |
| SCHG | 0.28 | 0.43 | 0.96 | 1.00 | 0.94 |
| SPLG | 0.33 | 0.59 | 0.90 | 0.94 | 1.00 |