Tenco
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tenco, 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) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Tenco | N/A | 2.39% | 8.57% | N/A | N/A | N/A |
Portfolio components: | ||||||
Vanguard Total Stock Market ETF | 19.49% | 2.68% | 9.27% | 33.25% | 14.85% | 12.55% |
SPDR Portfolio S&P 500 ETF | 20.75% | 2.48% | 9.71% | 33.93% | 15.67% | 13.20% |
SPDR Portfolio Emerging Markets ETF | 11.86% | 2.30% | 9.84% | 18.92% | 5.28% | 3.80% |
SPDR Portfolio World ex-US ETF | 10.66% | 1.48% | 5.42% | 20.75% | 7.66% | 5.39% |
Vanguard Intermediate-Term Treasury ETF | 4.57% | 1.38% | 5.41% | 9.35% | 0.41% | 1.59% |
Vanguard Short-Term Inflation-Protected Securities ETF | 4.87% | 1.29% | 3.97% | 7.90% | 3.65% | 2.44% |
iShares Bitcoin Trust | N/A | 4.22% | -1.68% | N/A | N/A | N/A |
iShares Cohen & Steers REIT ETF | 13.84% | 5.14% | 18.30% | 32.58% | 4.57% | 7.70% |
Monthly Returns
The table below presents the monthly returns of Tenco, 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 | -0.06% | 3.97% | 2.74% | -3.31% | 3.97% | 1.60% | 2.20% | 2.02% | 15.05% |
Expense Ratio
Tenco 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 | |
---|---|---|---|---|---|
Vanguard Total Stock Market ETF | 2.35 | 3.15 | 1.42 | 2.19 | 14.43 |
SPDR Portfolio S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.71 | 15.50 |
SPDR Portfolio Emerging Markets ETF | 1.37 | 1.94 | 1.24 | 0.70 | 7.85 |
SPDR Portfolio World ex-US ETF | 1.41 | 1.99 | 1.25 | 1.07 | 8.40 |
Vanguard Intermediate-Term Treasury ETF | 1.73 | 2.58 | 1.31 | 0.60 | 6.77 |
Vanguard Short-Term Inflation-Protected Securities ETF | 3.54 | 6.48 | 1.83 | 2.87 | 37.41 |
iShares Bitcoin Trust | — | — | — | — | — |
iShares Cohen & Steers REIT ETF | 1.49 | 2.15 | 1.27 | 0.78 | 6.46 |
Dividends
Dividend yield
Tenco granted a 2.01% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Tenco | 2.01% | 2.21% | 2.68% | 2.17% | 1.69% | 2.22% | 2.36% | 1.71% | 2.06% | 1.99% | 2.03% | 1.76% |
Portfolio components: | ||||||||||||
Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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% |
SPDR Portfolio Emerging Markets ETF | 2.55% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
SPDR Portfolio World ex-US ETF | 2.62% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
Vanguard Intermediate-Term Treasury ETF | 3.31% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Vanguard Short-Term Inflation-Protected Securities ETF | 3.42% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
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% |
iShares Cohen & Steers REIT ETF | 2.51% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
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 Tenco. 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 Tenco was 5.84%, occurring on Aug 5, 2024. Recovery took 12 trading sessions.
The current Tenco drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.84% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-4.31% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
-2.84% | Aug 26, 2024 | 9 | Sep 6, 2024 | 5 | Sep 13, 2024 | 14 |
-1.65% | Jan 16, 2024 | 2 | Jan 17, 2024 | 6 | Jan 25, 2024 | 8 |
-1.63% | May 21, 2024 | 6 | May 29, 2024 | 6 | Jun 6, 2024 | 12 |
Volatility
Volatility Chart
The current Tenco volatility is 3.20%, 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 | VTIP | VGIT | ICF | SPEM | SPLG | VTI | SPDW | |
---|---|---|---|---|---|---|---|---|
IBIT | 1.00 | 0.01 | -0.01 | 0.28 | 0.31 | 0.33 | 0.36 | 0.30 |
VTIP | 0.01 | 1.00 | 0.81 | 0.40 | 0.22 | 0.20 | 0.22 | 0.32 |
VGIT | -0.01 | 0.81 | 1.00 | 0.47 | 0.21 | 0.20 | 0.21 | 0.32 |
ICF | 0.28 | 0.40 | 0.47 | 1.00 | 0.35 | 0.45 | 0.49 | 0.49 |
SPEM | 0.31 | 0.22 | 0.21 | 0.35 | 1.00 | 0.67 | 0.69 | 0.79 |
SPLG | 0.33 | 0.20 | 0.20 | 0.45 | 0.67 | 1.00 | 0.99 | 0.77 |
VTI | 0.36 | 0.22 | 0.21 | 0.49 | 0.69 | 0.99 | 1.00 | 0.79 |
SPDW | 0.30 | 0.32 | 0.32 | 0.49 | 0.79 | 0.77 | 0.79 | 1.00 |