Agr V1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IYW iShares U.S. Technology ETF | Technology Equities | 25% |
JPM JPMorgan Chase & Co. | Financial Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
SCHB Schwab U.S. Broad Market ETF | Large Cap Growth Equities | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Agr V1, 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 every 3 months.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jan 9, 2025, the Agr V1 returned 3.80% Year-To-Date and 39.89% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Agr V1 | 3.80% | 0.52% | 4.23% | 128.83% | 57.56% | 39.89% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 1.00% | -1.15% | 6.77% | 36.86% | 19.41% | 16.87% |
IYW iShares U.S. Technology ETF | 0.95% | -1.86% | 1.57% | 33.26% | 22.33% | 20.91% |
SCHD Schwab US Dividend Equity ETF | 0.00% | -4.22% | 7.18% | 11.25% | 11.04% | 11.04% |
SCHB Schwab U.S. Broad Market ETF | 0.66% | -2.63% | 6.74% | 25.42% | 13.81% | 12.69% |
NVDA NVIDIA Corporation | 4.33% | 0.94% | 3.87% | 163.72% | 87.65% | 76.66% |
JPM JPMorgan Chase & Co. | 1.95% | 0.24% | 18.33% | 45.72% | 15.63% | 18.40% |
Monthly Returns
The table below presents the monthly returns of Agr V1, 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 | 18.10% | 23.00% | 11.86% | -4.39% | 22.91% | 11.48% | -4.41% | 2.02% | 1.65% | 7.85% | 4.58% | -2.64% | 131.72% |
| 2023 | 21.30% | 10.50% | 13.97% | 0.40% | 25.01% | 10.14% | 8.77% | 3.42% | -9.99% | -5.08% | 13.68% | 5.77% | 144.04% |
| 2022 | -13.09% | -1.85% | 8.22% | -24.14% | 0.54% | -14.57% | 14.99% | -11.35% | -14.98% | 9.40% | 15.70% | -10.35% | -40.85% |
| 2021 | -0.16% | 4.45% | 0.15% | 8.67% | 4.34% | 13.57% | -0.33% | 9.83% | -6.16% | 16.33% | 16.24% | -5.67% | 76.23% |
| 2020 | 0.84% | -0.23% | -8.46% | 12.27% | 12.45% | 5.07% | 8.74% | 17.02% | -1.50% | -4.71% | 9.47% | 1.09% | 61.47% |
| 2019 | 8.01% | 4.78% | 6.30% | 4.54% | -13.32% | 11.02% | 2.89% | -1.86% | 2.90% | 7.21% | 5.72% | 5.27% | 50.02% |
| 2018 | 14.25% | -1.81% | -3.61% | -1.22% | 7.08% | -2.66% | 3.82% | 8.49% | 0.01% | -14.81% | -8.03% | -11.95% | -13.49% |
| 2017 | 2.21% | 1.24% | 2.28% | -0.23% | 11.51% | 0.62% | 5.78% | 2.26% | 3.22% | 8.81% | 0.50% | -0.69% | 43.69% |
| 2016 | -6.66% | 0.14% | 8.07% | -0.63% | 6.91% | -0.76% | 7.96% | 2.52% | 2.91% | 0.22% | 9.99% | 5.97% | 41.68% |
| 2015 | -3.95% | 8.03% | -2.07% | 1.74% | 1.74% | -2.62% | 1.81% | -4.42% | -1.49% | 9.26% | 2.19% | -1.29% | 8.23% |
| 2014 | -2.94% | 5.42% | 0.89% | -0.38% | 2.49% | 2.13% | -0.93% | 4.54% | -1.27% | 2.25% | 3.43% | -0.65% | 15.67% |
Expense Ratio
Agr V1 has an expense ratio of 0.13%, 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
With an overall rank of 89, Agr V1 is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 2.11 | 2.73 | 1.38 | 3.02 | 11.75 |
IYW iShares U.S. Technology ETF | 1.56 | 2.07 | 1.27 | 2.09 | 7.19 |
SCHD Schwab US Dividend Equity ETF | 0.95 | 1.42 | 1.17 | 1.34 | 4.01 |
SCHB Schwab U.S. Broad Market ETF | 1.95 | 2.61 | 1.36 | 2.95 | 12.14 |
NVDA NVIDIA Corporation | 3.19 | 3.45 | 1.43 | 6.22 | 19.03 |
JPM JPMorgan Chase & Co. | 1.90 | 2.62 | 1.39 | 4.40 | 12.57 |
Dividends
Dividend yield
Agr V1 provided a 1.08% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.08% | 1.08% | 1.19% | 1.32% | 1.02% | 1.28% | 1.37% | 1.63% | 1.32% | 1.51% | 1.71% | 1.63% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.39% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
IYW iShares U.S. Technology ETF | 0.21% | 0.21% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% |
SCHD Schwab US Dividend Equity ETF | 3.64% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SCHB Schwab U.S. Broad Market ETF | 1.23% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
JPM JPMorgan Chase & Co. | 1.97% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
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 Agr V1. 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 Agr V1 was 53.61%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Agr V1 drawdown is 5.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.61% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -36.09% | Oct 2, 2018 | 58 | Dec 24, 2018 | 247 | Dec 17, 2019 | 305 |
| -33.36% | Feb 20, 2020 | 18 | Mar 16, 2020 | 54 | Jun 2, 2020 | 72 |
| -24.29% | Jul 11, 2024 | 20 | Aug 7, 2024 | 45 | Oct 10, 2024 | 65 |
| -17.31% | Mar 26, 2024 | 18 | Apr 19, 2024 | 18 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current Agr V1 volatility is 11.20%, 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
| JPM | NVDA | SCHD | IYW | SCHG | SCHB | |
|---|---|---|---|---|---|---|
| JPM | 1.00 | 0.33 | 0.68 | 0.46 | 0.52 | 0.66 |
| NVDA | 0.33 | 1.00 | 0.42 | 0.73 | 0.67 | 0.61 |
| SCHD | 0.68 | 0.42 | 1.00 | 0.64 | 0.70 | 0.85 |
| IYW | 0.46 | 0.73 | 0.64 | 1.00 | 0.94 | 0.86 |
| SCHG | 0.52 | 0.67 | 0.70 | 0.94 | 1.00 | 0.94 |
| SCHB | 0.66 | 0.61 | 0.85 | 0.86 | 0.94 | 1.00 |