Everything Combined Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Everything Combined Portfolio, 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 Oct 18, 2012, corresponding to the inception date of SPHD
Returns By Period
As of Sep 17, 2024, the Everything Combined Portfolio returned 17.52% Year-To-Date and 12.61% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| Everything Combined Portfolio | 17.52% | 2.06% | 10.39% | 25.78% | 14.17% | 12.61% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 12.58% | 2.67% | 8.87% | 18.65% | 12.67% | 11.42% |
SCHG Schwab U.S. Large-Cap Growth ETF | 22.46% | 0.36% | 10.84% | 35.07% | 19.55% | 16.03% |
SPY SPDR S&P 500 ETF | 19.17% | 1.54% | 10.10% | 28.27% | 15.18% | 12.84% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 24.81% | 0.34% | 10.66% | 36.95% | 14.14% | 14.25% |
TWEIX American Century Equity Income Fund | 13.62% | 3.28% | 10.34% | 16.41% | 7.24% | 8.53% |
BRK-B Berkshire Hathaway Inc. | 26.67% | 1.64% | 10.62% | 22.81% | 16.51% | 12.42% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 22.02% | 5.15% | 18.52% | 28.37% | 7.86% | 9.29% |
WMICX Wasatch Micro Cap Fund | 14.77% | 0.90% | 9.03% | 25.40% | 9.93% | 12.41% |
TMSIX Thrivent Mid Cap Stock Fund Class S | 7.93% | 1.04% | 0.46% | 14.37% | 10.66% | 8.35% |
ASVIX American Century Small Cap Value Fund | 4.37% | 0.19% | 5.18% | 16.46% | 10.56% | 9.37% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 13.85% | 2.55% | 9.02% | 19.66% | 11.05% | 10.16% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 10.61% | 2.67% | 8.33% | 22.43% | 10.84% | 8.91% |
SCHH Schwab US REIT ETF | 15.33% | 8.38% | 19.73% | 27.05% | 2.89% | 5.94% |
SCHA Schwab U.S. Small-Cap ETF | 7.68% | 2.26% | 8.00% | 19.39% | 8.64% | 8.10% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 15.80% | 1.92% | 8.94% | 23.74% | 12.54% | 12.14% |
Monthly Returns
The table below presents the monthly returns of Everything Combined Portfolio, 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 | 0.97% | 4.52% | 3.27% | -4.18% | 4.15% | 1.90% | 3.72% | 2.72% | 17.52% | ||||
| 2023 | 5.62% | -2.46% | 1.94% | 1.03% | -0.80% | 6.26% | 3.51% | -1.69% | -4.56% | -2.64% | 8.43% | 4.99% | 20.39% |
| 2022 | -4.89% | -2.10% | 3.83% | -7.41% | 0.19% | -7.90% | 8.26% | -3.84% | -8.68% | 8.10% | 5.67% | -5.05% | -14.82% |
| 2021 | -0.80% | 3.57% | 5.09% | 5.29% | 1.04% | 1.41% | 1.77% | 2.57% | -4.42% | 6.10% | -1.64% | 5.19% | 27.57% |
| 2020 | -0.17% | -8.09% | -13.25% | 11.68% | 4.79% | 1.26% | 5.91% | 6.32% | -2.93% | -1.58% | 11.99% | 3.74% | 17.89% |
| 2019 | 7.63% | 3.20% | 1.53% | 3.78% | -5.82% | 6.59% | 1.15% | -1.19% | 1.99% | 1.62% | 3.30% | 2.58% | 28.94% |
| 2018 | 4.84% | -4.08% | -1.65% | -0.01% | 2.31% | 1.00% | 3.37% | 3.26% | 0.46% | -6.25% | 3.00% | -8.39% | -3.08% |
| 2017 | 1.50% | 3.54% | 0.00% | 1.01% | 1.40% | 0.77% | 1.81% | 0.40% | 2.08% | 2.41% | 3.38% | 0.82% | 20.79% |
| 2016 | -4.49% | 0.74% | 6.92% | 0.48% | 1.41% | 1.22% | 3.57% | 0.24% | -0.17% | -2.16% | 3.83% | 1.74% | 13.64% |
| 2015 | -2.07% | 5.06% | -1.00% | -0.31% | 1.19% | -2.26% | 2.15% | -5.55% | -2.05% | 7.62% | 0.46% | -1.75% | 0.81% |
| 2014 | -3.09% | 4.44% | 1.16% | 0.55% | 2.13% | 1.93% | -1.94% | 4.10% | -1.53% | 3.06% | 2.95% | 0.06% | 14.39% |
| 2013 | 5.41% | 1.61% | 3.80% | 2.12% | 1.98% | -1.10% | 4.76% | -3.07% | 3.57% | 4.22% | 2.26% | 2.12% | 31.07% |
Expense Ratio
Everything Combined Portfolio features an expense ratio of 0.29%, 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
Risk-Adjusted Performance Rank
The current rank of Everything Combined Portfolio is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.48 | 2.17 | 1.26 | 1.33 | 6.46 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.90 | 2.51 | 1.34 | 2.18 | 10.00 |
SPY SPDR S&P 500 ETF | 2.11 | 2.85 | 1.38 | 2.29 | 11.37 |
TRBCX T. Rowe Price Blue Chip Growth Fund | 1.86 | 2.48 | 1.33 | 1.34 | 10.05 |
TWEIX American Century Equity Income Fund | 1.89 | 2.66 | 1.35 | 1.58 | 7.70 |
BRK-B Berkshire Hathaway Inc. | 1.66 | 2.28 | 1.28 | 2.13 | 6.09 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 2.18 | 3.16 | 1.39 | 1.43 | 10.53 |
WMICX Wasatch Micro Cap Fund | 1.07 | 1.60 | 1.19 | 0.46 | 5.15 |
TMSIX Thrivent Mid Cap Stock Fund Class S | 0.84 | 1.27 | 1.15 | 0.61 | 2.94 |
ASVIX American Century Small Cap Value Fund | 0.77 | 1.24 | 1.15 | 0.71 | 3.55 |
VEIRX Vanguard Equity Income Fund Admiral Shares | 1.72 | 2.41 | 1.30 | 1.88 | 7.76 |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.25 | 1.85 | 1.22 | 1.34 | 6.20 |
SCHH Schwab US REIT ETF | 1.45 | 2.10 | 1.26 | 0.80 | 5.16 |
SCHA Schwab U.S. Small-Cap ETF | 0.91 | 1.40 | 1.16 | 0.63 | 4.32 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.25 | 3.10 | 1.41 | 2.13 | 12.39 |
Dividends
Dividend yield
Everything Combined Portfolio granted a 2.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Everything Combined Portfolio | 2.12% | 2.39% | 2.72% | 2.79% | 1.75% | 2.19% | 3.80% | 2.55% | 2.53% | 3.97% | 3.21% | 2.22% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
SPY SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.79% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
TWEIX American Century Equity Income Fund | 7.27% | 8.02% | 8.76% | 6.83% | 2.00% | 7.38% | 8.79% | 11.95% | 7.88% | 10.49% | 10.05% | 8.79% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.56% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
WMICX Wasatch Micro Cap Fund | 0.00% | 0.00% | 0.00% | 30.82% | 5.68% | 11.40% | 29.75% | 15.30% | 9.30% | 16.58% | 4.59% | 0.00% |
TMSIX Thrivent Mid Cap Stock Fund Class S | 1.37% | 1.48% | 2.86% | 10.77% | 3.26% | 2.77% | 11.64% | 0.00% | 0.38% | 0.45% | 11.90% | 0.33% |
ASVIX American Century Small Cap Value Fund | 1.01% | 1.00% | 3.64% | 7.32% | 0.35% | 2.41% | 20.02% | 14.39% | 5.29% | 14.05% | 14.27% | 17.31% |
VEIRX Vanguard Equity Income Fund Admiral Shares | 6.63% | 7.96% | 8.79% | 7.71% | 2.86% | 4.45% | 10.98% | 3.74% | 3.87% | 6.48% | 6.03% | 5.28% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 2.03% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
SCHH Schwab US REIT ETF | 2.82% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
SCHA Schwab U.S. Small-Cap ETF | 1.29% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.62% | 1.24% | 1.50% | 1.48% | 1.45% | 1.14% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.40% | 2.78% | 3.81% | 2.00% | 1.03% | 1.78% | 3.67% | 2.19% | 3.07% | 7.57% | 4.43% | 1.87% |
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 Everything Combined Portfolio. 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 Everything Combined Portfolio was 34.06%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Everything Combined Portfolio drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -22.06% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -17.69% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -11.98% | May 19, 2015 | 186 | Feb 11, 2016 | 34 | Apr 1, 2016 | 220 |
| -9.78% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility
Volatility Chart
The current Everything Combined Portfolio volatility is 3.25%, 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
| SCHH | BRK-B | TRBCX | WMICX | SPHD | SCHG | ASVIX | SCHD | TWEIX | SCHA | VSIIX | TMSIX | VEIRX | SPY | PRDGX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHH | 1.00 | 0.45 | 0.47 | 0.48 | 0.73 | 0.51 | 0.57 | 0.61 | 0.63 | 0.59 | 0.61 | 0.59 | 0.61 | 0.59 | 0.63 |
| BRK-B | 0.45 | 1.00 | 0.55 | 0.50 | 0.67 | 0.58 | 0.66 | 0.74 | 0.77 | 0.62 | 0.68 | 0.67 | 0.78 | 0.71 | 0.75 |
| TRBCX | 0.47 | 0.55 | 1.00 | 0.75 | 0.50 | 0.97 | 0.63 | 0.65 | 0.66 | 0.74 | 0.67 | 0.77 | 0.68 | 0.90 | 0.82 |
| WMICX | 0.48 | 0.50 | 0.75 | 1.00 | 0.55 | 0.76 | 0.81 | 0.66 | 0.65 | 0.90 | 0.81 | 0.83 | 0.67 | 0.77 | 0.73 |
| SPHD | 0.73 | 0.67 | 0.50 | 0.55 | 1.00 | 0.55 | 0.74 | 0.86 | 0.86 | 0.71 | 0.79 | 0.73 | 0.87 | 0.73 | 0.78 |
| SCHG | 0.51 | 0.58 | 0.97 | 0.76 | 0.55 | 1.00 | 0.67 | 0.70 | 0.71 | 0.78 | 0.71 | 0.80 | 0.72 | 0.94 | 0.86 |
| ASVIX | 0.57 | 0.66 | 0.63 | 0.81 | 0.74 | 0.67 | 1.00 | 0.80 | 0.79 | 0.94 | 0.97 | 0.89 | 0.82 | 0.78 | 0.78 |
| SCHD | 0.61 | 0.74 | 0.65 | 0.66 | 0.86 | 0.70 | 0.80 | 1.00 | 0.92 | 0.79 | 0.84 | 0.83 | 0.96 | 0.86 | 0.89 |
| TWEIX | 0.63 | 0.77 | 0.66 | 0.65 | 0.86 | 0.71 | 0.79 | 0.92 | 1.00 | 0.79 | 0.83 | 0.83 | 0.96 | 0.86 | 0.92 |
| SCHA | 0.59 | 0.62 | 0.74 | 0.90 | 0.71 | 0.78 | 0.94 | 0.79 | 0.79 | 1.00 | 0.96 | 0.94 | 0.82 | 0.84 | 0.82 |
| VSIIX | 0.61 | 0.68 | 0.67 | 0.81 | 0.79 | 0.71 | 0.97 | 0.84 | 0.83 | 0.96 | 1.00 | 0.93 | 0.87 | 0.83 | 0.83 |
| TMSIX | 0.59 | 0.67 | 0.77 | 0.83 | 0.73 | 0.80 | 0.89 | 0.83 | 0.83 | 0.94 | 0.93 | 1.00 | 0.85 | 0.88 | 0.87 |
| VEIRX | 0.61 | 0.78 | 0.68 | 0.67 | 0.87 | 0.72 | 0.82 | 0.96 | 0.96 | 0.82 | 0.87 | 0.85 | 1.00 | 0.89 | 0.93 |
| SPY | 0.59 | 0.71 | 0.90 | 0.77 | 0.73 | 0.94 | 0.78 | 0.86 | 0.86 | 0.84 | 0.83 | 0.88 | 0.89 | 1.00 | 0.95 |
| PRDGX | 0.63 | 0.75 | 0.82 | 0.73 | 0.78 | 0.86 | 0.78 | 0.89 | 0.92 | 0.82 | 0.83 | 0.87 | 0.93 | 0.95 | 1.00 |