Brokerage 3f
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brokerage 3f, 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 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Brokerage 3f | 5.52% | -3.74% | 5.16% | 29.17% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
QQQM Invesco NASDAQ 100 ETF | -12.97% | -7.50% | -9.88% | 7.83% | N/A | N/A |
VOO Vanguard S&P 500 ETF | -9.88% | -6.67% | -9.35% | 7.75% | 15.86% | 11.59% |
VTI Vanguard Total Stock Market ETF | -10.40% | -6.88% | -9.83% | 6.93% | 15.43% | 10.87% |
VUG Vanguard Growth ETF | -14.09% | -7.30% | -9.98% | 9.75% | 16.75% | 13.42% |
IWP iShares Russell Midcap Growth ETF | -10.52% | -6.25% | -7.00% | 7.65% | 12.26% | 9.34% |
IWR iShares Russell Midcap ETF | -8.75% | -5.99% | -10.12% | 3.61% | 13.59% | 7.90% |
HWM Howmet Aerospace Inc. | 12.76% | -5.82% | 16.94% | 94.92% | 64.07% | N/A |
ESLOY Essilor International SA | 16.32% | -2.49% | 20.04% | 29.20% | 20.86% | 9.95% |
AJG Arthur J. Gallagher & Co. | 16.21% | -0.77% | 14.26% | 40.33% | 35.28% | 23.70% |
DTEGY Deutsche Telekom AG ADR | 21.04% | -0.69% | 17.80% | 60.72% | 26.80% | 11.85% |
Monthly Returns
The table below presents the monthly returns of Brokerage 3f, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.15% | 4.97% | -1.51% | -4.74% | 5.52% | ||||||||
| 2024 | 1.28% | 4.28% | 3.30% | -4.40% | 6.27% | 1.63% | 5.29% | 3.76% | 0.91% | 0.13% | 7.58% | -5.29% | 26.69% |
| 2023 | 6.10% | -2.23% | 3.63% | 3.85% | -3.30% | 5.96% | 1.96% | -0.51% | -3.86% | 0.39% | 8.60% | 1.26% | 23.14% |
| 2022 | -5.21% | -2.43% | 5.10% | -5.10% | 1.64% | -5.34% | 6.39% | -2.25% | -8.55% | 10.36% | 7.77% | -4.01% | -3.65% |
| 2021 | -3.72% | 4.86% | 5.59% | 5.35% | 3.16% | 1.06% | 0.33% | 2.68% | -2.55% | 4.94% | -2.64% | 4.91% | 25.99% |
| 2020 | -7.32% | 14.56% | 5.56% | 12.07% |
Expense Ratio
Brokerage 3f has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, Brokerage 3f is among the top 4% 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
QQQM Invesco NASDAQ 100 ETF | 0.15 | 0.39 | 1.05 | 0.16 | 0.60 |
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
IWP iShares Russell Midcap Growth ETF | 0.22 | 0.48 | 1.07 | 0.21 | 0.78 |
IWR iShares Russell Midcap ETF | 0.16 | 0.36 | 1.05 | 0.14 | 0.56 |
HWM Howmet Aerospace Inc. | 2.30 | 3.15 | 1.44 | 4.79 | 18.17 |
ESLOY Essilor International SA | 1.28 | 1.94 | 1.26 | 1.76 | 7.64 |
AJG Arthur J. Gallagher & Co. | 2.09 | 2.58 | 1.37 | 3.54 | 10.20 |
DTEGY Deutsche Telekom AG ADR | 3.16 | 3.98 | 1.58 | 6.86 | 24.30 |
Dividends
Dividend yield
Brokerage 3f provided a 1.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 1.65% | 1.78% | 1.90% | 1.67% | 2.50% | 2.28% | 2.48% | 2.15% | 2.30% | 2.32% | 2.39% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
IWP iShares Russell Midcap Growth ETF | 0.43% | 0.40% | 0.54% | 0.77% | 0.30% | 0.38% | 0.60% | 1.02% | 0.78% | 1.47% | 0.98% | 1.03% |
IWR iShares Russell Midcap ETF | 1.45% | 1.27% | 1.43% | 1.59% | 1.05% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% | 1.45% |
HWM Howmet Aerospace Inc. | 0.25% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% | 0.00% | 0.00% |
ESLOY Essilor International SA | 1.50% | 1.75% | 1.76% | 1.46% | 0.62% | 0.90% | 1.49% | 1.49% | 1.15% | 1.12% | 0.88% | 1.17% |
AJG Arthur J. Gallagher & Co. | 0.74% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
DTEGY Deutsche Telekom AG ADR | 0.00% | 2.80% | 3.09% | 3.50% | 3.86% | 7.15% | 4.81% | 4.70% | 3.74% | 3.54% | 3.12% | 4.37% |
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 Brokerage 3f. 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 Brokerage 3f was 16.01%, occurring on Jun 16, 2022. Recovery took 115 trading sessions.
The current Brokerage 3f drawdown is 7.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.01% | Jan 5, 2022 | 113 | Jun 16, 2022 | 115 | Nov 30, 2022 | 228 |
| -12.38% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.55% | Oct 14, 2020 | 11 | Oct 28, 2020 | 8 | Nov 9, 2020 | 19 |
| -6.09% | Jul 26, 2023 | 67 | Oct 27, 2023 | 8 | Nov 8, 2023 | 75 |
| -5.97% | Dec 2, 2024 | 22 | Jan 2, 2025 | 16 | Jan 28, 2025 | 38 |
Volatility
Volatility Chart
The current Brokerage 3f volatility is 10.77%, 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
| DTEGY | AJG | ESLOY | HWM | SCHD | QQQM | VUG | IWP | IWR | VOO | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| DTEGY | 1.00 | 0.30 | 0.40 | 0.30 | 0.44 | 0.34 | 0.34 | 0.34 | 0.41 | 0.41 | 0.42 |
| AJG | 0.30 | 1.00 | 0.30 | 0.37 | 0.51 | 0.36 | 0.39 | 0.43 | 0.50 | 0.49 | 0.48 |
| ESLOY | 0.40 | 0.30 | 1.00 | 0.34 | 0.44 | 0.45 | 0.46 | 0.48 | 0.52 | 0.51 | 0.51 |
| HWM | 0.30 | 0.37 | 0.34 | 1.00 | 0.57 | 0.46 | 0.48 | 0.55 | 0.65 | 0.59 | 0.61 |
| SCHD | 0.44 | 0.51 | 0.44 | 0.57 | 1.00 | 0.54 | 0.54 | 0.63 | 0.83 | 0.76 | 0.77 |
| QQQM | 0.34 | 0.36 | 0.45 | 0.46 | 0.54 | 1.00 | 0.99 | 0.85 | 0.77 | 0.92 | 0.91 |
| VUG | 0.34 | 0.39 | 0.46 | 0.48 | 0.54 | 0.99 | 1.00 | 0.87 | 0.78 | 0.93 | 0.92 |
| IWP | 0.34 | 0.43 | 0.48 | 0.55 | 0.63 | 0.85 | 0.87 | 1.00 | 0.92 | 0.87 | 0.90 |
| IWR | 0.41 | 0.50 | 0.52 | 0.65 | 0.83 | 0.77 | 0.78 | 0.92 | 1.00 | 0.90 | 0.93 |
| VOO | 0.41 | 0.49 | 0.51 | 0.59 | 0.76 | 0.92 | 0.93 | 0.87 | 0.90 | 1.00 | 0.99 |
| VTI | 0.42 | 0.48 | 0.51 | 0.61 | 0.77 | 0.91 | 0.92 | 0.90 | 0.93 | 0.99 | 1.00 |