Green way
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 30, 2018, corresponding to the inception date of TMFC
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
Green way | -1.61% | 10.32% | -5.01% | 7.89% | 19.94% | N/A |
Portfolio components: | ||||||
SPGP Invesco S&P 500 GARP ETF | -1.23% | 11.98% | -6.29% | 1.62% | 17.66% | 12.92% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -1.98% | 11.26% | -5.99% | 4.39% | 15.47% | 12.64% |
SCHD Schwab US Dividend Equity ETF | -2.39% | 4.47% | -7.69% | 3.83% | 14.13% | 10.55% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -7.99% | 14.92% | -13.36% | 2.87% | 23.12% | 9.07% |
COWZ Pacer US Cash Cows 100 ETF | -3.23% | 9.08% | -8.92% | -0.63% | 21.01% | N/A |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 2.53% | 6.61% | 0.63% | 3.87% | 15.42% | N/A |
PAVE Global X US Infrastructure Development ETF | 2.85% | 14.43% | -8.29% | 6.13% | 28.08% | N/A |
ONEY SPDR Russell 1000 Yield Focus ETF | 0.03% | 7.53% | -4.70% | 4.54% | 20.15% | N/A |
RFV Invesco S&P MidCap 400® Pure Value ETF | -2.67% | 13.09% | -6.92% | 3.30% | 25.10% | 9.39% |
SYLD Cambria Shareholder Yield ETF | -4.72% | 10.75% | -12.51% | -5.55% | 21.69% | 10.14% |
VOO Vanguard S&P 500 ETF | -0.19% | 9.25% | -1.98% | 13.44% | 17.53% | 12.67% |
FTEC Fidelity MSCI Information Technology Index ETF | -3.57% | 15.19% | -3.56% | 16.57% | 20.88% | 19.49% |
TMFC Motley Fool 100 Index ETF | -0.47% | 10.24% | 0.39% | 21.09% | 19.31% | N/A |
QQQ Invesco QQQ | -0.51% | 11.76% | -0.86% | 15.58% | 19.11% | 17.55% |
MGK Vanguard Mega Cap Growth ETF | -1.71% | 12.51% | -0.60% | 18.54% | 19.03% | 15.84% |
Monthly Returns
The table below presents the monthly returns of Green way, 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 | 2.37% | -1.97% | -5.31% | -2.23% | 5.90% | -1.61% | |||||||
2024 | -0.07% | 4.56% | 4.35% | -5.19% | 4.39% | 1.35% | 3.01% | 1.13% | 1.70% | -1.13% | 6.71% | -4.13% | 17.22% |
2023 | 8.80% | -2.10% | 1.90% | 0.17% | 0.01% | 7.78% | 4.55% | -2.01% | -4.47% | -3.25% | 8.89% | 6.20% | 28.33% |
2022 | -4.91% | -1.65% | 3.34% | -7.72% | 1.13% | -10.01% | 9.54% | -3.57% | -9.61% | 9.39% | 6.00% | -6.26% | -15.78% |
2021 | 2.65% | 4.82% | 5.84% | 4.54% | 1.52% | 1.56% | 1.31% | 2.89% | -4.45% | 5.76% | -0.61% | 4.61% | 34.42% |
2020 | -1.70% | -8.18% | -15.03% | 14.81% | 5.72% | 2.76% | 4.81% | 8.02% | -3.78% | -1.11% | 14.98% | 5.16% | 24.59% |
2019 | 9.45% | 3.72% | 1.00% | 4.29% | -8.44% | 7.74% | 1.87% | -3.53% | 3.60% | 2.73% | 4.34% | 2.88% | 32.44% |
2018 | 0.00% | -3.31% | -2.47% | 0.49% | 3.32% | 0.97% | 2.99% | 3.76% | -0.04% | -7.69% | 1.08% | -9.51% | -10.84% |
Expense Ratio
Green way has an expense ratio of 0.30%, placing it in the medium range. 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
The current rank of Green way is 14, meaning it’s performing worse than 86% of other 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 | |
---|---|---|---|---|---|
SPGP Invesco S&P 500 GARP ETF | 0.07 | 0.31 | 1.04 | 0.10 | 0.35 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.24 | 0.56 | 1.08 | 0.26 | 0.95 |
SCHD Schwab US Dividend Equity ETF | 0.24 | 0.53 | 1.07 | 0.30 | 0.98 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 0.11 | 0.40 | 1.05 | 0.13 | 0.39 |
COWZ Pacer US Cash Cows 100 ETF | -0.03 | 0.17 | 1.02 | 0.02 | 0.07 |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.21 | 0.51 | 1.07 | 0.32 | 0.96 |
PAVE Global X US Infrastructure Development ETF | 0.25 | 0.62 | 1.08 | 0.29 | 0.81 |
ONEY SPDR Russell 1000 Yield Focus ETF | 0.27 | 0.59 | 1.08 | 0.32 | 1.10 |
RFV Invesco S&P MidCap 400® Pure Value ETF | 0.14 | 0.43 | 1.06 | 0.17 | 0.55 |
SYLD Cambria Shareholder Yield ETF | -0.26 | -0.22 | 0.97 | -0.21 | -0.58 |
VOO Vanguard S&P 500 ETF | 0.70 | 1.15 | 1.17 | 0.76 | 2.93 |
FTEC Fidelity MSCI Information Technology Index ETF | 0.55 | 0.97 | 1.13 | 0.62 | 2.02 |
TMFC Motley Fool 100 Index ETF | 0.94 | 1.44 | 1.21 | 1.08 | 3.83 |
QQQ Invesco QQQ | 0.62 | 1.05 | 1.15 | 0.71 | 2.31 |
MGK Vanguard Mega Cap Growth ETF | 0.72 | 1.18 | 1.17 | 0.81 | 2.72 |
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Dividends
Dividend yield
Green way provided a 1.04% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.04% | 0.99% | 0.96% | 1.03% | 0.77% | 0.91% | 0.98% | 1.10% | 1.52% | 0.97% | 0.84% | 0.75% |
Portfolio components: | ||||||||||||
SPGP Invesco S&P 500 GARP ETF | 1.48% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.40% | 1.37% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% |
SCHD Schwab US Dividend Equity ETF | 3.93% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.25% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% |
COWZ Pacer US Cash Cows 100 ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PAVE Global X US Infrastructure Development ETF | 0.53% | 0.54% | 0.68% | 0.84% | 0.48% | 0.44% | 0.67% | 0.78% | 0.30% | 0.00% | 0.00% | 0.00% |
ONEY SPDR Russell 1000 Yield Focus ETF | 3.20% | 3.18% | 3.14% | 3.17% | 2.46% | 2.74% | 3.17% | 3.72% | 10.73% | 3.19% | 0.29% | 0.00% |
RFV Invesco S&P MidCap 400® Pure Value ETF | 1.61% | 1.31% | 1.27% | 2.05% | 1.60% | 1.52% | 1.71% | 1.39% | 1.36% | 0.88% | 1.79% | 1.19% |
SYLD Cambria Shareholder Yield ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.30% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TMFC Motley Fool 100 Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Green way. 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 Green way was 35.66%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Green way drawdown is 9.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
-23.1% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
-21.13% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
-20.52% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
-10.91% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 12.82, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
^GSPC | FTEC | RWJ | MGK | QQQ | TMFC | ONEY | RFV | SYLD | SCHD | PAVE | COWZ | OMFL | MOAT | SPGP | VOO | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.91 | 0.71 | 0.93 | 0.92 | 0.93 | 0.73 | 0.74 | 0.74 | 0.81 | 0.80 | 0.79 | 0.84 | 0.89 | 0.90 | 1.00 | 0.96 |
FTEC | 0.91 | 1.00 | 0.55 | 0.96 | 0.97 | 0.95 | 0.53 | 0.57 | 0.57 | 0.61 | 0.64 | 0.62 | 0.70 | 0.76 | 0.79 | 0.91 | 0.85 |
RWJ | 0.71 | 0.55 | 1.00 | 0.54 | 0.55 | 0.55 | 0.84 | 0.91 | 0.92 | 0.78 | 0.84 | 0.85 | 0.77 | 0.77 | 0.78 | 0.71 | 0.84 |
MGK | 0.93 | 0.96 | 0.54 | 1.00 | 0.98 | 0.98 | 0.52 | 0.56 | 0.55 | 0.60 | 0.63 | 0.61 | 0.71 | 0.77 | 0.78 | 0.93 | 0.85 |
QQQ | 0.92 | 0.97 | 0.55 | 0.98 | 1.00 | 0.97 | 0.52 | 0.57 | 0.56 | 0.60 | 0.63 | 0.62 | 0.70 | 0.77 | 0.79 | 0.92 | 0.85 |
TMFC | 0.93 | 0.95 | 0.55 | 0.98 | 0.97 | 1.00 | 0.53 | 0.57 | 0.56 | 0.61 | 0.64 | 0.61 | 0.71 | 0.77 | 0.78 | 0.92 | 0.85 |
ONEY | 0.73 | 0.53 | 0.84 | 0.52 | 0.52 | 0.53 | 1.00 | 0.89 | 0.90 | 0.89 | 0.86 | 0.88 | 0.83 | 0.82 | 0.82 | 0.73 | 0.85 |
RFV | 0.74 | 0.57 | 0.91 | 0.56 | 0.57 | 0.57 | 0.89 | 1.00 | 0.92 | 0.82 | 0.88 | 0.88 | 0.81 | 0.80 | 0.81 | 0.74 | 0.86 |
SYLD | 0.74 | 0.57 | 0.92 | 0.55 | 0.56 | 0.56 | 0.90 | 0.92 | 1.00 | 0.85 | 0.88 | 0.91 | 0.80 | 0.79 | 0.83 | 0.74 | 0.87 |
SCHD | 0.81 | 0.61 | 0.78 | 0.60 | 0.60 | 0.61 | 0.89 | 0.82 | 0.85 | 1.00 | 0.83 | 0.87 | 0.81 | 0.86 | 0.84 | 0.81 | 0.87 |
PAVE | 0.80 | 0.64 | 0.84 | 0.63 | 0.63 | 0.64 | 0.86 | 0.88 | 0.88 | 0.83 | 1.00 | 0.85 | 0.82 | 0.81 | 0.85 | 0.80 | 0.88 |
COWZ | 0.79 | 0.62 | 0.85 | 0.61 | 0.62 | 0.61 | 0.88 | 0.88 | 0.91 | 0.87 | 0.85 | 1.00 | 0.81 | 0.83 | 0.88 | 0.79 | 0.90 |
OMFL | 0.84 | 0.70 | 0.77 | 0.71 | 0.70 | 0.71 | 0.83 | 0.81 | 0.80 | 0.81 | 0.82 | 0.81 | 1.00 | 0.83 | 0.83 | 0.84 | 0.89 |
MOAT | 0.89 | 0.76 | 0.77 | 0.77 | 0.77 | 0.77 | 0.82 | 0.80 | 0.79 | 0.86 | 0.81 | 0.83 | 0.83 | 1.00 | 0.88 | 0.89 | 0.92 |
SPGP | 0.90 | 0.79 | 0.78 | 0.78 | 0.79 | 0.78 | 0.82 | 0.81 | 0.83 | 0.84 | 0.85 | 0.88 | 0.83 | 0.88 | 1.00 | 0.90 | 0.95 |
VOO | 1.00 | 0.91 | 0.71 | 0.93 | 0.92 | 0.92 | 0.73 | 0.74 | 0.74 | 0.81 | 0.80 | 0.79 | 0.84 | 0.89 | 0.90 | 1.00 | 0.96 |
Portfolio | 0.96 | 0.85 | 0.84 | 0.85 | 0.85 | 0.85 | 0.85 | 0.86 | 0.87 | 0.87 | 0.88 | 0.90 | 0.89 | 0.92 | 0.95 | 0.96 | 1.00 |