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Green line

Last updated Mar 21, 2023

Expense Ratio

0.35%

Dividend Yield

1.96%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Green line in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,079 for a total return of roughly 90.79%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
9.56%
7.43%
Green line
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the Green line returned 0.10% Year-To-Date and 12.87% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.79%8.30%
Green line -7.21%0.10%4.86%-5.47%12.44%12.87%
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SCHD
Schwab US Dividend Equity ETF
-6.94%-5.26%2.38%-5.93%11.00%10.96%
RWJ
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-13.65%-0.46%4.75%-11.13%10.58%11.01%
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RFV
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-14.04%-0.80%5.11%-5.20%7.79%7.98%
FXZ
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-8.69%3.58%13.37%-8.33%9.52%9.97%
VSDA
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-5.25%-6.35%-15.77%-11.35%15.55%16.10%
NANR
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-4.21%-5.79%2.86%-6.47%11.73%10.50%
ONEV
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-6.93%-1.00%4.00%-5.06%9.10%9.58%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Green line Sharpe ratio is -0.21. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.21
-0.45
Green line
Benchmark (^GSPC)
Portfolio components

Dividends

Green line granted a 1.96% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.96%1.76%1.37%1.69%1.75%1.95%2.16%1.87%1.39%1.23%1.09%1.47%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2023FebruaryMarch
-9.79%
-17.62%
Green line
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Green line . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Green line is 38.20%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.2%Feb 21, 202022Mar 23, 2020114Sep 2, 2020136
-20.01%Sep 24, 201864Dec 24, 201875Apr 12, 2019139
-18.75%Nov 17, 2021219Sep 30, 202284Feb 1, 2023303
-10.98%Feb 3, 202330Mar 17, 2023
-9.27%Jan 29, 20189Feb 8, 2018133Aug 20, 2018142
-7.82%Apr 25, 201926May 31, 201921Jul 1, 201947
-7.75%Jul 25, 201916Aug 15, 201918Sep 11, 201934
-7.51%Sep 3, 202014Sep 23, 202010Oct 7, 202024
-6.95%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-5.77%Sep 12, 201919Oct 8, 201913Oct 25, 201932

Volatility Chart

Current Green line volatility is 27.98%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
23.68%
20.82%
Green line
Benchmark (^GSPC)
Portfolio components