Green line
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
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 month | Year-To-Date | 6 months | 1 year | 5 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% |
| Portfolio components: | ||||||
SPGP Invesco S&P 500 GARP ETF | -6.98% | 0.43% | 3.54% | -8.20% | 12.20% | 13.52% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -2.62% | 8.92% | 11.18% | -2.99% | 12.26% | 12.70% |
SCHD Schwab US Dividend Equity ETF | -6.94% | -5.26% | 2.38% | -5.93% | 11.00% | 10.96% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -13.65% | -0.46% | 4.75% | -11.13% | 10.58% | 11.01% |
FIW First Trust Water ETF | -6.60% | 1.07% | 4.78% | -4.41% | 11.09% | 11.42% |
COWZ Pacer US Cash Cows 100 ETF | -7.06% | -2.59% | 3.66% | -8.31% | 10.94% | 12.28% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | -4.44% | 5.11% | 9.52% | -2.59% | 12.97% | 13.38% |
PAVE Global X US Infrastructure Development ETF | -8.20% | 2.34% | 10.97% | -3.11% | 11.23% | 11.86% |
ORCL Oracle Corporation | -0.37% | 6.79% | 27.46% | 8.31% | 14.98% | 13.03% |
ONEY SPDR Russell 1000 Yield Focus ETF | -9.53% | -3.08% | 1.36% | -6.80% | 9.04% | 9.41% |
RWK Invesco S&P MidCap 400 Revenue ETF | -10.27% | 1.03% | 7.54% | -5.99% | 8.81% | 9.26% |
RFV Invesco S&P MidCap 400® Pure Value ETF | -14.04% | -0.80% | 5.11% | -5.20% | 7.79% | 7.98% |
FXZ First Trust Materials AlphaDEX Fund | -8.69% | 3.58% | 13.37% | -8.33% | 9.52% | 9.97% |
VSDA VictoryShares Dividend Accelerator ETF | -4.85% | -1.27% | 4.88% | -1.60% | 10.95% | 11.78% |
SYLD Cambria Shareholder Yield ETF | -11.70% | -3.24% | 2.15% | -10.37% | 10.97% | 11.71% |
TAN Invesco Solar ETF | -6.86% | -3.33% | -17.03% | -7.27% | 22.75% | 22.40% |
ICLN iShares Global Clean Energy ETF | -5.25% | -6.35% | -15.77% | -11.35% | 15.55% | 16.10% |
NANR SPDR S&P North American Natural Resources ETF | -4.21% | -5.79% | 2.86% | -6.47% | 11.73% | 10.50% |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | -6.93% | -1.00% | 4.00% | -5.06% | 9.10% | 9.58% |
| Returns over 1 year are annualized | ||||||
Dividends
Green line granted a 1.96% dividend yield in the last twelve months.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2020 | 22 | Mar 23, 2020 | 114 | Sep 2, 2020 | 136 |
| -20.01% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -18.75% | Nov 17, 2021 | 219 | Sep 30, 2022 | 84 | Feb 1, 2023 | 303 |
| -10.98% | Feb 3, 2023 | 30 | Mar 17, 2023 | — | — | — |
| -9.27% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -7.82% | Apr 25, 2019 | 26 | May 31, 2019 | 21 | Jul 1, 2019 | 47 |
| -7.75% | Jul 25, 2019 | 16 | Aug 15, 2019 | 18 | Sep 11, 2019 | 34 |
| -7.51% | Sep 3, 2020 | 14 | Sep 23, 2020 | 10 | Oct 7, 2020 | 24 |
| -6.95% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -5.77% | Sep 12, 2019 | 19 | Oct 8, 2019 | 13 | Oct 25, 2019 | 32 |
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.