Ultimate ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ultimate ETF 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 Jul 7, 2015, corresponding to the inception date of CIBR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Ultimate ETF Portfolio | 10.61% | 0.01% | 7.99% | 19.24% | 16.27% | N/A |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.16% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
VB Vanguard Small-Cap ETF | 7.69% | 5.45% | 9.28% | 13.29% | 8.99% | 8.90% |
CIBR First Trust NASDAQ Cybersecurity ETF | 2.40% | 0.30% | -2.27% | 19.69% | 13.21% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
Monthly Returns
The table below presents the monthly returns of Ultimate ETF 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 | 0.95% | 4.20% | 2.27% | -5.03% | 4.53% | 4.06% | 10.61% | ||||||
| 2023 | 7.57% | -0.91% | 4.53% | -1.03% | 3.86% | 6.05% | 3.83% | -1.82% | -5.15% | -2.95% | 10.17% | 6.58% | 33.81% |
| 2022 | -6.95% | -2.06% | 3.52% | -9.78% | -0.72% | -8.52% | 9.51% | -3.67% | -9.91% | 7.99% | 4.88% | -6.40% | -22.12% |
| 2021 | -0.14% | 2.40% | 3.16% | 4.44% | 0.27% | 3.91% | 1.98% | 3.28% | -4.83% | 6.95% | -0.25% | 3.42% | 26.96% |
| 2020 | 1.34% | -7.79% | -11.19% | 13.79% | 7.06% | 3.71% | 6.15% | 7.59% | -4.11% | -1.85% | 13.20% | 6.06% | 35.28% |
| 2019 | 8.58% | 5.21% | 2.20% | 4.86% | -8.11% | 7.52% | 2.43% | -2.41% | 1.49% | 2.96% | 4.42% | 2.74% | 35.55% |
| 2018 | 6.05% | -1.96% | -2.28% | 0.21% | 4.64% | 0.37% | 2.67% | 5.87% | 0.02% | -8.52% | 0.95% | -8.73% | -2.00% |
| 2017 | 3.12% | 3.83% | 1.25% | 1.29% | 2.56% | -1.05% | 2.51% | 1.29% | 1.60% | 4.36% | 2.37% | 0.97% | 26.81% |
| 2016 | -6.04% | -0.31% | 7.63% | -1.83% | 3.39% | -0.49% | 5.83% | 1.11% | 1.86% | -1.69% | 2.57% | 1.25% | 13.30% |
| 2015 | 1.20% | -6.42% | -2.09% | 8.95% | 1.14% | -2.36% | -0.24% |
Expense Ratio
Ultimate ETF Portfolio has an expense ratio of 0.16%, which is considered low compared to other funds. 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 Ultimate ETF Portfolio is 41, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VB Vanguard Small-Cap ETF | 0.73 | 1.16 | 1.13 | 0.51 | 2.14 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.08 | 1.51 | 1.20 | 0.91 | 3.95 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
Ultimate ETF Portfolio granted a 1.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ultimate ETF Portfolio | 1.46% | 1.46% | 1.54% | 1.21% | 1.42% | 1.44% | 1.59% | 1.33% | 1.62% | 1.59% | 1.50% | 1.33% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VB Vanguard Small-Cap ETF | 1.46% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.48% | 0.42% | 0.31% | 0.59% | 1.10% | 0.23% | 0.23% | 0.10% | 0.77% | 0.58% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Ultimate ETF 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 Ultimate ETF Portfolio was 32.24%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current Ultimate ETF Portfolio drawdown is 4.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -27.74% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -21.25% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -15.15% | Dec 2, 2015 | 49 | Feb 11, 2016 | 81 | Jun 8, 2016 | 130 |
| -12.97% | Jul 21, 2015 | 26 | Aug 25, 2015 | 68 | Dec 1, 2015 | 94 |
Volatility
Volatility Chart
The current Ultimate ETF Portfolio volatility is 3.98%, 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
| SCHD | CIBR | VB | QQQ | VGT | |
|---|---|---|---|---|---|
| SCHD | 1.00 | 0.55 | 0.81 | 0.64 | 0.65 |
| CIBR | 0.55 | 1.00 | 0.74 | 0.78 | 0.80 |
| VB | 0.81 | 0.74 | 1.00 | 0.72 | 0.74 |
| QQQ | 0.64 | 0.78 | 0.72 | 1.00 | 0.97 |
| VGT | 0.65 | 0.80 | 0.74 | 0.97 | 1.00 |