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Ultimate ETF Portfolio

Last updated Feb 24, 2024

Asset Allocation


VGT 25%SCHD 25%QQQ 25%VB 15%CIBR 10%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

QQQ
Invesco QQQ
Large Cap Blend Equities

25%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

15%

CIBR
First Trust NASDAQ Cybersecurity ETF
Technology Equities, Cybersecurity

10%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
16.46%
15.50%
Ultimate ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 7, 2015, corresponding to the inception date of CIBR

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Ultimate ETF Portfolio4.43%1.56%16.46%31.34%17.23%N/A
VGT
Vanguard Information Technology ETF
6.03%0.88%20.61%47.33%22.69%20.19%
SCHD
Schwab US Dividend Equity ETF
2.31%1.06%8.26%7.93%12.17%11.49%
VB
Vanguard Small-Cap ETF
1.58%3.28%11.86%11.82%8.41%8.40%
CIBR
First Trust NASDAQ Cybersecurity ETF
4.29%-0.23%23.84%37.06%15.71%N/A
QQQ
Invesco QQQ
6.66%2.45%20.46%50.69%21.14%18.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.95%
20233.83%-1.82%-5.15%-2.95%10.17%6.58%

Sharpe Ratio

The current Ultimate ETF Portfolio Sharpe ratio is 2.12. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.12

The Sharpe ratio of Ultimate ETF Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.12
2.23
Ultimate ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ultimate ETF Portfolio granted a 1.42% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ultimate ETF Portfolio1.42%1.46%1.54%1.21%1.42%1.44%1.59%1.33%1.62%1.59%1.50%1.33%
VGT
Vanguard Information Technology ETF
0.61%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
3.41%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
1.53%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
0.41%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
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The Ultimate ETF Portfolio features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.60%
0.00%2.15%
0.20%
0.00%2.15%
0.10%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Ultimate ETF Portfolio
2.12
VGT
Vanguard Information Technology ETF
2.60
SCHD
Schwab US Dividend Equity ETF
0.61
VB
Vanguard Small-Cap ETF
0.61
CIBR
First Trust NASDAQ Cybersecurity ETF
1.84
QQQ
Invesco QQQ
2.99

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDCIBRVBQQQVGT
SCHD1.000.560.820.660.68
CIBR0.561.000.740.780.81
VB0.820.741.000.730.75
QQQ0.660.780.731.000.97
VGT0.680.810.750.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.41%
0
Ultimate ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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 0.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.24%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-27.74%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-21.25%Aug 30, 201880Dec 24, 201868Apr 3, 2019148
-15.15%Dec 2, 201549Feb 11, 201681Jun 8, 2016130
-12.97%Jul 21, 201526Aug 25, 201568Dec 1, 201594

Volatility Chart

The current Ultimate ETF Portfolio volatility is 4.63%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.63%
3.90%
Ultimate ETF Portfolio
Benchmark (^GSPC)
Portfolio components
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