Ultimate ETF Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CIBR First Trust NASDAQ Cybersecurity ETF | Technology Equities, Cybersecurity | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 25% |
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 15% |
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 7, 2015, corresponding to the inception date of CIBR
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Ultimate ETF Portfolio | -4.42% | 8.69% | -6.50% | 9.09% | 16.30% | N/A |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | -8.02% | 12.05% | -8.30% | 11.24% | 18.63% | 19.33% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VB Vanguard Small-Cap ETF | -6.65% | 10.05% | -11.06% | 1.87% | 12.36% | 7.93% |
CIBR First Trust NASDAQ Cybersecurity ETF | 7.04% | 10.14% | 6.70% | 25.01% | 17.67% | N/A |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.04% | -1.71% | -5.83% | -1.08% | 2.31% | -4.42% | |||||||
| 2024 | 0.95% | 4.20% | 2.27% | -5.03% | 4.53% | 4.06% | 1.73% | 1.75% | 1.71% | -0.30% | 6.29% | -2.59% | 20.76% |
| 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% | 0.96% | -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. 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 Ultimate ETF Portfolio is 29, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 0.39 | 0.73 | 1.10 | 0.43 | 1.39 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VB Vanguard Small-Cap ETF | 0.07 | 0.30 | 1.04 | 0.09 | 0.28 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.04 | 1.49 | 1.20 | 1.21 | 4.23 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
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Dividends
Dividend yield
Ultimate ETF Portfolio provided a 1.55% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.55% | 1.42% | 1.46% | 1.54% | 1.21% | 1.42% | 1.44% | 1.59% | 1.32% | 1.62% | 1.59% | 1.50% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VB Vanguard Small-Cap ETF | 1.51% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.24% | 0.29% | 0.42% | 0.30% | 0.59% | 1.10% | 0.23% | 0.22% | 0.10% | 0.77% | 0.58% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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 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 8.80%.
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 |
| -20.86% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -15.15% | Dec 2, 2015 | 49 | Feb 11, 2016 | 81 | Jun 8, 2016 | 130 |
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 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SCHD | CIBR | VB | QQQ | VGT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.82 | 0.75 | 0.86 | 0.91 | 0.90 | 0.96 |
| SCHD | 0.82 | 1.00 | 0.53 | 0.81 | 0.62 | 0.63 | 0.78 |
| CIBR | 0.75 | 0.53 | 1.00 | 0.73 | 0.78 | 0.81 | 0.84 |
| VB | 0.86 | 0.81 | 0.73 | 1.00 | 0.73 | 0.74 | 0.88 |
| QQQ | 0.91 | 0.62 | 0.78 | 0.73 | 1.00 | 0.97 | 0.94 |
| VGT | 0.90 | 0.63 | 0.81 | 0.74 | 0.97 | 1.00 | 0.95 |
| Portfolio | 0.96 | 0.78 | 0.84 | 0.88 | 0.94 | 0.95 | 1.00 |