Playtime ETF's
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Playtime ETF's, 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 Oct 24, 2013, corresponding to the inception date of FTEC
Returns By Period
As of Sep 14, 2024, the Playtime ETF's returned 17.28% Year-To-Date and 15.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
| Playtime ETF's | 17.28% | 0.98% | 10.14% | 28.87% | 17.92% | 15.26% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 21.14% | 0.67% | 11.40% | 33.30% | 18.17% | 15.12% |
VTI Vanguard Total Stock Market ETF | 17.69% | 1.48% | 10.04% | 27.32% | 14.40% | 12.27% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 11.52% | 2.60% | 8.47% | 21.67% | 14.72% | 13.03% |
SCHD Schwab US Dividend Equity ETF | 11.52% | 1.71% | 8.07% | 17.54% | 12.44% | 11.35% |
VOOV Vanguard S&P 500 Value ETF | 12.92% | 2.15% | 7.90% | 22.96% | 12.51% | 10.26% |
QQQ Invesco QQQ | 16.41% | 0.07% | 9.86% | 29.07% | 20.67% | 17.85% |
VOO Vanguard S&P 500 ETF | 19.06% | 1.40% | 10.65% | 28.25% | 15.22% | 12.89% |
MGK Vanguard Mega Cap Growth ETF | 21.61% | 0.63% | 11.86% | 33.74% | 19.39% | 15.96% |
IWY iShares Russell Top 200 Growth ETF | 23.00% | 0.80% | 12.59% | 35.12% | 20.47% | 17.20% |
XLK Technology Select Sector SPDR Fund | 14.92% | -0.43% | 7.57% | 31.53% | 23.35% | 20.05% |
FTEC Fidelity MSCI Information Technology Index ETF | 18.20% | -0.56% | 10.88% | 35.05% | 22.45% | 19.90% |
Monthly Returns
The table below presents the monthly returns of Playtime ETF's, 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 | 1.41% | 4.99% | 2.42% | -4.59% | 5.23% | 4.59% | 0.62% | 2.19% | 17.28% | ||||
| 2023 | 8.46% | -1.61% | 6.15% | 0.83% | 3.41% | 6.41% | 3.49% | -1.73% | -5.34% | -2.02% | 10.50% | 5.10% | 37.67% |
| 2022 | -6.13% | -3.43% | 3.51% | -9.96% | -0.45% | -8.45% | 10.56% | -4.64% | -9.98% | 7.11% | 5.72% | -6.74% | -22.83% |
| 2021 | -0.79% | 2.48% | 3.82% | 5.26% | 0.03% | 3.85% | 2.57% | 3.06% | -4.95% | 6.92% | 0.24% | 3.60% | 28.74% |
| 2020 | 1.27% | -7.43% | -10.93% | 13.67% | 5.67% | 3.51% | 5.94% | 8.77% | -4.34% | -2.85% | 11.65% | 4.23% | 29.40% |
| 2019 | 8.23% | 4.01% | 2.57% | 4.76% | -7.39% | 7.47% | 2.31% | -1.56% | 1.82% | 2.97% | 4.19% | 3.17% | 36.67% |
| 2018 | 6.59% | -3.15% | -2.98% | 0.30% | 3.78% | 0.83% | 3.15% | 4.21% | 0.48% | -7.56% | 1.08% | -8.66% | -3.11% |
| 2017 | 2.73% | 4.32% | 0.87% | 1.68% | 2.29% | -0.29% | 2.60% | 1.03% | 1.50% | 3.48% | 2.72% | 1.08% | 26.72% |
| 2016 | -5.11% | 0.18% | 7.19% | -0.70% | 2.70% | -0.55% | 5.02% | 0.43% | 0.68% | -1.72% | 2.56% | 1.64% | 12.41% |
| 2015 | -3.04% | 6.48% | -2.23% | 1.60% | 1.28% | -2.39% | 2.52% | -6.16% | -2.36% | 9.23% | 0.61% | -2.08% | 2.50% |
| 2014 | -3.10% | 4.54% | 0.08% | 0.47% | 2.77% | 2.20% | -0.75% | 4.16% | -1.20% | 2.16% | 3.33% | -1.09% | 14.08% |
| 2013 | 0.27% | 2.73% | 3.12% | 6.22% |
Expense Ratio
Playtime ETF's has an expense ratio of 0.13%, 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 Playtime ETF's is 58, 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 1.84 | 2.43 | 1.33 | 1.71 | 8.64 |
VTI Vanguard Total Stock Market ETF | 2.06 | 2.77 | 1.37 | 1.91 | 9.79 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.60 | 2.26 | 1.29 | 1.40 | 6.23 |
SCHD Schwab US Dividend Equity ETF | 1.49 | 2.18 | 1.26 | 1.34 | 5.91 |
VOOV Vanguard S&P 500 Value ETF | 2.07 | 2.90 | 1.37 | 2.08 | 8.59 |
QQQ Invesco QQQ | 1.57 | 2.11 | 1.28 | 2.02 | 7.06 |
VOO Vanguard S&P 500 ETF | 2.18 | 2.93 | 1.39 | 2.39 | 10.59 |
MGK Vanguard Mega Cap Growth ETF | 1.82 | 2.41 | 1.32 | 1.98 | 8.29 |
IWY iShares Russell Top 200 Growth ETF | 1.92 | 2.52 | 1.34 | 2.41 | 8.69 |
XLK Technology Select Sector SPDR Fund | 1.40 | 1.89 | 1.25 | 1.76 | 6.31 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.61 | 2.13 | 1.28 | 2.20 | 7.82 |
Dividends
Dividend yield
Playtime ETF's granted a 1.08% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Playtime ETF's | 1.08% | 1.17% | 1.38% | 1.03% | 1.30% | 1.44% | 1.73% | 1.46% | 1.70% | 1.81% | 1.61% | 1.43% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VOOV Vanguard S&P 500 Value ETF | 1.79% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.53% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Playtime ETF's. 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 Playtime ETF's was 32.37%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Playtime ETF's drawdown is 1.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.37% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -28.23% | Dec 28, 2021 | 202 | Oct 14, 2022 | 283 | Nov 30, 2023 | 485 |
| -20.47% | Oct 4, 2018 | 56 | Dec 24, 2018 | 69 | Apr 4, 2019 | 125 |
| -13.13% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
| -12.61% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current Playtime ETF's volatility is 4.93%, 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 | VOOV | MOAT | XLK | FTEC | QQQ | IWY | MGK | VUG | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD | 1.00 | 0.93 | 0.84 | 0.67 | 0.67 | 0.66 | 0.69 | 0.68 | 0.69 | 0.85 | 0.85 |
| VOOV | 0.93 | 1.00 | 0.88 | 0.69 | 0.69 | 0.69 | 0.72 | 0.72 | 0.74 | 0.89 | 0.89 |
| MOAT | 0.84 | 0.88 | 1.00 | 0.75 | 0.76 | 0.77 | 0.78 | 0.79 | 0.81 | 0.90 | 0.89 |
| XLK | 0.67 | 0.69 | 0.75 | 1.00 | 0.99 | 0.96 | 0.95 | 0.95 | 0.95 | 0.88 | 0.89 |
| FTEC | 0.67 | 0.69 | 0.76 | 0.99 | 1.00 | 0.96 | 0.95 | 0.95 | 0.95 | 0.89 | 0.89 |
| QQQ | 0.66 | 0.69 | 0.77 | 0.96 | 0.96 | 1.00 | 0.97 | 0.98 | 0.97 | 0.89 | 0.90 |
| IWY | 0.69 | 0.72 | 0.78 | 0.95 | 0.95 | 0.97 | 1.00 | 0.99 | 0.98 | 0.92 | 0.93 |
| MGK | 0.68 | 0.72 | 0.79 | 0.95 | 0.95 | 0.98 | 0.99 | 1.00 | 0.99 | 0.92 | 0.93 |
| VUG | 0.69 | 0.74 | 0.81 | 0.95 | 0.95 | 0.97 | 0.98 | 0.99 | 1.00 | 0.94 | 0.94 |
| VTI | 0.85 | 0.89 | 0.90 | 0.88 | 0.89 | 0.89 | 0.92 | 0.92 | 0.94 | 1.00 | 0.99 |
| VOO | 0.85 | 0.89 | 0.89 | 0.89 | 0.89 | 0.90 | 0.93 | 0.93 | 0.94 | 0.99 | 1.00 |