Savings
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BTC-USD Bitcoin | 1.50% | |
ETH-USD Ethereum | 1.50% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
LVHI Legg Mason International Low Volatility High Dividend ETF | Volatility Hedged Equity, Dividend | 5% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 5% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 40% |
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | Foreign Large Cap Equities | 2% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Savings, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
Savings | 5.70% | 1.14% | 5.79% | 10.07% | N/A | N/A |
Portfolio components: | ||||||
BTC-USD Bitcoin | 55.99% | 4.35% | 65.46% | 125.96% | 46.09% | 60.10% |
GLD SPDR Gold Trust | 16.43% | 3.63% | 18.43% | 22.70% | 10.81% | 5.89% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 11.88% | 2.98% | 11.80% | 18.49% | 9.23% | N/A |
SCHD Schwab US Dividend Equity ETF | 8.51% | 4.93% | 7.37% | 11.67% | 12.46% | 11.15% |
VGSH Vanguard Short-Term Treasury ETF | 1.86% | 0.73% | 1.88% | 4.95% | 1.15% | 1.15% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.01% | 0.44% | 2.66% | 5.44% | N/A | N/A |
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | 9.64% | -0.53% | 13.96% | 15.35% | 5.94% | N/A |
ETH-USD Ethereum | 52.62% | 1.85% | 55.40% | 88.22% | 73.79% | N/A |
Monthly Returns
The table below presents the monthly returns of Savings, 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 | 0.28% | 1.69% | 1.64% | -0.56% | 1.41% | 0.09% | 5.70% | ||||||
2023 | 2.25% | -0.65% | 1.99% | 0.52% | -0.56% | 0.58% | 0.77% | -0.29% | -0.25% | 0.92% | 1.80% | 1.67% | 9.04% |
2022 | -1.05% | 0.18% | -0.08% | -1.03% | -0.18% | -1.92% | 1.44% | -1.04% | -1.67% | 1.12% | 1.20% | -0.11% | -3.16% |
2021 | 1.16% | 1.00% | 2.42% | 1.06% | 0.23% | -0.93% | 0.68% | 1.08% | -1.07% | 1.55% | -0.31% | -0.06% | 6.97% |
2020 | 0.11% | 0.25% | 2.00% | 1.07% | -1.09% | 0.34% | 2.88% | 2.48% | 8.25% |
Expense Ratio
Savings has an expense ratio of 0.08%, 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 risk-adjusted rank of Savings is 95, placing it in the top 5% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
BTC-USD Bitcoin | 2.73 | 3.10 | 1.33 | 1.70 | 15.39 |
GLD SPDR Gold Trust | 2.32 | 3.06 | 1.41 | 1.79 | 13.73 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 2.98 | 4.21 | 1.56 | 2.15 | 22.36 |
SCHD Schwab US Dividend Equity ETF | 2.54 | 3.65 | 1.46 | 1.01 | 12.35 |
VGSH Vanguard Short-Term Treasury ETF | 2.74 | 4.30 | 1.59 | 0.35 | 16.89 |
SGOV iShares 0-3 Month Treasury Bond ETF | 17.64 | — | — | — | — |
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | 1.95 | 2.71 | 1.34 | 0.76 | 15.85 |
ETH-USD Ethereum | 2.10 | 2.67 | 1.28 | 1.12 | 9.20 |
Dividends
Dividend yield
Savings granted a 4.24% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Savings | 4.24% | 3.95% | 1.67% | 0.71% | 1.12% | 1.45% | 1.45% | 0.68% | 0.53% | 0.43% | 0.31% | 0.26% |
Portfolio components: | ||||||||||||
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.63% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
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% |
VGSH Vanguard Short-Term Treasury ETF | 3.93% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.20% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEVM VictoryShares USAA MSCI Emerging Markets Value Momentum ETF | 3.90% | 4.71% | 3.46% | 4.49% | 2.19% | 2.79% | 2.34% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Savings. 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 Savings was 6.44%, occurring on Oct 15, 2022. Recovery took 270 trading sessions.
The current Savings drawdown is 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-6.44% | Nov 9, 2021 | 341 | Oct 15, 2022 | 270 | Jul 12, 2023 | 611 |
-2.7% | May 12, 2021 | 69 | Jul 19, 2021 | 46 | Sep 3, 2021 | 115 |
-2.09% | Sep 2, 2020 | 22 | Sep 23, 2020 | 43 | Nov 5, 2020 | 65 |
-1.95% | Sep 7, 2021 | 22 | Sep 28, 2021 | 22 | Oct 20, 2021 | 44 |
-1.89% | Feb 22, 2021 | 7 | Feb 28, 2021 | 11 | Mar 11, 2021 | 18 |
Volatility
Volatility Chart
The current Savings volatility is 0.59%, 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
SGOV | VGSH | GLD | BTC-USD | ETH-USD | LVHI | SCHD | UEVM | |
---|---|---|---|---|---|---|---|---|
SGOV | 1.00 | 0.03 | 0.02 | -0.04 | -0.04 | 0.04 | 0.01 | 0.04 |
VGSH | 0.03 | 1.00 | 0.34 | -0.00 | 0.02 | -0.01 | 0.02 | 0.07 |
GLD | 0.02 | 0.34 | 1.00 | 0.09 | 0.11 | 0.13 | 0.15 | 0.32 |
BTC-USD | -0.04 | -0.00 | 0.09 | 1.00 | 0.81 | 0.19 | 0.20 | 0.23 |
ETH-USD | -0.04 | 0.02 | 0.11 | 0.81 | 1.00 | 0.16 | 0.19 | 0.25 |
LVHI | 0.04 | -0.01 | 0.13 | 0.19 | 0.16 | 1.00 | 0.63 | 0.52 |
SCHD | 0.01 | 0.02 | 0.15 | 0.20 | 0.19 | 0.63 | 1.00 | 0.49 |
UEVM | 0.04 | 0.07 | 0.32 | 0.23 | 0.25 | 0.52 | 0.49 | 1.00 |