Wade Investment Fund Portfolio
It is a Student managed investment funds
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Wade Investment Fund 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
Returns
As of May 27, 2023, the Wade Investment Fund Portfolio returned -3.60% Year-To-Date and 9.24% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.26% | 9.96% |
| Wade Investment Fund Portfolio | -3.14% | -3.60% | -5.17% | -4.75% | 8.59% | 9.40% |
| Portfolio components: | ||||||
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 0.82% | 9.46% | 6.36% | 2.41% | 10.65% | 11.75% |
VPU Vanguard Utilities ETF | -6.10% | -7.56% | -6.17% | -11.38% | 7.56% | 9.02% |
XTL SPDR S&P Telecom ETF | -2.69% | -10.26% | -13.19% | -14.04% | 1.76% | 5.40% |
PPA Invesco Aerospace & Defense ETF | -2.30% | 0.23% | 1.00% | 8.91% | 7.66% | 13.47% |
USRT iShares Core U.S. REIT ETF | -4.13% | -0.86% | -3.77% | -13.83% | 4.13% | 5.27% |
IBB iShares Nasdaq Biotechnology ETF | -2.62% | -3.15% | -3.79% | 6.66% | 3.48% | 8.05% |
ICLN iShares Global Clean Energy ETF | -1.12% | -6.80% | -8.75% | -7.35% | 15.34% | 9.68% |
VDE Vanguard Energy ETF | -6.89% | -9.38% | -12.33% | -7.73% | 4.89% | 2.84% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VPU | VDE | IBB | USRT | ICLN | XTL | PPA | SPTM | |
|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.29 | 0.27 | 0.62 | 0.32 | 0.32 | 0.43 | 0.45 |
| VDE | 0.29 | 1.00 | 0.39 | 0.38 | 0.48 | 0.49 | 0.59 | 0.61 |
| IBB | 0.27 | 0.39 | 1.00 | 0.39 | 0.50 | 0.57 | 0.52 | 0.65 |
| USRT | 0.62 | 0.38 | 0.39 | 1.00 | 0.43 | 0.47 | 0.54 | 0.59 |
| ICLN | 0.32 | 0.48 | 0.50 | 0.43 | 1.00 | 0.57 | 0.56 | 0.63 |
| XTL | 0.32 | 0.49 | 0.57 | 0.47 | 0.57 | 1.00 | 0.64 | 0.72 |
| PPA | 0.43 | 0.59 | 0.52 | 0.54 | 0.56 | 0.64 | 1.00 | 0.78 |
| SPTM | 0.45 | 0.61 | 0.65 | 0.59 | 0.63 | 0.72 | 0.78 | 1.00 |
Dividend yield
Wade Investment Fund Portfolio granted a 2.31% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Wade Investment Fund Portfolio | 2.31% | 1.83% | 1.76% | 1.99% | 2.04% | 2.78% | 2.39% | 2.67% | 2.66% | 2.36% | 2.40% | 3.35% |
| Portfolio components: | ||||||||||||
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.91% | 1.69% | 1.27% | 1.62% | 1.81% | 2.04% | 1.81% | 2.13% | 2.18% | 2.41% | 1.93% | 2.35% |
VPU Vanguard Utilities ETF | 4.07% | 3.01% | 2.81% | 3.39% | 3.13% | 3.68% | 3.74% | 3.87% | 4.56% | 3.92% | 5.05% | 5.56% |
XTL SPDR S&P Telecom ETF | 1.08% | 0.74% | 1.26% | 0.90% | 0.95% | 1.98% | 2.20% | 1.20% | 1.52% | 1.14% | 0.51% | 3.57% |
PPA Invesco Aerospace & Defense ETF | 0.96% | 0.83% | 0.59% | 0.90% | 0.98% | 0.93% | 0.71% | 1.79% | 1.51% | 0.68% | 1.38% | 2.36% |
USRT iShares Core U.S. REIT ETF | 4.14% | 3.49% | 2.36% | 3.32% | 3.69% | 6.48% | 4.15% | 4.97% | 4.66% | 4.67% | 5.37% | 5.04% |
IBB iShares Nasdaq Biotechnology ETF | 0.37% | 0.31% | 0.21% | 0.21% | 0.17% | 0.20% | 0.31% | 0.19% | 0.03% | 0.15% | 0.03% | 0.49% |
ICLN iShares Global Clean Energy ETF | 0.96% | 0.89% | 1.20% | 0.35% | 1.40% | 2.89% | 2.66% | 4.26% | 2.69% | 3.29% | 2.52% | 4.69% |
VDE Vanguard Energy ETF | 4.99% | 3.68% | 4.35% | 5.23% | 4.15% | 4.01% | 3.57% | 2.93% | 4.13% | 2.66% | 2.38% | 2.72% |
Expense Ratio
The Wade Investment Fund Portfolio has a high expense ratio of 0.28%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 0.33 | ||||
VPU Vanguard Utilities ETF | -0.46 | ||||
XTL SPDR S&P Telecom ETF | -0.42 | ||||
PPA Invesco Aerospace & Defense ETF | 0.62 | ||||
USRT iShares Core U.S. REIT ETF | -0.47 | ||||
IBB iShares Nasdaq Biotechnology ETF | 0.46 | ||||
ICLN iShares Global Clean Energy ETF | -0.09 | ||||
VDE Vanguard Energy ETF | -0.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Wade Investment Fund Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Wade Investment Fund Portfolio is 38.05%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.05% | Feb 21, 2020 | 22 | Mar 23, 2020 | 162 | Nov 10, 2020 | 184 |
| -24.57% | May 2, 2011 | 108 | Oct 3, 2011 | 326 | Jan 22, 2013 | 434 |
| -20.24% | Apr 24, 2015 | 203 | Feb 11, 2016 | 145 | Sep 8, 2016 | 348 |
| -17.78% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -16.29% | Apr 5, 2022 | 51 | Jun 16, 2022 | — | — | — |
Volatility Chart
The current Wade Investment Fund Portfolio volatility is 3.82%, 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.