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Wade Investment Fund Portfolio

Last updated May 27, 2023

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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%December2023FebruaryMarchAprilMay
-7.56%
3.07%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VPUVDEIBBUSRTICLNXTLPPASPTM
VPU1.000.290.270.620.320.320.430.45
VDE0.291.000.390.380.480.490.590.61
IBB0.270.391.000.390.500.570.520.65
USRT0.620.380.391.000.430.470.540.59
ICLN0.320.480.500.431.000.570.560.63
XTL0.320.490.570.470.571.000.640.72
PPA0.430.590.520.540.560.641.000.78
SPTM0.450.610.650.590.630.720.781.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Wade Investment Fund Portfolio Sharpe ratio is -0.07. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.07
0.27
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Wade Investment Fund Portfolio granted a 2.31% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Wade Investment Fund Portfolio2.31%1.83%1.76%1.99%2.04%2.78%2.39%2.67%2.66%2.36%2.40%3.35%
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.


Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-9.80%
-12.32%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

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, 202022Mar 23, 2020162Nov 10, 2020184
-24.57%May 2, 2011108Oct 3, 2011326Jan 22, 2013434
-20.24%Apr 24, 2015203Feb 11, 2016145Sep 8, 2016348
-17.78%Aug 30, 201880Dec 24, 201856Mar 18, 2019136
-16.29%Apr 5, 202251Jun 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.82%
3.82%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components