Wade Investment Fund Portfolio
It is a Student managed investment funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IBB iShares Nasdaq Biotechnology ETF | Health & Biotech Equities | 12.50% |
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 12.50% |
PPA Invesco Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 12.50% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | All Cap Equities | 12.50% |
USRT iShares Core U.S. REIT ETF | REIT | 12.50% |
VDE Vanguard Energy ETF | Energy Equities | 12.50% |
VPU Vanguard Utilities ETF | Utilities Equities | 12.50% |
XTL SPDR S&P Telecom ETF | Communications Equities | 12.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Jan 27, 2011, corresponding to the inception date of XTL
Returns By Period
As of Oct 30, 2024, the Wade Investment Fund Portfolio returned 14.58% Year-To-Date and 9.04% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Wade Investment Fund Portfolio | 14.58% | -1.45% | 15.84% | 31.32% | 11.07% | 9.04% |
| Portfolio components: | ||||||
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 22.63% | 1.28% | 16.56% | 40.59% | 15.26% | 12.93% |
VPU Vanguard Utilities ETF | 27.59% | -1.88% | 18.44% | 37.32% | 7.11% | 9.08% |
XTL SPDR S&P Telecom ETF | 29.19% | 2.00% | 49.88% | 56.59% | 9.92% | 7.38% |
PPA Invesco Aerospace & Defense ETF | 26.50% | 1.03% | 15.10% | 43.55% | 12.20% | 14.34% |
USRT iShares Core U.S. REIT ETF | 14.39% | -1.10% | 23.61% | 39.17% | 4.86% | 6.65% |
IBB iShares Nasdaq Biotechnology ETF | 5.08% | -2.18% | 10.14% | 25.69% | 5.63% | 3.95% |
ICLN iShares Global Clean Energy ETF | -15.57% | -11.10% | -0.79% | 1.85% | 5.23% | 4.23% |
VDE Vanguard Energy ETF | 7.18% | 0.24% | -2.69% | 5.75% | 14.17% | 3.44% |
Monthly Returns
The table below presents the monthly returns of Wade Investment Fund 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.09% | 2.56% | 3.40% | -4.00% | 6.57% | -1.35% | 6.69% | 2.61% | 2.39% | 14.58% | |||
| 2023 | 4.49% | -5.00% | 1.02% | -0.75% | -3.65% | 4.68% | 1.75% | -2.11% | -5.17% | -4.29% | 6.74% | 7.37% | 3.99% |
| 2022 | -4.49% | 2.01% | 5.49% | -7.61% | 2.72% | -6.59% | 9.39% | -1.67% | -10.05% | 10.06% | 4.99% | -4.10% | -2.33% |
| 2021 | 2.34% | 1.58% | 3.00% | 2.53% | 1.15% | 2.47% | -0.32% | 1.69% | -3.55% | 5.89% | -3.29% | 3.31% | 17.68% |
| 2020 | -0.74% | -6.37% | -17.19% | 13.29% | 5.00% | 0.56% | 4.21% | 3.81% | -3.00% | -0.44% | 14.84% | 6.70% | 17.84% |
| 2019 | 10.74% | 3.51% | 0.61% | 1.75% | -4.91% | 6.00% | 0.58% | -0.93% | 1.34% | 0.77% | 2.74% | 2.58% | 26.87% |
| 2018 | 2.58% | -4.43% | 0.77% | 1.77% | 2.08% | 0.09% | 2.88% | 1.70% | 0.23% | -7.62% | 3.24% | -9.06% | -6.57% |
| 2017 | 1.47% | 3.35% | -0.80% | 0.19% | 0.28% | 1.04% | 2.81% | 0.51% | 1.53% | 0.42% | 1.43% | 0.59% | 13.53% |
| 2016 | -7.42% | 0.30% | 7.49% | 1.19% | 0.96% | 1.53% | 3.97% | -0.86% | 1.38% | -3.70% | 2.92% | 1.38% | 8.70% |
| 2015 | 0.56% | 3.84% | 0.70% | 0.29% | 0.68% | -3.51% | 0.46% | -6.02% | -3.50% | 7.72% | -0.10% | -0.74% | -0.29% |
| 2014 | 0.66% | 5.08% | -0.69% | 0.05% | 2.21% | 3.67% | -3.25% | 4.72% | -3.67% | 3.29% | 0.54% | 0.23% | 13.13% |
| 2013 | 4.53% | 0.61% | 3.83% | 4.83% | 1.30% | -1.18% | 6.23% | -3.27% | 5.33% | 2.99% | 1.21% | 2.04% | 31.91% |
Expense Ratio
Wade Investment Fund Portfolio features an expense ratio of 0.28%, falling within the medium range. 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 Wade Investment Fund Portfolio is 37, 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 | |
|---|---|---|---|---|---|
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 3.55 | 4.71 | 1.66 | 3.90 | 23.18 |
VPU Vanguard Utilities ETF | 2.51 | 3.47 | 1.44 | 1.83 | 13.08 |
XTL SPDR S&P Telecom ETF | 2.76 | 3.62 | 1.46 | 1.67 | 10.15 |
PPA Invesco Aerospace & Defense ETF | 3.60 | 4.73 | 1.65 | 7.25 | 30.41 |
USRT iShares Core U.S. REIT ETF | 2.44 | 3.47 | 1.43 | 1.38 | 12.05 |
IBB iShares Nasdaq Biotechnology ETF | 1.56 | 2.24 | 1.27 | 0.76 | 7.39 |
ICLN iShares Global Clean Energy ETF | 0.11 | 0.36 | 1.04 | 0.05 | 0.28 |
VDE Vanguard Energy ETF | 0.36 | 0.60 | 1.07 | 0.48 | 1.10 |
Dividends
Dividend yield
Wade Investment Fund Portfolio provided a 1.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Wade Investment Fund Portfolio | 1.67% | 1.85% | 1.82% | 1.70% | 1.87% | 1.86% | 2.49% | 2.09% | 2.28% | 2.19% | 1.90% | 1.85% |
| Portfolio components: | ||||||||||||
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.27% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% | 1.63% |
VPU Vanguard Utilities ETF | 2.91% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
XTL SPDR S&P Telecom ETF | 0.60% | 0.80% | 0.74% | 1.25% | 0.88% | 0.92% | 1.90% | 2.08% | 1.11% | 1.38% | 1.03% | 0.45% |
PPA Invesco Aerospace & Defense ETF | 0.56% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
USRT iShares Core U.S. REIT ETF | 2.76% | 3.18% | 3.46% | 2.27% | 3.12% | 3.34% | 5.66% | 3.44% | 3.98% | 3.59% | 3.46% | 3.84% |
IBB iShares Nasdaq Biotechnology ETF | 0.32% | 0.26% | 0.31% | 0.21% | 0.21% | 0.17% | 0.20% | 0.30% | 0.19% | 0.03% | 0.15% | 0.03% |
ICLN iShares Global Clean Energy ETF | 1.67% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
VDE Vanguard Energy ETF | 3.27% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
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 Wade Investment Fund 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 Wade Investment Fund Portfolio was 38.05%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Wade Investment Fund Portfolio drawdown is 2.16%.
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 |
| -16.5% | Apr 5, 2022 | 394 | Oct 27, 2023 | 104 | Mar 28, 2024 | 498 |
Volatility
Volatility Chart
The current Wade Investment Fund Portfolio volatility is 2.43%, 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
| VPU | VDE | IBB | USRT | ICLN | XTL | PPA | SPTM | |
|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.29 | 0.28 | 0.62 | 0.34 | 0.32 | 0.43 | 0.43 |
| VDE | 0.29 | 1.00 | 0.38 | 0.37 | 0.46 | 0.47 | 0.58 | 0.59 |
| IBB | 0.28 | 0.38 | 1.00 | 0.41 | 0.51 | 0.56 | 0.52 | 0.64 |
| USRT | 0.62 | 0.37 | 0.41 | 1.00 | 0.44 | 0.47 | 0.54 | 0.59 |
| ICLN | 0.34 | 0.46 | 0.51 | 0.44 | 1.00 | 0.57 | 0.55 | 0.62 |
| XTL | 0.32 | 0.47 | 0.56 | 0.47 | 0.57 | 1.00 | 0.63 | 0.71 |
| PPA | 0.43 | 0.58 | 0.52 | 0.54 | 0.55 | 0.63 | 1.00 | 0.77 |
| SPTM | 0.43 | 0.59 | 0.64 | 0.59 | 0.62 | 0.71 | 0.77 | 1.00 |