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Wade Investment Fund Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 Every 3 months.


200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
251.21%
335.84%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 27, 2011, corresponding to the inception date of XTL

Returns By Period

As of May 9, 2025, the Wade Investment Fund Portfolio returned -0.49% Year-To-Date and 7.95% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Wade Investment Fund Portfolio-0.49%12.10%-4.94%8.85%12.19%7.95%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
-3.53%13.84%-5.07%9.84%15.74%11.98%
VPU
Vanguard Utilities ETF
6.87%9.49%4.96%17.35%10.49%9.67%
XTL
SPDR S&P Telecom ETF
-6.88%14.36%-5.70%42.43%8.76%6.63%
PPA
Invesco Aerospace & Defense ETF
10.37%19.28%5.99%22.02%19.90%14.47%
USRT
iShares Core U.S. REIT ETF
-1.29%11.83%-5.33%13.25%9.43%5.70%
IBB
iShares Nasdaq Biotechnology ETF
-9.78%6.39%-19.38%-9.87%-1.22%0.38%
ICLN
iShares Global Clean Energy ETF
5.10%13.26%-4.68%-12.23%2.62%1.28%
VDE
Vanguard Energy ETF
-5.19%7.85%-11.24%-9.39%22.10%3.70%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.37%-0.07%-2.02%-1.83%1.13%-0.49%
2024-3.09%2.56%3.40%-4.00%6.57%-1.35%6.69%2.61%2.39%-2.36%4.47%-6.08%11.38%
20234.49%-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%
20212.34%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%
201910.74%3.51%0.61%1.75%-4.91%6.00%0.58%-0.92%1.34%0.77%2.74%2.58%26.87%
20182.58%-4.43%0.77%1.77%2.08%0.09%2.89%1.70%0.23%-7.62%3.24%-9.06%-6.57%
20171.47%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%
20150.56%3.84%0.70%0.29%0.68%-3.51%0.46%-6.02%-3.50%7.72%-0.10%-0.74%-0.29%
20140.66%5.08%-0.69%0.05%2.21%3.67%-3.25%4.72%-3.67%3.29%0.54%0.23%13.13%

Expense Ratio

Wade Investment Fund Portfolio has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Wade Investment Fund Portfolio is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Wade Investment Fund Portfolio is 3838
Overall Rank
The Sharpe Ratio Rank of Wade Investment Fund Portfolio is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of Wade Investment Fund Portfolio is 3636
Sortino Ratio Rank
The Omega Ratio Rank of Wade Investment Fund Portfolio is 3636
Omega Ratio Rank
The Calmar Ratio Rank of Wade Investment Fund Portfolio is 3838
Calmar Ratio Rank
The Martin Ratio Rank of Wade Investment Fund Portfolio is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
0.510.851.130.532.03
VPU
Vanguard Utilities ETF
1.051.641.221.914.83
XTL
SPDR S&P Telecom ETF
1.612.131.301.376.66
PPA
Invesco Aerospace & Defense ETF
1.071.571.221.455.13
USRT
iShares Core U.S. REIT ETF
0.731.081.140.682.33
IBB
iShares Nasdaq Biotechnology ETF
-0.46-0.510.93-0.28-1.19
ICLN
iShares Global Clean Energy ETF
-0.53-0.620.92-0.19-0.78
VDE
Vanguard Energy ETF
-0.37-0.340.95-0.45-1.23

The current Wade Investment Fund Portfolio Sharpe ratio is 0.54. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.95, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Wade Investment Fund Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.54
0.48
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Wade Investment Fund Portfolio provided a 1.74% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.74%1.72%1.85%1.82%1.70%1.86%1.86%2.49%2.09%2.28%2.19%1.89%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF
1.35%1.28%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%
VPU
Vanguard Utilities ETF
2.92%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
XTL
SPDR S&P Telecom ETF
0.75%0.62%0.80%0.74%1.25%0.88%0.92%1.89%2.08%1.11%1.38%1.03%
PPA
Invesco Aerospace & Defense ETF
0.50%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%
USRT
iShares Core U.S. REIT ETF
2.85%2.85%3.18%3.47%2.27%3.12%3.34%5.66%3.43%3.98%3.59%3.46%
IBB
iShares Nasdaq Biotechnology ETF
0.32%0.29%0.26%0.31%0.21%0.20%0.17%0.19%0.30%0.19%0.03%0.15%
ICLN
iShares Global Clean Energy ETF
1.76%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.83%
VDE
Vanguard Energy ETF
3.43%3.23%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.54%
-7.82%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

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 6.54%.


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
-16.63%Dec 2, 202487Apr 8, 2025

Volatility

Volatility Chart

The current Wade Investment Fund Portfolio volatility is 8.63%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.63%
11.21%
Wade Investment Fund Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCVPUVDEIBBUSRTICLNXTLPPASPTMPortfolio
^GSPC1.000.470.600.660.600.630.710.780.950.88
VPU0.471.000.300.280.610.330.320.430.430.56
VDE0.600.301.000.370.370.460.470.570.580.70
IBB0.660.280.371.000.410.500.560.520.640.72
USRT0.600.610.370.411.000.440.470.530.590.69
ICLN0.630.330.460.500.441.000.560.540.610.75
XTL0.710.320.470.560.470.561.000.640.720.79
PPA0.780.430.570.520.530.540.641.000.770.81
SPTM0.950.430.580.640.590.610.720.771.000.87
Portfolio0.880.560.700.720.690.750.790.810.871.00
The correlation results are calculated based on daily price changes starting from Jan 28, 2011