wip
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EEM iShares MSCI Emerging Markets ETF | Asia Pacific Equities | 10% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 70% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in wip, 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.
The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| wip | 2.79% | 1.76% | 15.16% | 22.09% | N/A | N/A |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 3.65% | 3.28% | 7.18% | 11.04% | 5.12% | 5.25% |
QQQM Invesco NASDAQ 100 ETF | 2.61% | 1.17% | 19.72% | 23.24% | N/A | N/A |
EEM iShares MSCI Emerging Markets ETF | 3.23% | 2.42% | 7.99% | 14.22% | 1.84% | 3.07% |
VOO Vanguard S&P 500 ETF | 2.70% | 1.64% | 16.03% | 23.86% | 14.34% | 13.41% |
Monthly Returns
The table below presents the monthly returns of wip, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.66% | 2.79% | |||||||||||
| 2024 | 0.91% | 4.95% | 3.03% | -3.66% | 4.88% | 3.41% | 0.95% | 2.18% | 2.48% | -1.37% | 4.78% | -2.04% | 22.01% |
| 2023 | 7.12% | -2.90% | 4.11% | 1.33% | 0.58% | 6.15% | 3.61% | -2.25% | -4.54% | -2.35% | 9.16% | 4.66% | 26.37% |
| 2022 | -4.94% | -3.22% | 2.86% | -8.82% | 0.24% | -8.05% | 8.17% | -4.03% | -9.58% | 6.52% | 6.91% | -5.45% | -19.64% |
| 2021 | -0.31% | 2.26% | 3.41% | 4.66% | 0.83% | 2.24% | 1.25% | 2.80% | -4.58% | 6.18% | -1.08% | 3.85% | 23.21% |
| 2020 | -6.42% | 10.91% | 4.42% | 8.39% |
Expense Ratio
wip has an expense ratio of 0.11%, 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 rank of wip is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 0.76 | 1.13 | 1.14 | 1.00 | 2.55 |
QQQM Invesco NASDAQ 100 ETF | 1.38 | 1.87 | 1.25 | 1.85 | 6.42 |
EEM iShares MSCI Emerging Markets ETF | 0.90 | 1.36 | 1.17 | 0.49 | 2.81 |
VOO Vanguard S&P 500 ETF | 1.94 | 2.60 | 1.35 | 2.92 | 12.23 |
Dividends
Dividend yield
wip provided a 1.47% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.51% | 1.67% | 1.83% | 1.42% | 1.45% | 1.90% | 1.98% | 1.71% | 1.89% | 2.00% | 1.86% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 3.25% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
QQQM Invesco NASDAQ 100 ETF | 0.59% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEM iShares MSCI Emerging Markets ETF | 2.36% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% |
VOO Vanguard S&P 500 ETF | 1.21% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 wip. 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 wip was 26.17%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current wip drawdown is 0.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.17% | Jan 4, 2022 | 195 | Oct 12, 2022 | 298 | Dec 19, 2023 | 493 |
| -8.79% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.42% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -5.51% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -5.23% | Mar 28, 2024 | 16 | Apr 19, 2024 | 16 | May 13, 2024 | 32 |
Volatility
Volatility Chart
The current wip volatility is 4.10%, 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
| EEM | QQQM | VOO | VXUS | |
|---|---|---|---|---|
| EEM | 1.00 | 0.62 | 0.64 | 0.89 |
| QQQM | 0.62 | 1.00 | 0.92 | 0.69 |
| VOO | 0.64 | 0.92 | 1.00 | 0.77 |
| VXUS | 0.89 | 0.69 | 0.77 | 1.00 |