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
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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 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| wip | 2.64% | 10.29% | 1.17% | 14.01% | N/A | N/A |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 11.89% | 9.51% | 10.03% | 11.02% | 11.58% | 5.10% |
QQQM Invesco NASDAQ 100 ETF | 1.03% | 13.50% | 0.85% | 17.14% | N/A | N/A |
EEM iShares MSCI Emerging Markets ETF | 9.90% | 10.08% | 7.51% | 9.90% | 7.04% | 2.89% |
VOO Vanguard S&P 500 ETF | 0.46% | 9.97% | -1.04% | 14.18% | 17.41% | 12.74% |
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% | -0.85% | -4.48% | -0.13% | 5.71% | 2.64% | |||||||
| 2024 | 0.68% | 4.89% | 3.03% | -3.50% | 4.74% | 3.30% | 0.99% | 2.14% | 2.62% | -1.50% | 4.42% | -2.04% | 21.17% |
| 2023 | 7.25% | -2.97% | 4.18% | 1.27% | 0.54% | 6.09% | 3.69% | -2.41% | -4.48% | -2.40% | 9.11% | 4.64% | 26.14% |
| 2022 | -4.82% | -3.24% | 2.69% | -8.76% | 0.25% | -7.99% | 8.03% | -4.00% | -9.62% | 6.21% | 7.19% | -5.36% | -19.61% |
| 2021 | -0.34% | 2.27% | 3.45% | 4.68% | 0.81% | 2.28% | 1.25% | 2.81% | -4.56% | 6.10% | -1.13% | 3.82% | 23.12% |
| 2020 | -6.42% | 10.91% | 4.43% | 8.40% |
Expense Ratio
wip has an expense ratio of 0.11%, which is considered low. 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 wip is 52, 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 | 0.65 | 1.06 | 1.14 | 0.84 | 2.65 |
QQQM Invesco NASDAQ 100 ETF | 0.68 | 1.13 | 1.16 | 0.78 | 2.54 |
EEM iShares MSCI Emerging Markets ETF | 0.52 | 0.94 | 1.12 | 0.40 | 1.79 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.15 | 1.17 | 0.77 | 2.94 |
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Dividends
Dividend yield
wip provided a 1.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 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 | 2.97% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 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 | 2.21% | 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 | 1.29% | 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.
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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 26.23%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current wip drawdown is 2.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.23% | Jan 4, 2022 | 195 | Oct 12, 2022 | 298 | Dec 19, 2023 | 493 |
| -17.82% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.75% | 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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | EEM | VXUS | QQQM | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.64 | 0.77 | 0.92 | 1.00 | 0.99 |
| EEM | 0.64 | 1.00 | 0.88 | 0.63 | 0.64 | 0.74 |
| VXUS | 0.77 | 0.88 | 1.00 | 0.69 | 0.77 | 0.84 |
| QQQM | 0.92 | 0.63 | 0.69 | 1.00 | 0.92 | 0.93 |
| VOO | 1.00 | 0.64 | 0.77 | 0.92 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.74 | 0.84 | 0.93 | 0.99 | 1.00 |