Future Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Future 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 Jul 29, 2021, corresponding to the inception date of HOOD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Future Portfolio | 10.55% | 0.47% | 11.18% | 20.08% | N/A | N/A |
Portfolio components: | ||||||
AXON Axon Enterprise, Inc. | 20.32% | 6.12% | 23.65% | 70.69% | 35.02% | 39.38% |
HOOD Robinhood Markets, Inc. | 66.25% | -5.06% | 96.29% | 73.18% | N/A | N/A |
SHOP Shopify Inc. | -23.70% | -9.18% | -27.11% | -7.07% | 12.08% | N/A |
BRK-B Berkshire Hathaway Inc. | 21.49% | 5.61% | 12.43% | 24.04% | 15.64% | 12.96% |
RKT Rocket Companies, Inc. | 5.11% | 9.81% | 24.35% | 46.21% | N/A | N/A |
NFLX Netflix, Inc. | 30.24% | -6.43% | 11.16% | 53.47% | 13.59% | 26.51% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
VXUS Vanguard Total International Stock ETF | 5.35% | 0.35% | 6.79% | 8.27% | 5.88% | 4.00% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
VNQ Vanguard Real Estate ETF | 1.73% | 6.97% | 5.82% | 8.37% | 3.80% | 5.59% |
Monthly Returns
The table below presents the monthly returns of Future 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 | -1.28% | 6.35% | 4.18% | -5.10% | 3.85% | 2.37% | 10.55% | ||||||
2023 | 11.44% | -4.30% | 3.43% | 0.29% | -0.66% | 6.21% | 4.56% | -2.60% | -6.06% | -3.38% | 11.02% | 8.74% | 30.26% |
2022 | -7.50% | -3.80% | 2.00% | -11.01% | -0.91% | -8.83% | 8.68% | -3.73% | -8.45% | 8.47% | 8.25% | -6.01% | -22.87% |
2021 | -0.44% | 3.17% | -4.41% | 4.12% | -3.25% | 1.45% | 0.35% |
Expense Ratio
Future Portfolio has an expense ratio of 0.04%, 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 Future Portfolio is 36, 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 | |
---|---|---|---|---|---|
AXON Axon Enterprise, Inc. | 2.24 | 3.49 | 1.42 | 3.19 | 11.87 |
HOOD Robinhood Markets, Inc. | 1.31 | 1.97 | 1.24 | 0.78 | 4.12 |
SHOP Shopify Inc. | -0.16 | 0.12 | 1.02 | -0.12 | -0.44 |
BRK-B Berkshire Hathaway Inc. | 1.98 | 2.86 | 1.34 | 2.36 | 7.03 |
RKT Rocket Companies, Inc. | 0.91 | 1.59 | 1.19 | 0.78 | 2.53 |
NFLX Netflix, Inc. | 1.45 | 2.31 | 1.29 | 0.97 | 7.31 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VXUS Vanguard Total International Stock ETF | 0.66 | 1.01 | 1.12 | 0.43 | 1.89 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.22 | 1.74 |
VNQ Vanguard Real Estate ETF | 0.35 | 0.64 | 1.08 | 0.19 | 0.90 |
Dividends
Dividend yield
Future Portfolio granted a 1.89% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Future Portfolio | 1.89% | 1.94% | 2.25% | 1.77% | 1.61% | 1.95% | 2.22% | 1.92% | 2.11% | 2.02% | 2.06% | 1.94% |
Portfolio components: | ||||||||||||
AXON Axon Enterprise, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HOOD Robinhood Markets, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHOP Shopify Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RKT Rocket Companies, Inc. | 0.00% | 0.00% | 14.43% | 7.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 3.06% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VNQ Vanguard Real Estate ETF | 4.04% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Future 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 Future Portfolio was 33.85%, occurring on Oct 14, 2022. Recovery took 343 trading sessions.
The current Future Portfolio drawdown is 4.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.85% | Aug 5, 2021 | 302 | Oct 14, 2022 | 343 | Feb 28, 2024 | 645 |
-6.47% | Mar 28, 2024 | 16 | Apr 19, 2024 | 33 | Jun 6, 2024 | 49 |
-4.59% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
-1.2% | Mar 4, 2024 | 2 | Mar 5, 2024 | 2 | Mar 7, 2024 | 4 |
-0.71% | Jun 7, 2024 | 1 | Jun 7, 2024 | 1 | Jun 10, 2024 | 2 |
Volatility
Volatility Chart
The current Future Portfolio volatility is 3.83%, 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
BND | BRK-B | AXON | NFLX | HOOD | RKT | VNQ | SHOP | VXUS | VTI | |
---|---|---|---|---|---|---|---|---|---|---|
BND | 1.00 | 0.06 | 0.19 | 0.20 | 0.16 | 0.40 | 0.34 | 0.20 | 0.24 | 0.20 |
BRK-B | 0.06 | 1.00 | 0.25 | 0.28 | 0.26 | 0.33 | 0.53 | 0.30 | 0.56 | 0.64 |
AXON | 0.19 | 0.25 | 1.00 | 0.43 | 0.42 | 0.43 | 0.39 | 0.53 | 0.42 | 0.57 |
NFLX | 0.20 | 0.28 | 0.43 | 1.00 | 0.45 | 0.39 | 0.33 | 0.56 | 0.48 | 0.59 |
HOOD | 0.16 | 0.26 | 0.42 | 0.45 | 1.00 | 0.51 | 0.42 | 0.58 | 0.50 | 0.55 |
RKT | 0.40 | 0.33 | 0.43 | 0.39 | 0.51 | 1.00 | 0.55 | 0.53 | 0.54 | 0.59 |
VNQ | 0.34 | 0.53 | 0.39 | 0.33 | 0.42 | 0.55 | 1.00 | 0.45 | 0.63 | 0.71 |
SHOP | 0.20 | 0.30 | 0.53 | 0.56 | 0.58 | 0.53 | 0.45 | 1.00 | 0.57 | 0.67 |
VXUS | 0.24 | 0.56 | 0.42 | 0.48 | 0.50 | 0.54 | 0.63 | 0.57 | 1.00 | 0.80 |
VTI | 0.20 | 0.64 | 0.57 | 0.59 | 0.55 | 0.59 | 0.71 | 0.67 | 0.80 | 1.00 |