ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ETF, 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
Returns
As of Jun 2, 2023, the ETF returned 32.18% Year-To-Date and 19.63% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 9.39% | 10.14% |
| ETF | 12.00% | 32.38% | 22.17% | 14.86% | 18.80% | 19.69% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 11.77% | 33.39% | 21.71% | 13.67% | 16.32% | 18.23% |
VGT Vanguard Information Technology ETF | 11.49% | 32.14% | 21.86% | 14.97% | 18.93% | 20.02% |
XLK Technology Select Sector SPDR Fund | 11.94% | 33.65% | 23.22% | 16.88% | 19.84% | 19.75% |
SMH VanEck Vectors Semiconductor ETF | 19.58% | 44.02% | 33.55% | 20.05% | 25.34% | 26.02% |
VOO Vanguard S&P 500 ETF | 3.39% | 10.77% | 4.55% | 2.79% | 10.98% | 12.06% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SMH | VOO | QQQ | XLK | VGT | |
|---|---|---|---|---|---|
| SMH | 1.00 | 0.77 | 0.82 | 0.84 | 0.85 |
| VOO | 0.77 | 1.00 | 0.89 | 0.89 | 0.89 |
| QQQ | 0.82 | 0.89 | 1.00 | 0.96 | 0.96 |
| XLK | 0.84 | 0.89 | 0.96 | 1.00 | 0.99 |
| VGT | 0.85 | 0.89 | 0.96 | 0.99 | 1.00 |
Dividend yield
ETF granted a 1.08% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 1.08% | 1.21% | 0.72% | 0.96% | 1.92% | 1.84% | 1.53% | 1.61% | 2.12% | 1.83% | 1.87% | 2.94% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.74% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
VGT Vanguard Information Technology ETF | 0.87% | 0.91% | 0.64% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
XLK Technology Select Sector SPDR Fund | 0.97% | 1.04% | 0.65% | 0.94% | 1.19% | 1.68% | 1.45% | 1.88% | 1.96% | 1.96% | 1.94% | 2.02% |
SMH VanEck Vectors Semiconductor ETF | 1.64% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
VOO Vanguard S&P 500 ETF | 1.92% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
Expense Ratio
The ETF features an expense ratio of 0.16%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.62 | ||||
VGT Vanguard Information Technology ETF | 0.62 | ||||
XLK Technology Select Sector SPDR Fund | 0.69 | ||||
SMH VanEck Vectors Semiconductor ETF | 0.65 | ||||
VOO Vanguard S&P 500 ETF | 0.19 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ETF is 35.28%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.28% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -30.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -22.67% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -17.81% | Feb 18, 2011 | 127 | Aug 19, 2011 | 103 | Jan 18, 2012 | 230 |
| -14.83% | Dec 7, 2015 | 46 | Feb 11, 2016 | 103 | Jul 11, 2016 | 149 |
Volatility Chart
The current ETF volatility is 6.20%, 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.