balanced
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in balanced, 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 Sep 13, 2016, corresponding to the inception date of BOTZ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| balanced | 6.13% | -2.71% | -1.51% | 7.11% | 14.09% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 38.79% | -1.38% | -8.37% | 40.07% | 29.31% | 27.34% |
ICLN iShares Global Clean Energy ETF | -24.80% | -3.22% | -16.37% | -23.92% | 0.82% | 3.64% |
QQQ Invesco QQQ | 27.20% | 2.71% | 8.34% | 27.62% | 20.40% | 18.36% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 13.46% | -2.71% | 5.12% | 13.91% | 8.15% | N/A |
LIT Global X Lithium & Battery Tech ETF | -16.72% | -7.48% | 7.21% | -14.96% | 9.89% | 8.00% |
XLV Health Care Select Sector SPDR Fund | 2.33% | -4.19% | -5.28% | 3.36% | 7.76% | 8.97% |
Monthly Returns
The table below presents the monthly returns of balanced, 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 | -3.05% | 7.28% | 2.00% | -4.82% | 6.02% | -0.58% | 0.42% | 0.87% | 3.42% | -3.25% | 1.58% | 6.13% | |
| 2023 | 11.09% | -3.71% | 5.66% | -2.55% | 4.73% | 5.06% | 2.28% | -6.03% | -6.37% | -6.98% | 9.61% | 7.54% | 19.57% |
| 2022 | -10.42% | 0.24% | 1.98% | -13.07% | 4.02% | -7.73% | 10.42% | -5.06% | -10.73% | 4.06% | 9.24% | -7.33% | -24.67% |
| 2021 | 3.17% | -2.92% | -0.57% | 2.90% | 1.05% | 4.73% | 2.90% | 3.74% | -4.73% | 8.63% | 0.04% | -1.26% | 18.35% |
| 2020 | 0.63% | -3.41% | -13.65% | 14.00% | 8.68% | 5.55% | 9.35% | 9.22% | 0.81% | 1.14% | 15.87% | 10.38% | 70.93% |
| 2019 | 9.18% | 4.03% | 0.94% | 3.48% | -8.64% | 8.61% | 0.25% | -2.86% | 2.58% | 3.40% | 3.65% | 6.46% | 34.19% |
| 2018 | 5.89% | -3.89% | -2.13% | -1.03% | 2.57% | -2.91% | 3.04% | 1.79% | 0.15% | -9.21% | 4.39% | -9.42% | -11.47% |
| 2017 | 5.62% | 2.82% | 3.01% | 1.47% | 3.75% | -0.85% | 4.73% | 3.40% | 3.68% | 4.95% | 0.38% | 0.87% | 39.31% |
| 2016 | 3.19% | -2.89% | 0.02% | 0.87% | 1.10% |
Expense Ratio
balanced features an expense ratio of 0.43%, 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
Risk-Adjusted Performance Rank
The current rank of balanced is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.25 | 1.76 | 1.22 | 1.75 | 4.38 |
ICLN iShares Global Clean Energy ETF | -0.90 | -1.19 | 0.86 | -0.33 | -1.64 |
QQQ Invesco QQQ | 1.64 | 2.19 | 1.30 | 2.16 | 7.79 |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.74 | 1.13 | 1.14 | 0.49 | 2.96 |
LIT Global X Lithium & Battery Tech ETF | -0.36 | -0.32 | 0.97 | -0.19 | -0.63 |
XLV Health Care Select Sector SPDR Fund | 0.47 | 0.71 | 1.09 | 0.40 | 1.38 |
Dividends
Dividend yield
balanced provided a 0.84% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.95% | 1.12% | 0.72% | 0.73% | 2.16% | 2.16% | 1.82% | 1.73% | 1.55% | 1.49% | 1.35% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
ICLN iShares Global Clean Energy ETF | 1.82% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
QQQ Invesco QQQ | 0.43% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.15% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% |
LIT Global X Lithium & Battery Tech ETF | 1.44% | 1.11% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% | 0.32% |
XLV Health Care Select Sector SPDR Fund | 1.21% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
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 balanced. 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 balanced was 34.52%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current balanced drawdown is 9.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.52% | Feb 21, 2020 | 22 | Mar 23, 2020 | 53 | Jun 8, 2020 | 75 |
| -34.05% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -22.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -15.78% | Feb 17, 2021 | 14 | Mar 8, 2021 | 87 | Jul 12, 2021 | 101 |
| -8.49% | Sep 8, 2021 | 19 | Oct 4, 2021 | 15 | Oct 25, 2021 | 34 |
Volatility
Volatility Chart
The current balanced volatility is 4.46%, 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
| XLV | LIT | ICLN | SMH | BOTZ | QQQ | |
|---|---|---|---|---|---|---|
| XLV | 1.00 | 0.37 | 0.43 | 0.45 | 0.52 | 0.59 |
| LIT | 0.37 | 1.00 | 0.60 | 0.56 | 0.64 | 0.57 |
| ICLN | 0.43 | 0.60 | 1.00 | 0.53 | 0.61 | 0.57 |
| SMH | 0.45 | 0.56 | 0.53 | 1.00 | 0.75 | 0.84 |
| BOTZ | 0.52 | 0.64 | 0.61 | 0.75 | 1.00 | 0.78 |
| QQQ | 0.59 | 0.57 | 0.57 | 0.84 | 0.78 | 1.00 |