balanced
Asset Allocation
Performance
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
Returns
As of May 27, 2023, the balanced returned 16.49% Year-To-Date and 17.66% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 10.72% |
| balanced | 5.76% | 16.49% | 10.32% | 5.22% | 15.97% | 17.66% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 19.20% | 45.23% | 36.27% | 22.76% | 26.05% | 29.15% |
ICLN iShares Global Clean Energy ETF | -1.12% | -6.80% | -10.90% | -7.35% | 15.61% | 13.04% |
QQQ Invesco QQQ | 8.01% | 31.04% | 21.91% | 13.58% | 16.43% | 18.88% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 9.96% | 33.28% | 28.17% | 15.44% | 3.97% | 10.18% |
LIT Global X Lithium & Battery Tech ETF | 2.77% | 5.61% | -5.57% | -15.93% | 14.82% | 17.19% |
XLV Health Care Select Sector SPDR Fund | -4.49% | -5.76% | -6.27% | -3.30% | 11.12% | 10.85% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XLV | ICLN | LIT | SMH | BOTZ | QQQ | |
|---|---|---|---|---|---|---|
| XLV | 1.00 | 0.45 | 0.40 | 0.50 | 0.55 | 0.63 |
| ICLN | 0.45 | 1.00 | 0.60 | 0.56 | 0.62 | 0.60 |
| LIT | 0.40 | 0.60 | 1.00 | 0.60 | 0.66 | 0.61 |
| SMH | 0.50 | 0.56 | 0.60 | 1.00 | 0.75 | 0.84 |
| BOTZ | 0.55 | 0.62 | 0.66 | 0.75 | 1.00 | 0.77 |
| QQQ | 0.63 | 0.60 | 0.61 | 0.84 | 0.77 | 1.00 |
Dividend yield
balanced granted a 1.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| balanced | 1.06% | 1.12% | 0.73% | 0.75% | 2.24% | 2.30% | 1.98% | 1.91% | 1.80% | 1.74% | 1.63% | 3.52% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 1.63% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
ICLN iShares Global Clean Energy ETF | 0.96% | 0.89% | 1.20% | 0.35% | 1.40% | 2.89% | 2.66% | 4.26% | 2.69% | 3.29% | 2.52% | 4.69% |
QQQ Invesco QQQ | 0.75% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.17% | 0.23% | 0.17% | 0.19% | 0.84% | 1.46% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
LIT Global X Lithium & Battery Tech ETF | 0.93% | 0.99% | 0.22% | 0.41% | 1.88% | 2.61% | 3.47% | 2.36% | 0.27% | 1.21% | 0.36% | 2.76% |
XLV Health Care Select Sector SPDR Fund | 1.95% | 1.47% | 1.35% | 1.54% | 2.27% | 1.68% | 1.60% | 1.77% | 1.61% | 1.53% | 1.76% | 2.36% |
Expense Ratio
The balanced has a high expense ratio of 0.43%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 0.85 | ||||
ICLN iShares Global Clean Energy ETF | -0.09 | ||||
QQQ Invesco QQQ | 0.75 | ||||
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.69 | ||||
LIT Global X Lithium & Battery Tech ETF | -0.37 | ||||
XLV Health Care Select Sector SPDR Fund | -0.08 |
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 balanced. 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 balanced is 34.52%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.
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 Chart
The current balanced volatility is 4.51%, 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.