ETF Long Term Portfolio
Use these funds and re-balance them. Is there a way to exclude a couple of the funds at certain re-balance times and add back in when appropriate?
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ETF Long Term 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
Returns
As of Jun 2, 2023, the ETF Long Term Portfolio returned 20.82% Year-To-Date and 17.25% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 2.46% | 9.94% | 3.54% | 2.92% | 9.08% | 11.07% |
| ETF Long Term Portfolio | 4.98% | 20.82% | 13.94% | 13.61% | 14.81% | 17.25% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 10.71% | 32.14% | 21.18% | 18.13% | 18.95% | 22.55% |
GLD SPDR Gold Trust | -2.01% | 8.32% | 9.49% | 6.69% | 8.46% | 7.71% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.78% | 16.73% | 9.93% | 12.03% | 13.63% | 15.96% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | -1.94% | 6.20% | 4.50% | 5.80% | 4.68% | 7.25% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | DDWM | VGT | MOAT | |
|---|---|---|---|---|
| GLD | 1.00 | 0.00 | -0.01 | -0.02 |
| DDWM | 0.00 | 1.00 | 0.66 | 0.72 |
| VGT | -0.01 | 0.66 | 1.00 | 0.78 |
| MOAT | -0.02 | 0.72 | 0.78 | 1.00 |
Dividend yield
ETF Long Term Portfolio granted a 1.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Long Term Portfolio | 1.27% | 1.30% | 1.09% | 1.32% | 1.41% | 1.81% | 1.20% | 1.57% | 1.49% | 1.09% | 0.83% | 0.82% |
| Portfolio components: | ||||||||||||
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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 4.96% | 4.32% | 3.92% | 3.85% | 4.13% | 5.19% | 3.25% | 5.06% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The ETF Long Term Portfolio has a high expense ratio of 0.31%, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 0.62 | ||||
GLD SPDR Gold Trust | 0.48 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.43 | ||||
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 0.39 |
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 Long Term Portfolio. 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 Long Term Portfolio is 29.59%, recorded on Mar 23, 2020. It took 79 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -25.63% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -16.38% | Oct 4, 2018 | 56 | Dec 24, 2018 | 45 | Mar 1, 2019 | 101 |
| -9.29% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -9.13% | Jan 29, 2018 | 9 | Feb 8, 2018 | 87 | Jun 14, 2018 | 96 |
Volatility Chart
The current ETF Long Term Portfolio volatility is 4.23%, 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.