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Long run, young, ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLK 40%QQQ 25%VOO 15%SCHD 15%VDC 5%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15%

VDC
Vanguard Consumer Staples ETF
Consumer Staples Equities

5%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

15%

XLK
Technology Select Sector SPDR Fund
Technology Equities

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Long run, young, ETFs, 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


300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
719.42%
359.79%
Long run, young, ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Jul 17, 2024, the Long run, young, ETFs returned 18.77% Year-To-Date and 17.39% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.16%2.10%17.92%22.68%13.47%10.97%
Long run, young, ETFs16.12%0.10%15.15%23.18%19.85%17.15%
VOO
Vanguard S&P 500 ETF
17.96%1.85%17.66%24.17%15.30%13.03%
VDC
Vanguard Consumer Staples ETF
10.54%2.04%10.26%9.39%9.11%8.83%
XLK
Technology Select Sector SPDR Fund
16.96%-2.88%15.06%25.75%23.97%20.62%
SCHD
Schwab US Dividend Equity ETF
10.13%7.15%10.75%14.72%12.81%11.34%
QQQ
Invesco QQQ
17.99%-0.55%16.99%25.79%21.20%18.52%

Monthly Returns

The table below presents the monthly returns of Long run, young, ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.84%4.41%1.97%-4.76%5.54%5.29%16.12%
20237.61%-0.87%7.49%0.38%4.71%5.94%3.23%-1.60%-5.43%-1.48%10.42%4.85%39.91%
2022-6.22%-3.83%3.57%-9.63%-0.23%-8.47%10.64%-4.92%-10.35%7.43%6.09%-7.02%-22.96%
2021-0.76%1.80%3.67%4.78%-0.03%4.50%2.81%3.30%-5.22%7.14%1.83%3.79%30.67%
20202.06%-7.44%-9.16%13.42%5.91%4.58%6.13%9.55%-4.61%-3.21%11.38%4.54%34.74%
20197.39%4.70%3.59%5.14%-7.84%7.87%2.57%-1.45%1.82%3.16%4.22%3.64%39.63%
20186.61%-2.23%-3.31%-0.15%4.73%0.60%2.92%4.94%0.22%-7.18%0.06%-8.51%-2.49%
20172.96%4.23%1.44%1.73%3.15%-1.76%3.39%1.68%0.94%4.58%2.40%0.95%28.75%
2016-4.29%-0.54%7.47%-2.83%3.53%-0.38%5.58%0.68%1.38%-1.21%1.03%1.99%12.48%
2015-2.89%6.83%-2.62%1.79%1.63%-3.15%2.96%-5.92%-1.58%9.92%0.50%-1.54%4.97%
2014-2.97%4.51%0.01%0.54%3.26%2.04%0.34%3.91%-0.63%2.14%4.18%-1.63%16.51%
20133.33%1.08%3.30%2.24%2.48%-2.12%4.79%-1.72%3.23%4.97%3.04%2.86%30.88%

Expense Ratio

Long run, young, ETFs has an expense ratio of 0.12%, 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.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Long run, young, ETFs is 63, 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.


The Risk-Adjusted Performance Rank of Long run, young, ETFs is 6363
Long run, young, ETFs
The Sharpe Ratio Rank of Long run, young, ETFs is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of Long run, young, ETFs is 5656Sortino Ratio Rank
The Omega Ratio Rank of Long run, young, ETFs is 5757Omega Ratio Rank
The Calmar Ratio Rank of Long run, young, ETFs is 7676Calmar Ratio Rank
The Martin Ratio Rank of Long run, young, ETFs is 6565Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Long run, young, ETFs
Sharpe ratio
The chart of Sharpe ratio for Long run, young, ETFs, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for Long run, young, ETFs, currently valued at 2.47, compared to the broader market-2.000.002.004.006.002.47
Omega ratio
The chart of Omega ratio for Long run, young, ETFs, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Long run, young, ETFs, currently valued at 2.45, compared to the broader market0.002.004.006.008.0010.002.45
Martin ratio
The chart of Martin ratio for Long run, young, ETFs, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.007.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.94, compared to the broader market-2.000.002.004.006.002.94
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.006.008.0010.001.66
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.83, compared to the broader market0.0010.0020.0030.0040.007.83

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.263.161.402.188.81
VDC
Vanguard Consumer Staples ETF
0.971.451.170.812.25
XLK
Technology Select Sector SPDR Fund
1.492.031.262.456.59
SCHD
Schwab US Dividend Equity ETF
1.502.211.261.274.68
QQQ
Invesco QQQ
1.692.311.291.948.04

Sharpe Ratio

The current Long run, young, ETFs Sharpe ratio is 2.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Long run, young, ETFs with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.79
2.10
Long run, young, ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Long run, young, ETFs granted a 1.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Long run, young, ETFs1.26%1.33%1.50%1.08%1.34%1.50%1.78%1.54%1.82%1.85%1.82%1.69%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VDC
Vanguard Consumer Staples ETF
2.50%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%
XLK
Technology Select Sector SPDR Fund
0.68%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SCHD
Schwab US Dividend Equity ETF
3.44%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
QQQ
Invesco QQQ
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.51%
-1.39%
Long run, young, ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Long run, young, ETFs. 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 Long run, young, ETFs was 30.67%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current Long run, young, ETFs drawdown is 0.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.67%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-28.68%Dec 28, 2021200Oct 12, 2022190Jul 18, 2023390
-20.98%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-12.93%Jul 21, 201526Aug 25, 201542Oct 23, 201568
-12.12%Dec 7, 201546Feb 11, 201634Apr 1, 201680

Volatility

Volatility Chart

The current Long run, young, ETFs volatility is 3.94%, 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.


2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.94%
2.59%
Long run, young, ETFs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VDCSCHDXLKQQQVOO
VDC1.000.770.520.530.68
SCHD0.771.000.690.680.87
XLK0.520.691.000.960.89
QQQ0.530.680.961.000.90
VOO0.680.870.890.901.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011