Long run, young, ETFs
Asset Allocation
Performance
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
Returns
As of Jun 2, 2023, the Long run, young, ETFs returned 21.62% Year-To-Date and 16.46% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.18% | 9.94% | 3.67% | 1.06% | 9.08% | 9.99% |
| Long run, young, ETFs | 7.66% | 21.62% | 13.37% | 9.65% | 16.05% | 16.52% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 3.39% | 10.77% | 4.55% | 2.79% | 10.99% | 12.07% |
VDC Vanguard Consumer Staples ETF | -4.43% | -0.40% | -3.63% | 1.53% | 10.75% | 9.01% |
XLK Technology Select Sector SPDR Fund | 11.94% | 33.65% | 23.22% | 16.88% | 19.85% | 19.76% |
SCHD Schwab US Dividend Equity ETF | -0.87% | -6.74% | -10.01% | -7.81% | 10.63% | 11.05% |
QQQ Invesco QQQ | 10.94% | 32.40% | 20.80% | 12.83% | 16.16% | 18.15% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VDC | SCHD | QQQ | XLK | VOO | |
|---|---|---|---|---|---|
| VDC | 1.00 | 0.78 | 0.55 | 0.55 | 0.70 |
| SCHD | 0.78 | 1.00 | 0.70 | 0.72 | 0.88 |
| QQQ | 0.55 | 0.70 | 1.00 | 0.96 | 0.90 |
| XLK | 0.55 | 0.72 | 0.96 | 1.00 | 0.89 |
| VOO | 0.70 | 0.88 | 0.90 | 0.89 | 1.00 |
Dividend yield
Long run, young, ETFs granted a 1.68% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Long run, young, ETFs | 1.68% | 1.50% | 1.11% | 1.40% | 1.60% | 1.92% | 1.70% | 2.04% | 2.12% | 2.11% | 2.01% | 2.33% |
| Portfolio components: | ||||||||||||
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% |
VDC Vanguard Consumer Staples ETF | 2.83% | 2.38% | 2.20% | 2.64% | 2.65% | 3.09% | 2.87% | 2.80% | 3.06% | 2.37% | 2.77% | 3.78% |
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% |
SCHD Schwab US Dividend Equity ETF | 4.52% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
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% |
Expense Ratio
The Long run, young, ETFs features an expense ratio of 0.12%, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.19 | ||||
VDC Vanguard Consumer Staples ETF | 0.11 | ||||
XLK Technology Select Sector SPDR Fund | 0.69 | ||||
SCHD Schwab US Dividend Equity ETF | -0.44 | ||||
QQQ Invesco QQQ | 0.56 |
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 Long run, young, ETFs. 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 Long run, young, ETFs is 30.67%, recorded on Mar 23, 2020. It took 71 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -28.68% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -20.98% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -12.93% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
| -12.12% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
Volatility Chart
The current Long run, young, ETFs volatility is 4.66%, 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.