Long run, young, ETFs
Asset Allocation
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 27, 2024, the Long run, young, ETFs returned 15.76% Year-To-Date and 16.86% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Long run, young, ETFs | 15.76% | 2.45% | 9.29% | 27.99% | 20.12% | 16.86% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
VDC Vanguard Consumer Staples ETF | 15.43% | 4.58% | 11.30% | 16.57% | 9.86% | 9.24% |
XLK Technology Select Sector SPDR Fund | 15.29% | 2.25% | 7.89% | 31.03% | 23.98% | 20.19% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.84% | 4.41% | 1.97% | -4.76% | 5.54% | 5.29% | -0.52% | 15.76% | |||||
| 2023 | 7.61% | -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% |
| 2020 | 2.06% | -7.44% | -9.16% | 13.42% | 5.91% | 4.58% | 6.13% | 9.55% | -4.61% | -3.21% | 11.38% | 4.54% | 34.74% |
| 2019 | 7.39% | 4.70% | 3.59% | 5.14% | -7.84% | 7.87% | 2.57% | -1.45% | 1.82% | 3.16% | 4.22% | 3.64% | 39.63% |
| 2018 | 6.61% | -2.23% | -3.31% | -0.15% | 4.73% | 0.60% | 2.92% | 4.94% | 0.22% | -7.18% | 0.06% | -8.51% | -2.49% |
| 2017 | 2.96% | 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% |
| 2013 | 3.33% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Long run, young, ETFs is 51, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
VDC Vanguard Consumer Staples ETF | 1.70 | 2.43 | 1.29 | 1.41 | 6.16 |
XLK Technology Select Sector SPDR Fund | 1.63 | 2.18 | 1.29 | 1.97 | 7.35 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
Dividends
Dividend yield
Long run, young, ETFs granted a 1.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Long run, young, ETFs | 1.25% | 1.33% | 1.50% | 1.08% | 1.34% | 1.50% | 1.78% | 1.54% | 1.82% | 1.85% | 1.82% | 1.69% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 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 | 2.40% | 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 | 0.69% | 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 | 3.39% | 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 | 0.61% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 2.81%.
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 | 190 | Jul 18, 2023 | 390 |
| -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
Volatility Chart
The current Long run, young, ETFs volatility is 7.49%, 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
| VDC | SCHD | XLK | QQQ | VOO | |
|---|---|---|---|---|---|
| VDC | 1.00 | 0.77 | 0.52 | 0.53 | 0.68 |
| SCHD | 0.77 | 1.00 | 0.69 | 0.68 | 0.86 |
| XLK | 0.52 | 0.69 | 1.00 | 0.96 | 0.89 |
| QQQ | 0.53 | 0.68 | 0.96 | 1.00 | 0.90 |
| VOO | 0.68 | 0.86 | 0.89 | 0.90 | 1.00 |