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Total Stock Market + QQQ

Last updated May 27, 2023

Asset Allocation


VTI 70%QQQ 30%EquityEquity

Performance

The chart shows the growth of an initial investment of $10,000 in Total Stock Market + QQQ, 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


200.00%300.00%400.00%500.00%600.00%December2023FebruaryMarchAprilMay
552.34%
234.88%
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Total Stock Market + QQQ returned 15.73% Year-To-Date and 13.32% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
Total Stock Market + QQQ3.10%15.73%11.31%5.51%11.99%13.50%
VTI
Vanguard Total Stock Market ETF
1.00%9.42%6.02%1.86%10.00%11.49%
QQQ
Invesco QQQ
8.01%31.04%23.72%13.58%16.28%18.00%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

QQQVTI
QQQ1.000.88
VTI0.881.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Total Stock Market + QQQ Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.47
0.27
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Dividend yield

Total Stock Market + QQQ granted a 1.56% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Total Stock Market + QQQ1.56%1.41%1.00%1.20%1.54%1.81%1.57%1.83%1.89%1.88%1.77%2.21%
VTI
Vanguard Total Stock Market ETF
1.91%1.67%1.24%1.47%1.87%2.19%1.87%2.14%2.25%2.04%2.06%2.57%
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%

Expense Ratio

The Total Stock Market + QQQ has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
0.30
QQQ
Invesco QQQ
0.75

Drawdowns Chart

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


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-12.34%
-12.32%
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Total Stock Market + QQQ. 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 Total Stock Market + QQQ is 54.26%, recorded on Mar 9, 2009. It took 491 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.26%Nov 1, 2007339Mar 9, 2009491Feb 16, 2011830
-43.57%Jun 8, 2001334Oct 9, 2002555Dec 22, 2004889
-32.79%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-28.33%Dec 28, 2021202Oct 14, 2022
-20.62%Aug 30, 201880Dec 24, 201875Apr 12, 2019155

Volatility Chart

The current Total Stock Market + QQQ volatility is 4.17%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%December2023FebruaryMarchAprilMay
4.17%
3.82%
Total Stock Market + QQQ
Benchmark (^GSPC)
Portfolio components