My portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in My 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 Oct 3, 2023, the My portfolio returned 13.15% Year-To-Date and 12.67% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.16% | 9.78% |
| My portfolio | -4.87% | 5.50% | 13.15% | 18.42% | 11.28% | 12.67% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -4.95% | 5.40% | 13.09% | 18.48% | 10.02% | 11.85% |
SCHD Schwab US Dividend Equity ETF | -5.17% | -1.90% | -4.61% | 6.62% | 9.45% | 11.10% |
SCHG Schwab U.S. Large-Cap Growth ETF | -4.50% | 13.02% | 32.52% | 29.07% | 13.48% | 14.57% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.75% | 0.72% | 0.96% | 6.22% | 3.67% | -1.36% | -4.74% |
Dividend yield
My portfolio granted a 1.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio | 1.93% | 1.92% | 1.56% | 1.87% | 2.08% | 2.38% | 2.07% | 2.40% | 2.51% | 2.27% | 2.24% | 2.72% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
SCHD Schwab US Dividend Equity ETF | 3.73% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.47% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
Expense Ratio
The My portfolio has an expense ratio of 0.04% 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.
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 | 1.17 | ||||
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
SCHG Schwab U.S. Large-Cap Growth ETF | 1.37 |
Asset Correlations Table
| SCHD | SCHG | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.74 | 0.88 |
| SCHG | 0.74 | 1.00 | 0.95 |
| VOO | 0.88 | 0.95 | 1.00 |
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 My 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 My portfolio is 33.04%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -24.44% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -19.19% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.29% | May 22, 2015 | 183 | Feb 11, 2016 | 42 | Apr 13, 2016 | 225 |
| -10.14% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility Chart
The current My portfolio volatility is 3.17%, 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.