buy-and-hold-etfs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VGT Vanguard Information Technology ETF | Technology Equities | 33.33% |
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in buy-and-hold-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 Sep 23, 2023, the buy-and-hold-etfs returned 5.30% Year-To-Date and 13.13% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| buy-and-hold-etfs | -3.47% | 0.39% | 5.30% | 6.72% | 14.42% | 13.03% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -1.83% | 9.35% | 13.80% | 18.82% | 10.09% | 11.86% |
VGT Vanguard Information Technology ETF | -2.79% | 12.51% | 30.46% | 31.14% | 16.80% | 19.15% |
ICLN iShares Global Clean Energy ETF | -5.92% | -19.15% | -23.47% | -23.99% | 13.25% | 6.16% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICLN | VGT | SPY | |
|---|---|---|---|
| ICLN | 1.00 | 0.62 | 0.66 |
| VGT | 0.62 | 1.00 | 0.89 |
| SPY | 0.66 | 0.89 | 1.00 |
Dividend yield
buy-and-hold-etfs granted a 1.11% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| buy-and-hold-etfs | 1.11% | 1.16% | 1.03% | 0.93% | 1.47% | 2.15% | 1.90% | 2.65% | 2.15% | 2.24% | 1.96% | 2.91% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
VGT Vanguard Information Technology ETF | 0.74% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
ICLN iShares Global Clean Energy ETF | 1.07% | 0.90% | 1.20% | 0.35% | 1.40% | 2.91% | 2.68% | 4.29% | 2.70% | 3.31% | 2.53% | 4.72% |
Expense Ratio
The buy-and-hold-etfs has a high expense ratio of 0.22%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.91 | ||||
VGT Vanguard Information Technology ETF | 1.11 | ||||
ICLN iShares Global Clean Energy ETF | -1.15 |
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 buy-and-hold-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 buy-and-hold-etfs is 57.68%, recorded on Mar 9, 2009. It took 1338 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.68% | Jun 26, 2008 | 176 | Mar 9, 2009 | 1338 | Jul 1, 2014 | 1514 |
| -35.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -27.94% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -22.32% | May 19, 2015 | 186 | Feb 11, 2016 | 254 | Feb 14, 2017 | 440 |
| -16.34% | Aug 30, 2018 | 80 | Dec 24, 2018 | 35 | Feb 14, 2019 | 115 |
Volatility Chart
The current buy-and-hold-etfs volatility is 4.21%, 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.