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buy-and-hold-etfs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPY 33.33%VGT 33.33%ICLN 33.33%EquityEquity

Performance

Performance Chart

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 Every 3 months.


200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
233.52%
328.14%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 25, 2008, corresponding to the inception date of ICLN

Returns By Period

As of May 10, 2025, the buy-and-hold-etfs returned -1.46% Year-To-Date and 11.69% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%3.72%-5.60%8.55%14.11%10.45%
buy-and-hold-etfs-1.46%6.54%-4.16%4.17%13.71%11.69%
SPY
SPDR S&P 500 ETF
-3.42%2.87%-5.06%9.87%15.76%12.35%
VGT
Vanguard Information Technology ETF
-8.02%7.01%-8.30%11.53%18.78%19.37%
ICLN
iShares Global Clean Energy ETF
7.03%9.83%-0.65%-11.26%2.99%1.49%
*Annualized

Monthly Returns

The table below presents the monthly returns of buy-and-hold-etfs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.59%-2.15%-3.98%1.16%3.08%-1.46%
2024-2.54%3.73%1.84%-5.01%8.74%0.11%1.94%1.46%2.42%-4.13%2.77%-2.88%7.90%
20236.82%-3.08%5.62%-1.37%2.38%4.76%1.82%-5.22%-6.68%-4.96%10.60%6.50%16.60%
2022-8.18%0.90%3.63%-11.03%1.37%-7.03%13.23%-3.34%-11.78%4.80%7.55%-6.58%-18.16%
20211.26%-3.20%0.09%1.97%-0.64%4.15%0.89%3.08%-5.82%10.66%-1.73%-0.76%9.45%
20202.31%-3.82%-15.73%13.19%7.82%4.81%8.94%12.56%0.08%-0.30%14.78%10.58%64.70%
201910.29%4.22%2.16%4.85%-5.67%7.68%1.96%-0.87%1.18%1.26%4.17%4.75%41.32%
20185.28%-1.90%-1.51%1.31%2.66%-2.87%3.56%2.56%-0.17%-7.03%3.80%-7.98%-3.24%
20173.60%4.41%0.60%0.79%2.77%-0.60%3.90%1.51%0.36%4.46%-0.01%2.22%26.62%
2016-7.49%-1.42%8.83%-1.93%0.57%0.13%4.96%1.16%0.74%-1.83%-1.60%1.14%2.43%
2015-1.13%7.88%1.70%2.54%0.31%-4.40%-0.37%-7.27%-2.58%9.04%-0.76%0.16%4.06%
2014-2.24%5.80%0.31%-1.55%3.29%4.13%-2.16%4.48%-3.43%0.14%1.97%-1.63%8.93%

Expense Ratio

buy-and-hold-etfs has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of buy-and-hold-etfs is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of buy-and-hold-etfs is 1313
Overall Rank
The Sharpe Ratio Rank of buy-and-hold-etfs is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of buy-and-hold-etfs is 1212
Sortino Ratio Rank
The Omega Ratio Rank of buy-and-hold-etfs is 1212
Omega Ratio Rank
The Calmar Ratio Rank of buy-and-hold-etfs is 1515
Calmar Ratio Rank
The Martin Ratio Rank of buy-and-hold-etfs is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
0.500.881.130.562.17
VGT
Vanguard Information Technology ETF
0.390.731.100.431.39
ICLN
iShares Global Clean Energy ETF
-0.49-0.540.93-0.16-0.70

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

buy-and-hold-etfs Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.21
  • 5-Year: 0.64
  • 10-Year: 0.56
  • All Time: 0.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of buy-and-hold-etfs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.21
0.44
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

buy-and-hold-etfs provided a 1.18% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.18%1.22%1.21%1.15%1.01%0.90%1.41%2.04%1.76%2.41%1.90%1.94%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
ICLN
iShares Global Clean Energy ETF
1.72%1.85%1.59%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.83%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.77%
-7.88%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the buy-and-hold-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 buy-and-hold-etfs was 57.68%, occurring on Mar 9, 2009. Recovery took 1338 trading sessions.

The current buy-and-hold-etfs drawdown is 5.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.68%Jun 26, 2008176Mar 9, 20091338Jul 1, 20141514
-35.73%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-27.94%Nov 22, 2021226Oct 14, 2022416Jun 12, 2024642
-22.32%May 19, 2015186Feb 11, 2016254Feb 14, 2017440
-19.3%Sep 27, 2024132Apr 8, 2025

Volatility

Volatility Chart

The current buy-and-hold-etfs volatility is 6.78%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.78%
6.82%
buy-and-hold-etfs
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCICLNVGTSPYPortfolio
^GSPC1.000.640.891.000.90
ICLN0.641.000.600.640.87
VGT0.890.601.000.890.89
SPY1.000.640.891.000.90
Portfolio0.900.870.890.901.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2008