Safe and Sane
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Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in Safe and Sane, 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 21, 2023, the Safe and Sane returned 27.77% Year-To-Date and 16.86% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Safe and Sane | -0.62% | 13.47% | 27.77% | 28.20% | 15.65% | 16.90% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 15.58% | 17.63% |
SMH VanEck Vectors Semiconductor ETF | -3.95% | 11.04% | 41.55% | 46.41% | 25.53% | 25.39% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SMH | VOO | QQQ | |
|---|---|---|---|
| SMH | 1.00 | 0.76 | 0.82 |
| VOO | 0.76 | 1.00 | 0.89 |
| QQQ | 0.82 | 0.89 | 1.00 |
Dividend yield
Safe and Sane granted a 1.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Safe and Sane | 1.33% | 1.65% | 1.01% | 1.30% | 2.76% | 2.39% | 2.02% | 1.89% | 2.76% | 2.19% | 2.38% | 4.15% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
SMH VanEck Vectors Semiconductor ETF | 1.67% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
Expense Ratio
The Safe and Sane features an expense ratio of 0.15%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.14 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.29 | ||||
VOO Vanguard S&P 500 ETF | 0.85 |
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 Safe and Sane. 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 Safe and Sane is 32.66%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -31.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -20.96% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -18.52% | May 2, 2011 | 78 | Aug 19, 2011 | 103 | Jan 18, 2012 | 181 |
| -14.56% | May 28, 2015 | 63 | Aug 25, 2015 | 190 | May 26, 2016 | 253 |
Volatility Chart
The current Safe and Sane volatility is 4.53%, 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.