MY ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in MY ETF, 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 MY ETF returned 16.08% Year-To-Date and 14.27% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.36% | 9.89% |
| MY ETF | -1.66% | 8.33% | 16.42% | 20.85% | 12.52% | 14.37% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -1.07% | 16.80% | 35.64% | 31.41% | 15.14% | 17.43% |
SOXX iShares PHLX Semiconductor ETF | -3.69% | 10.37% | 34.96% | 41.86% | 21.92% | 23.00% |
XLU Utilities Select Sector SPDR Fund | 0.13% | -2.34% | -8.22% | -9.09% | 7.60% | 8.96% |
XLV Health Care Select Sector SPDR Fund | -1.51% | 3.22% | -2.50% | 8.37% | 8.64% | 11.75% |
INDA iShares MSCI India ETF | 1.99% | 15.69% | 7.13% | 7.54% | 7.99% | 8.54% |
IJR iShares Core S&P Small-Cap ETF | -3.67% | 0.87% | 0.81% | 8.39% | 3.22% | 8.14% |
IEFA iShares Core MSCI EAFE ETF | -0.99% | 2.02% | 7.50% | 24.49% | 3.02% | 4.04% |
IEMG iShares Core MSCI Emerging Markets ETF | -1.40% | 1.90% | 3.88% | 10.86% | 1.21% | 2.29% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XLU | INDA | XLV | SOXX | IJR | IEMG | QQQ | IEFA | |
|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.27 | 0.41 | 0.19 | 0.30 | 0.26 | 0.30 | 0.34 |
| INDA | 0.27 | 1.00 | 0.43 | 0.46 | 0.48 | 0.71 | 0.50 | 0.61 |
| XLV | 0.41 | 0.43 | 1.00 | 0.52 | 0.59 | 0.50 | 0.67 | 0.63 |
| SOXX | 0.19 | 0.46 | 0.52 | 1.00 | 0.67 | 0.62 | 0.82 | 0.65 |
| IJR | 0.30 | 0.48 | 0.59 | 0.67 | 1.00 | 0.60 | 0.68 | 0.71 |
| IEMG | 0.26 | 0.71 | 0.50 | 0.62 | 0.60 | 1.00 | 0.66 | 0.79 |
| QQQ | 0.30 | 0.50 | 0.67 | 0.82 | 0.68 | 0.66 | 1.00 | 0.71 |
| IEFA | 0.34 | 0.61 | 0.63 | 0.65 | 0.71 | 0.79 | 0.71 | 1.00 |
Dividend yield
MY ETF granted a 1.45% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MY ETF | 1.45% | 1.42% | 1.76% | 1.23% | 1.72% | 1.80% | 1.58% | 1.74% | 1.88% | 1.95% | 1.78% | 1.86% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.60% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
SOXX iShares PHLX Semiconductor ETF | 1.34% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.73% | 1.33% | 1.41% |
XLU Utilities Select Sector SPDR Fund | 3.35% | 2.99% | 2.95% | 3.42% | 3.33% | 3.86% | 4.00% | 4.24% | 4.72% | 4.25% | 5.32% | 5.94% |
XLV Health Care Select Sector SPDR Fund | 1.63% | 1.48% | 1.37% | 1.55% | 2.29% | 1.70% | 1.61% | 1.78% | 1.62% | 1.54% | 1.77% | 2.38% |
INDA iShares MSCI India ETF | 0.18% | 0.00% | 6.45% | 0.29% | 1.06% | 1.02% | 1.19% | 1.00% | 1.33% | 0.71% | 0.69% | 0.47% |
IJR iShares Core S&P Small-Cap ETF | 1.63% | 1.42% | 1.56% | 1.16% | 1.52% | 1.69% | 1.30% | 1.33% | 1.65% | 1.39% | 1.15% | 1.91% |
IEFA iShares Core MSCI EAFE ETF | 2.49% | 2.76% | 3.47% | 2.05% | 3.52% | 3.95% | 3.02% | 3.59% | 3.28% | 3.96% | 2.84% | 0.45% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.38% | 2.73% | 3.17% | 1.99% | 3.42% | 3.09% | 2.69% | 2.68% | 3.04% | 2.84% | 2.22% | 0.30% |
Expense Ratio
The MY ETF has a high expense ratio of 0.26%, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.28 | ||||
SOXX iShares PHLX Semiconductor ETF | 1.23 | ||||
XLU Utilities Select Sector SPDR Fund | -0.53 | ||||
XLV Health Care Select Sector SPDR Fund | 0.58 | ||||
INDA iShares MSCI India ETF | 0.40 | ||||
IJR iShares Core S&P Small-Cap ETF | 0.28 | ||||
IEFA iShares Core MSCI EAFE ETF | 1.18 | ||||
IEMG iShares Core MSCI Emerging Markets ETF | 0.45 |
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 ETF. 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 ETF is 32.62%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -28.52% | Jan 4, 2022 | 197 | Oct 14, 2022 | — | — | — |
| -18.06% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -16.03% | May 28, 2015 | 180 | Feb 11, 2016 | 102 | Jul 8, 2016 | 282 |
| -10.24% | Jan 29, 2018 | 9 | Feb 8, 2018 | 109 | Jul 17, 2018 | 118 |
Volatility Chart
The current MY ETF volatility is 3.36%, 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.