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MY ETF

Last updated Sep 23, 2023

Asset Allocation


QQQ 24%SOXX 23%XLV 13%IJR 12%XLU 10%INDA 8%IEFA 5%IEMG 5%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities24%
SOXX
iShares PHLX Semiconductor ETF
Technology Equities23%
XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities13%
IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities12%
XLU
Utilities Select Sector SPDR Fund
Utilities Equities10%
INDA
iShares MSCI India ETF
Asia Pacific Equities8%
IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities5%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
6.93%
7.69%
MY ETF
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

XLUINDAXLVSOXXIJRIEMGQQQIEFA
XLU1.000.270.410.190.300.260.300.34
INDA0.271.000.430.460.480.710.500.61
XLV0.410.431.000.520.590.500.670.63
SOXX0.190.460.521.000.670.620.820.65
IJR0.300.480.590.671.000.600.680.71
IEMG0.260.710.500.620.601.000.660.79
QQQ0.300.500.670.820.680.661.000.71
IEFA0.340.610.630.650.710.790.711.00

Sharpe Ratio

The current MY ETF Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.89

The Sharpe ratio of MY ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.10
1.01
MY ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

MY ETF granted a 1.45% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MY ETF1.45%1.42%1.76%1.23%1.72%1.80%1.58%1.74%1.88%1.95%1.78%1.86%
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.


0.69%
0.00%2.15%
0.46%
0.00%2.15%
0.20%
0.00%2.15%
0.14%
0.00%2.15%
0.13%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.07%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.75%
-9.57%
MY ETF
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202082Jul 20, 2020105
-28.52%Jan 4, 2022197Oct 14, 2022
-18.06%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-16.03%May 28, 2015180Feb 11, 2016102Jul 8, 2016282
-10.24%Jan 29, 20189Feb 8, 2018109Jul 17, 2018118

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.36%
3.28%
MY ETF
Benchmark (^GSPC)
Portfolio components