Steel2
Roth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
USNQX USAA Nasdaq 100 Index Fund | Large Cap Growth Equities | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in Steel2, 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 Steel2 returned 21.79% Year-To-Date and 13.82% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| Steel2 | -1.01% | 11.82% | 21.79% | 23.41% | 11.81% | 13.85% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.24% | 9.30% | 13.03% | 17.85% | 9.17% | 11.25% |
SWPPX Schwab S&P 500 Index Fund | -1.15% | 9.64% | 13.85% | 18.91% | 10.02% | 11.88% |
USNQX USAA Nasdaq 100 Index Fund | -0.74% | 15.36% | 34.79% | 30.45% | 14.80% | 17.10% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| USNQX | VTI | SWPPX | |
|---|---|---|---|
| USNQX | 1.00 | 0.88 | 0.88 |
| VTI | 0.88 | 1.00 | 0.98 |
| SWPPX | 0.88 | 0.98 | 1.00 |
Dividend yield
Steel2 granted a 2.14% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Steel2 | 2.14% | 2.66% | 2.62% | 1.67% | 1.56% | 1.82% | 2.03% | 1.73% | 3.02% | 1.35% | 1.36% | 2.03% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
SWPPX Schwab S&P 500 Index Fund | 1.47% | 1.67% | 1.29% | 1.87% | 2.04% | 2.85% | 1.96% | 2.85% | 3.63% | 2.12% | 2.01% | 2.71% |
USNQX USAA Nasdaq 100 Index Fund | 3.07% | 4.13% | 4.66% | 1.66% | 0.97% | 0.76% | 2.21% | 0.57% | 3.14% | 0.25% | 0.33% | 1.11% |
Expense Ratio
The Steel2 features an expense ratio of 0.18%, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
SWPPX Schwab S&P 500 Index Fund | 0.90 | ||||
USNQX USAA Nasdaq 100 Index Fund | 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 Steel2. 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 Steel2 is 54.06%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.06% | Nov 1, 2007 | 339 | Mar 9, 2009 | 538 | Apr 26, 2011 | 877 |
| -46.31% | Jun 8, 2001 | 334 | Oct 9, 2002 | 786 | Nov 21, 2005 | 1120 |
| -31.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -29.11% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.76% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
Volatility Chart
The current Steel2 volatility is 3.87%, 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.