Steel2
Roth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SWPPX Schwab S&P 500 Index Fund | Large Cap Blend Equities | 30% |
USNQX USAA Nasdaq 100 Index Fund | Large Cap Growth Equities | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI
Returns By Period
As of May 11, 2025, the Steel2 returned -3.87% Year-To-Date and 13.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Steel2 | -3.87% | 8.40% | -5.76% | 9.37% | 15.15% | 13.30% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
SWPPX Schwab S&P 500 Index Fund | -3.30% | 7.57% | -4.95% | 9.84% | 15.86% | 12.18% |
USNQX USAA Nasdaq 100 Index Fund | -4.45% | 9.34% | -6.47% | 8.99% | 14.17% | 15.02% |
Monthly Returns
The table below presents the monthly returns of Steel2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.63% | -2.04% | -6.51% | 0.18% | 2.09% | -3.87% | |||||||
| 2024 | 1.58% | 5.35% | 2.42% | -4.32% | 5.45% | 4.51% | 0.28% | 1.84% | 2.25% | -0.84% | 5.88% | -2.14% | 23.99% |
| 2023 | 8.21% | -1.61% | 5.80% | 0.98% | 3.33% | 6.60% | 3.58% | -1.67% | -4.90% | -2.25% | 9.87% | 4.31% | 35.95% |
| 2022 | -6.78% | -3.45% | 3.78% | -10.71% | -0.63% | -8.54% | 10.59% | -4.40% | -9.77% | 6.44% | 5.46% | -8.30% | -25.57% |
| 2021 | -0.29% | 1.74% | 3.00% | 5.47% | -0.14% | 3.98% | 2.35% | 3.46% | -5.02% | 7.27% | 0.10% | 1.17% | 25.02% |
| 2020 | 1.15% | -7.16% | -10.85% | 13.85% | 5.57% | 3.85% | 6.37% | 8.75% | -4.51% | -2.66% | 11.25% | 4.10% | 30.13% |
| 2019 | 8.60% | 3.19% | 2.60% | 4.59% | -7.15% | 7.29% | 1.79% | -1.86% | 1.40% | 3.01% | 3.86% | 3.20% | 33.98% |
| 2018 | 6.74% | -2.71% | -2.98% | 0.40% | 3.79% | 0.82% | 3.20% | 4.37% | 0.10% | -7.73% | 1.17% | -9.16% | -3.22% |
| 2017 | 3.21% | 4.04% | 0.85% | 1.72% | 2.27% | -0.55% | 2.85% | 0.94% | 1.26% | 3.16% | 2.63% | 0.25% | 24.99% |
| 2016 | -5.95% | -0.70% | 6.85% | -0.95% | 2.80% | -0.77% | 5.13% | 0.53% | 0.96% | -1.84% | 2.62% | 1.45% | 9.94% |
| 2015 | -2.58% | 6.32% | -1.77% | 1.20% | 1.68% | -2.07% | 2.89% | -6.35% | -2.49% | 9.39% | 0.47% | -2.83% | 2.90% |
| 2014 | -2.76% | 4.88% | -0.63% | 0.00% | 3.16% | 2.59% | -0.55% | 4.44% | -1.35% | 2.61% | 3.34% | -1.04% | 15.33% |
Expense Ratio
Steel2 has an expense ratio of 0.18%, 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 Steel2 is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
SWPPX Schwab S&P 500 Index Fund | 0.52 | 0.89 | 1.13 | 0.57 | 2.19 |
USNQX USAA Nasdaq 100 Index Fund | 0.37 | 0.70 | 1.10 | 0.41 | 1.35 |
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Dividends
Dividend yield
Steel2 provided a 0.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.95% | 0.91% | 1.09% | 1.11% | 0.81% | 1.12% | 1.28% | 1.53% | 1.22% | 1.37% | 1.48% | 1.15% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
SWPPX Schwab S&P 500 Index Fund | 1.27% | 1.23% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% |
USNQX USAA Nasdaq 100 Index Fund | 0.42% | 0.40% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Steel2. 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 Steel2 was 54.06%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current Steel2 drawdown is 8.44%.
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 |
| -29.68% | Nov 22, 2021 | 226 | Oct 14, 2022 | 316 | Jan 19, 2024 | 542 |
| -20.89% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.94, 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
| ^GSPC | USNQX | VTI | SWPPX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.99 | 1.00 | 0.97 |
| USNQX | 0.89 | 1.00 | 0.88 | 0.89 | 0.97 |
| VTI | 0.99 | 0.88 | 1.00 | 0.98 | 0.97 |
| SWPPX | 1.00 | 0.89 | 0.98 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.97 | 0.97 | 0.97 | 1.00 |