VOOQQQVIGNFTYSOXX
VOOQQQVIGNFTYSOXX
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in VOOQQQVIGNFTYSOXX, 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 VOOQQQVIGNFTYSOXX returned 20.08% Year-To-Date and 14.29% 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% |
| VOOQQQVIGNFTYSOXX | -0.88% | 11.49% | 20.08% | 24.45% | 13.55% | 14.32% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | -0.95% | 6.48% | 5.17% | 15.51% | 9.28% | 10.65% |
QQQ Invesco QQQ | -0.77% | 15.45% | 35.00% | 30.79% | 15.08% | 17.45% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 1.94% | 16.75% | 11.04% | 13.18% | 8.95% | 6.69% |
VOO Vanguard S&P 500 ETF | -1.14% | 9.62% | 13.90% | 18.91% | 10.04% | 11.91% |
SOXX iShares PHLX Semiconductor ETF | -3.63% | 8.67% | 34.45% | 41.34% | 21.18% | 22.85% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NFTY | SOXX | VIG | QQQ | VOO | |
|---|---|---|---|---|---|
| NFTY | 1.00 | 0.27 | 0.32 | 0.30 | 0.34 |
| SOXX | 0.27 | 1.00 | 0.69 | 0.82 | 0.77 |
| VIG | 0.32 | 0.69 | 1.00 | 0.78 | 0.94 |
| QQQ | 0.30 | 0.82 | 0.78 | 1.00 | 0.90 |
| VOO | 0.34 | 0.77 | 0.94 | 0.90 | 1.00 |
Dividend yield
VOOQQQVIGNFTYSOXX granted a 1.40% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOOQQQVIGNFTYSOXX | 1.40% | 2.33% | 1.11% | 1.07% | 1.38% | 1.37% | 2.07% | 2.14% | 2.55% | 1.67% | 1.79% | 2.26% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.51% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 2.32% | 5.90% | 1.62% | 0.65% | 1.05% | 0.00% | 4.50% | 3.75% | 5.18% | 0.64% | 2.12% | 2.95% |
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
SOXX iShares PHLX Semiconductor ETF | 0.98% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
Expense Ratio
The VOOQQQVIGNFTYSOXX has a high expense ratio of 0.31%, 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 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 0.87 | ||||
QQQ Invesco QQQ | 1.18 | ||||
NFTY First Trust India NIFTY 50 Equal Weight ETF | 0.59 | ||||
VOO Vanguard S&P 500 ETF | 0.92 | ||||
SOXX iShares PHLX Semiconductor ETF | 1.04 |
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 VOOQQQVIGNFTYSOXX. 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 VOOQQQVIGNFTYSOXX is 32.94%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.94% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.38% | Jan 4, 2022 | 197 | Oct 14, 2022 | 188 | Jul 18, 2023 | 385 |
| -18.49% | May 28, 2015 | 180 | Feb 11, 2016 | 114 | Jul 26, 2016 | 294 |
| -17.42% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -11.94% | Apr 3, 2012 | 42 | Jun 1, 2012 | 146 | Jan 2, 2013 | 188 |
Volatility Chart
The current VOOQQQVIGNFTYSOXX volatility is 3.61%, 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.