Basket
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Basket, 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
The earliest data available for this chart is Nov 10, 2017, corresponding to the inception date of OMFL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| Basket | 17.63% | -0.21% | 6.07% | 18.07% | 14.78% | N/A |
| Portfolio components: | ||||||
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 8.16% | 0.64% | 4.64% | 8.27% | 11.98% | N/A |
QQQ Invesco QQQ | 27.20% | 2.71% | 8.34% | 27.62% | 20.40% | 18.36% |
SCHD Schwab US Dividend Equity ETF | 11.54% | -4.95% | 7.86% | 11.95% | 11.00% | 10.86% |
VIG Vanguard Dividend Appreciation ETF | 17.35% | -1.84% | 7.77% | 17.96% | 11.67% | 11.31% |
VOO Vanguard S&P 500 ETF | 26.02% | -0.11% | 9.35% | 26.45% | 14.79% | 13.08% |
VXUS Vanguard Total International Stock ETF | 4.99% | -1.34% | 0.14% | 6.27% | 4.38% | 4.99% |
XLK Technology Select Sector SPDR Fund | 23.23% | 1.06% | 3.67% | 23.50% | 22.06% | 20.32% |
Monthly Returns
The table below presents the monthly returns of Basket, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.44% | 4.20% | 3.28% | -4.72% | 4.86% | 2.51% | -0.08% | 2.25% | 2.04% | -1.38% | 4.90% | 17.63% | |
| 2023 | 7.60% | -2.04% | 4.65% | 1.26% | 1.01% | 5.96% | 3.26% | -2.20% | -5.14% | -2.36% | 9.66% | 5.26% | 29.09% |
| 2022 | -5.60% | -3.56% | 3.32% | -7.90% | 0.65% | -8.60% | 8.38% | -4.32% | -9.27% | 8.00% | 6.63% | -5.48% | -18.38% |
| 2021 | -0.25% | 2.65% | 4.09% | 4.60% | 0.79% | 2.36% | 1.84% | 2.88% | -4.65% | 6.40% | -0.27% | 4.65% | 27.59% |
| 2020 | -0.34% | -7.75% | -10.77% | 12.57% | 5.57% | 1.71% | 4.97% | 7.66% | -3.68% | -1.91% | 13.20% | 4.73% | 25.51% |
| 2019 | 7.27% | 4.29% | 2.62% | 4.20% | -6.67% | 7.17% | 1.72% | -1.35% | 2.51% | 2.27% | 3.70% | 3.42% | 34.99% |
| 2018 | 5.64% | -3.07% | -2.39% | 0.03% | 3.05% | 0.41% | 3.31% | 3.42% | 0.75% | -6.82% | 1.17% | -8.46% | -3.92% |
| 2017 | 2.13% | 1.43% | 3.60% |
Expense Ratio
Basket has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Basket is 28, 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 | |
|---|---|---|---|---|---|
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.70 | 1.02 | 1.13 | 0.75 | 2.20 |
QQQ Invesco QQQ | 1.64 | 2.19 | 1.30 | 2.16 | 7.79 |
SCHD Schwab US Dividend Equity ETF | 1.20 | 1.76 | 1.21 | 1.69 | 5.86 |
VIG Vanguard Dividend Appreciation ETF | 1.88 | 2.64 | 1.34 | 3.78 | 11.75 |
VOO Vanguard S&P 500 ETF | 2.25 | 2.98 | 1.42 | 3.31 | 14.77 |
VXUS Vanguard Total International Stock ETF | 0.64 | 0.96 | 1.12 | 0.87 | 2.67 |
XLK Technology Select Sector SPDR Fund | 1.13 | 1.58 | 1.21 | 1.48 | 5.07 |
Dividends
Dividend yield
Basket provided a 1.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.36% | 1.64% | 1.78% | 1.35% | 1.54% | 1.76% | 1.93% | 1.50% | 1.65% | 1.69% | 1.66% | 1.51% |
| Portfolio components: | ||||||||||||
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.07% | 1.37% | 1.55% | 0.95% | 1.48% | 1.53% | 1.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.43% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SCHD Schwab US Dividend Equity ETF | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VIG Vanguard Dividend Appreciation ETF | 1.27% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VOO Vanguard S&P 500 ETF | 0.91% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VXUS Vanguard Total International Stock ETF | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
XLK Technology Select Sector SPDR Fund | 0.48% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Basket. 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 Basket was 32.10%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Basket drawdown is 3.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -25.67% | Dec 30, 2021 | 198 | Oct 12, 2022 | 198 | Jul 28, 2023 | 396 |
| -19.18% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -10.91% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.72% | Jan 29, 2018 | 9 | Feb 8, 2018 | 114 | Jul 24, 2018 | 123 |
Volatility
Volatility Chart
The current Basket volatility is 3.90%, 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.
Diversification
Asset Correlations Table
| VXUS | SCHD | OMFL | XLK | QQQ | VIG | VOO | |
|---|---|---|---|---|---|---|---|
| VXUS | 1.00 | 0.72 | 0.73 | 0.70 | 0.72 | 0.76 | 0.80 |
| SCHD | 0.72 | 1.00 | 0.82 | 0.62 | 0.61 | 0.89 | 0.82 |
| OMFL | 0.73 | 0.82 | 1.00 | 0.68 | 0.69 | 0.83 | 0.83 |
| XLK | 0.70 | 0.62 | 0.68 | 1.00 | 0.97 | 0.77 | 0.90 |
| QQQ | 0.72 | 0.61 | 0.69 | 0.97 | 1.00 | 0.76 | 0.91 |
| VIG | 0.76 | 0.89 | 0.83 | 0.77 | 0.76 | 1.00 | 0.93 |
| VOO | 0.80 | 0.82 | 0.83 | 0.90 | 0.91 | 0.93 | 1.00 |