Easy 5
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Easy 5, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 1.35% | N/A |
| Easy 5 | -0.26% | 5.60% | 9.71% | 16.42% | 0.94% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -0.77% | 15.45% | 35.00% | 30.79% | 2.94% | N/A |
SCHD Schwab US Dividend Equity ETF | -1.48% | 2.48% | -3.10% | 8.53% | 1.81% | N/A |
VT Vanguard Total World Stock ETF | -0.73% | 6.92% | 10.64% | 18.85% | -1.28% | N/A |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.15% | -0.48% | 1.60% | 2.33% | -1.23% | N/A |
SCHY Schwab International Dividend Equity ETF | 1.47% | 3.42% | 5.86% | 20.11% | 0.07% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHO | QQQ | SCHY | SCHD | VT | |
|---|---|---|---|---|---|
| SCHO | 1.00 | 0.08 | 0.13 | 0.06 | 0.08 |
| QQQ | 0.08 | 1.00 | 0.61 | 0.67 | 0.89 |
| SCHY | 0.13 | 0.61 | 1.00 | 0.75 | 0.83 |
| SCHD | 0.06 | 0.67 | 0.75 | 1.00 | 0.84 |
| VT | 0.08 | 0.89 | 0.83 | 0.84 | 1.00 |
Dividend yield
Easy 5 granted a 2.66% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Easy 5 | 2.66% | 2.32% | 1.50% | 1.42% | 1.81% | 1.85% | 1.53% | 1.67% | 1.71% | 1.69% | 1.47% | 1.73% |
| Portfolio components: | ||||||||||||
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% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VT Vanguard Total World Stock ETF | 2.11% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.16% | 1.37% | 0.43% | 1.33% | 2.39% | 1.92% | 1.23% | 0.91% | 0.76% | 0.53% | 0.33% | 0.33% |
SCHY Schwab International Dividend Equity ETF | 3.73% | 3.72% | 1.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Easy 5 features an expense ratio of 0.10%, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.18 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
VT Vanguard Total World Stock ETF | 0.92 | ||||
SCHO Schwab Short-Term U.S. Treasury ETF | 0.74 | ||||
SCHY Schwab International Dividend Equity ETF | 1.11 |
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 Easy 5. 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 Easy 5 is 20.65%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.65% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -4.26% | Sep 7, 2021 | 20 | Oct 4, 2021 | 21 | Nov 2, 2021 | 41 |
| -3.44% | Nov 8, 2021 | 17 | Dec 1, 2021 | 16 | Dec 23, 2021 | 33 |
| -2.82% | May 10, 2021 | 3 | May 12, 2021 | 12 | May 28, 2021 | 15 |
| -2.16% | Jun 15, 2021 | 4 | Jun 18, 2021 | 10 | Jul 2, 2021 | 14 |
Volatility Chart
The current Easy 5 volatility is 2.69%, 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.