Q3Q4 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
VDE Vanguard Energy ETF | Energy Equities | 25% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 25% |
SOXQ Invesco PHLX Semiconductor ETF | Technology Equities | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in Q3Q4 2023, 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 | -5.04% | 4.35% | 11.68% | 19.59% | 0.42% | N/A |
| Q3Q4 2023 | -4.07% | 9.61% | 22.48% | 36.05% | 13.90% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -4.95% | 5.23% | 13.10% | 21.62% | 2.00% | N/A |
VDE Vanguard Energy ETF | 0.30% | 12.69% | 7.13% | 29.38% | 29.18% | N/A |
XLG Invesco S&P 500® Top 50 ETF | -4.99% | 12.69% | 31.12% | 39.21% | 15.57% | N/A |
SOXQ Invesco PHLX Semiconductor ETF | -6.73% | 6.79% | 36.94% | 50.37% | 4.27% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.87% | -0.23% | 2.34% | 7.27% | 5.01% | -1.35% |
Dividend yield
Q3Q4 2023 granted a 3.67% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Q3Q4 2023 | 3.67% | 5.28% | 4.43% | 5.94% | 7.79% | 10.99% | 11.98% | 15.22% | 19.72% | 22.37% | 27.36% | 37.84% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
VDE Vanguard Energy ETF | 3.33% | 3.74% | 4.42% | 5.31% | 4.21% | 4.08% | 3.63% | 2.97% | 4.20% | 2.70% | 2.41% | 2.76% |
XLG Invesco S&P 500® Top 50 ETF | 8.74% | 14.29% | 11.30% | 16.85% | 24.96% | 37.67% | 42.31% | 55.65% | 72.25% | 84.59% | 104.81% | 145.93% |
SOXQ Invesco PHLX Semiconductor ETF | 1.03% | 1.37% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Q3Q4 2023 has an expense ratio of 0.08% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.01 | ||||
VDE Vanguard Energy ETF | 1.08 | ||||
XLG Invesco S&P 500® Top 50 ETF | 1.73 | ||||
SOXQ Invesco PHLX Semiconductor ETF | 1.26 |
Asset Correlations Table
| VDE | SOXQ | XLG | VOO | |
|---|---|---|---|---|
| VDE | 1.00 | 0.31 | 0.34 | 0.44 |
| SOXQ | 0.31 | 1.00 | 0.80 | 0.81 |
| XLG | 0.34 | 0.80 | 1.00 | 0.95 |
| VOO | 0.44 | 0.81 | 0.95 | 1.00 |
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 Q3Q4 2023. 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 Q3Q4 2023 is 20.47%, recorded on Sep 30, 2022. It took 163 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.47% | Mar 30, 2022 | 128 | Sep 30, 2022 | 163 | May 25, 2023 | 291 |
| -7.62% | Jan 13, 2022 | 28 | Feb 23, 2022 | 18 | Mar 21, 2022 | 46 |
| -5.75% | Aug 1, 2023 | 40 | Sep 26, 2023 | — | — | — |
| -5.46% | Jul 6, 2021 | 10 | Jul 19, 2021 | 29 | Aug 27, 2021 | 39 |
| -4.11% | Dec 9, 2021 | 8 | Dec 20, 2021 | 4 | Dec 27, 2021 | 12 |
Volatility Chart
The current Q3Q4 2023 volatility is 3.76%, 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.