Q3Q4 2023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SOXQ Invesco PHLX Semiconductor ETF | Technology Equities | 25% |
VDE Vanguard Energy ETF | Energy Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is Jun 11, 2021, corresponding to the inception date of SOXQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Q3Q4 2023 | 18.65% | -0.85% | 5.27% | 30.93% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 1.40% | 9.72% | 33.92% | 15.63% | 13.11% |
VDE Vanguard Energy ETF | 7.45% | -1.74% | -2.95% | 1.82% | 13.31% | 2.86% |
XLG Invesco S&P 500® Top 50 ETF | 25.50% | 0.96% | 11.70% | 38.75% | 17.44% | 13.05% |
SOXQ Invesco PHLX Semiconductor ETF | 20.53% | -4.22% | 2.40% | 49.87% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Q3Q4 2023, 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 | 1.49% | 6.45% | 4.85% | -3.34% | 5.28% | 3.81% | -0.32% | 0.18% | 18.65% | ||||
| 2023 | 7.96% | -2.23% | 4.96% | -0.23% | 2.34% | 6.50% | 5.01% | -1.35% | -3.21% | -3.79% | 8.35% | 5.19% | 32.46% |
| 2022 | -1.33% | 0.21% | 5.23% | -9.02% | 5.35% | -12.82% | 11.37% | -4.09% | -10.41% | 10.36% | 7.20% | -6.88% | -8.33% |
| 2021 | 1.64% | -0.83% | 1.85% | -1.45% | 7.75% | 1.23% | 3.52% | 14.24% |
Expense Ratio
Q3Q4 2023 has an expense ratio of 0.08%, 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 Q3Q4 2023 is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
VDE Vanguard Energy ETF | 0.03 | 0.17 | 1.02 | 0.04 | 0.08 |
XLG Invesco S&P 500® Top 50 ETF | 2.42 | 3.19 | 1.43 | 3.08 | 12.90 |
SOXQ Invesco PHLX Semiconductor ETF | 1.41 | 1.93 | 1.25 | 1.92 | 5.84 |
Dividends
Dividend yield
Q3Q4 2023 granted a 1.36% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Q3Q4 2023 | 1.36% | 1.66% | 2.01% | 1.76% | 1.89% | 1.76% | 1.85% | 1.63% | 1.58% | 1.84% | 1.45% | 1.39% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VDE Vanguard Energy ETF | 3.08% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
XLG Invesco S&P 500® Top 50 ETF | 0.58% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
SOXQ Invesco PHLX Semiconductor ETF | 0.52% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Q3Q4 2023. 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 Q3Q4 2023 was 21.72%, occurring on Sep 30, 2022. Recovery took 168 trading sessions.
The current Q3Q4 2023 drawdown is 4.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.72% | Mar 30, 2022 | 128 | Sep 30, 2022 | 168 | Jun 2, 2023 | 296 |
| -12.16% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
| -9.09% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -7.62% | Jan 13, 2022 | 28 | Feb 23, 2022 | 19 | Mar 22, 2022 | 47 |
| -6.19% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
Volatility
Volatility Chart
The current Q3Q4 2023 volatility is 6.28%, 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
| VDE | SOXQ | XLG | VOO | |
|---|---|---|---|---|
| VDE | 1.00 | 0.26 | 0.29 | 0.40 |
| SOXQ | 0.26 | 1.00 | 0.81 | 0.80 |
| XLG | 0.29 | 0.81 | 1.00 | 0.96 |
| VOO | 0.40 | 0.80 | 0.96 | 1.00 |