2023-02
50reits e 50dividendos
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 2023-02 | -1.01% | 5.76% | -6.71% | 7.46% | 10.72% | N/A |
| Portfolio components: | ||||||
XLRE Real Estate Select Sector SPDR Fund | 2.97% | 8.42% | -3.61% | 13.88% | 8.37% | N/A |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
Monthly Returns
The table below presents the monthly returns of 2023-02, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.86% | 3.37% | -1.78% | -4.49% | 0.22% | -1.01% | |||||||
| 2024 | -2.33% | 2.19% | 3.25% | -6.48% | 3.56% | 0.99% | 6.72% | 4.06% | 2.11% | -1.56% | 4.39% | -7.61% | 8.52% |
| 2023 | 5.98% | -4.63% | -1.27% | 0.10% | -4.32% | 5.47% | 2.76% | -2.27% | -5.67% | -3.33% | 9.42% | 7.59% | 8.66% |
| 2022 | -5.68% | -3.32% | 5.30% | -3.84% | -0.62% | -7.43% | 6.22% | -4.21% | -10.28% | 6.56% | 6.83% | -4.10% | -15.34% |
| 2021 | -0.18% | 3.79% | 7.89% | 5.26% | 2.15% | 1.14% | 2.62% | 2.45% | -4.99% | 5.99% | -1.47% | 8.82% | 38.00% |
| 2020 | -0.15% | -7.76% | -13.54% | 11.02% | 2.94% | 0.27% | 4.73% | 2.56% | -2.32% | -1.40% | 10.08% | 2.31% | 6.35% |
| 2019 | 8.39% | 2.55% | 3.26% | 1.35% | -3.28% | 4.39% | 1.70% | 1.76% | 2.36% | 0.66% | 0.57% | 1.74% | 28.14% |
| 2018 | 1.31% | -6.20% | 0.61% | -0.87% | 2.01% | 2.57% | 2.79% | 2.35% | -0.65% | -3.74% | 4.46% | -7.71% | -3.80% |
| 2017 | -0.30% | 4.04% | -0.47% | 0.20% | 1.20% | 0.91% | 1.44% | 0.49% | 0.74% | 2.21% | 3.57% | 0.79% | 15.75% |
| 2016 | -4.34% | 0.61% | 8.50% | -1.30% | 1.56% | 4.51% | 3.04% | -2.03% | -0.56% | -3.54% | 0.20% | 3.26% | 9.59% |
| 2015 | 2.63% | -0.18% | 0.78% | 3.24% |
Expense Ratio
2023-02 has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2023-02 is 34, 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 | |
|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 0.76 | 1.23 | 1.16 | 0.64 | 2.82 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
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Dividends
Dividend yield
2023-02 provided a 3.70% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.70% | 3.54% | 3.40% | 3.54% | 2.70% | 3.16% | 3.02% | 3.42% | 2.94% | 3.55% | 2.03% | 1.31% |
| Portfolio components: | ||||||||||||
XLRE Real Estate Select Sector SPDR Fund | 3.35% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2023-02. 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 2023-02 was 35.92%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current 2023-02 drawdown is 8.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Feb 18, 2020 | 25 | Mar 23, 2020 | 166 | Nov 16, 2020 | 191 |
| -24.22% | Jan 3, 2022 | 196 | Oct 12, 2022 | 466 | Aug 21, 2024 | 662 |
| -16.19% | Nov 29, 2024 | 88 | Apr 8, 2025 | — | — | — |
| -13% | Sep 24, 2018 | 64 | Dec 24, 2018 | 32 | Feb 11, 2019 | 96 |
| -10.45% | Dec 30, 2015 | 30 | Feb 11, 2016 | 22 | Mar 15, 2016 | 52 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | XLRE | SCHD | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.57 | 0.82 | 0.75 |
| XLRE | 0.57 | 1.00 | 0.59 | 0.91 |
| SCHD | 0.82 | 0.59 | 1.00 | 0.85 |
| Portfolio | 0.75 | 0.91 | 0.85 | 1.00 |