2023-02
50reits e 50dividendos
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in 2023-02, 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
As of Sep 23, 2023, the 2023-02 returned -3.52% Year-To-Date and 8.67% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 8.09% | 10.09% |
| 2023-02 | -3.42% | 0.82% | -3.52% | 0.62% | 7.03% | 8.67% |
| Portfolio components: | ||||||
XLRE Real Estate Select Sector SPDR Fund | -4.58% | -0.91% | -4.04% | -5.51% | 4.26% | 5.31% |
SCHD Schwab US Dividend Equity ETF | -2.24% | 2.48% | -3.10% | 6.79% | 9.45% | 11.76% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | XLRE | |
|---|---|---|
| SCHD | 1.00 | 0.57 |
| XLRE | 0.57 | 1.00 |
Dividend yield
2023-02 granted a 3.76% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-02 | 3.76% | 3.64% | 2.86% | 3.45% | 3.42% | 4.00% | 3.56% | 4.43% | 2.62% | 1.73% | 1.67% | 1.99% |
| Portfolio components: | ||||||||||||
XLRE Real Estate Select Sector SPDR Fund | 3.84% | 3.79% | 2.77% | 3.44% | 3.46% | 4.41% | 3.93% | 5.28% | 1.42% | 0.00% | 0.00% | 0.00% |
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% |
Expense Ratio
The 2023-02 has an expense ratio of 0.09% 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 | |
|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | -0.28 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 |
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 2023-02. 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 2023-02 is 35.92%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 |
| -9.65% | Jan 29, 2018 | 9 | Feb 8, 2018 | 122 | Aug 3, 2018 | 131 |
Volatility Chart
The current 2023-02 volatility is 3.71%, 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.