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
Performance Chart
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
The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 2023-02 | 13.02% | -0.54% | 17.27% | 34.75% | 9.35% | N/A |
| Portfolio components: | ||||||
XLRE Real Estate Select Sector SPDR Fund | 12.00% | -1.08% | 23.14% | 39.74% | 5.70% | N/A |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.33% | 2.19% | 3.25% | -6.48% | 3.56% | 0.99% | 6.72% | 4.06% | 2.11% | 13.02% | |||
| 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 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 2023-02 is 33, 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 | |
|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 2.35 | 3.34 | 1.42 | 1.20 | 9.81 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
Dividends
Dividend yield
2023-02 provided a 3.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-02 | 3.32% | 3.40% | 3.54% | 2.70% | 3.16% | 3.02% | 3.42% | 2.94% | 3.55% | 2.03% | 1.31% | 1.23% |
| Portfolio components: | ||||||||||||
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 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 2.29%.
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 |
| -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
Volatility Chart
The current 2023-02 volatility is 2.99%, 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
| SCHD | XLRE | |
|---|---|---|
| SCHD | 1.00 | 0.58 |
| XLRE | 0.58 | 1.00 |