Bob's ETFs #1
Top ETFs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bob's ETFs #1, 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 Nov 29, 2018, corresponding to the inception date of WANT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Bob's ETFs #1 | 35.31% | 5.02% | 26.07% | 87.89% | 34.51% | N/A |
Portfolio components: | ||||||
VanEck Vectors Semiconductor ETF | 43.83% | 5.72% | 23.88% | 78.06% | 36.15% | 29.71% |
iShares PHLX Semiconductor ETF | 20.00% | 2.79% | 14.16% | 51.48% | 27.67% | 25.14% |
Invesco Dynamic Semiconductors ETF | 15.30% | 3.91% | 12.15% | 43.05% | 24.75% | 23.81% |
SPDR NYSE Technology ETF | 22.65% | 4.63% | 18.64% | 50.71% | 23.39% | 19.93% |
SPDR S&P Semiconductor ETF | 8.30% | 5.26% | 17.78% | 36.13% | 22.60% | 22.45% |
Direxion Daily Homebuilders & Supplies Bull 3X Shares | 60.88% | 7.87% | 68.40% | 320.43% | 19.52% | N/A |
Direxion Daily Consumer Discretionary Bull 3X Shares | 18.06% | 3.87% | 43.96% | 86.82% | 4.95% | N/A |
Vanguard S&P 500 Growth ETF | 30.41% | 2.92% | 22.16% | 44.81% | 17.95% | 15.44% |
Vanguard Information Technology ETF | 25.36% | 4.65% | 24.43% | 48.27% | 23.98% | 21.49% |
Grayscale Bitcoin Trust (BTC) | 57.71% | 9.13% | -7.86% | 130.96% | 45.11% | N/A |
Monthly Returns
The table below presents the monthly returns of Bob's ETFs #1, 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 | -0.28% | 15.26% | 6.06% | -9.54% | 7.95% | 3.12% | 4.06% | -1.75% | 5.88% | 35.31% | |||
2023 | 24.00% | -2.53% | 11.87% | -1.97% | 5.11% | 18.28% | 4.79% | -4.26% | -9.00% | -3.96% | 19.69% | 15.67% | 100.01% |
2022 | -17.19% | -3.49% | -0.46% | -16.03% | -1.08% | -19.94% | 24.43% | -11.33% | -14.43% | 5.33% | 9.15% | -9.94% | -48.29% |
2021 | 4.16% | 5.59% | 7.66% | 4.95% | -4.70% | 3.82% | 3.34% | 4.44% | -7.73% | 16.78% | 5.40% | 1.10% | 52.38% |
2020 | 5.22% | -10.07% | -24.10% | 27.10% | 14.79% | 3.27% | 16.78% | 10.91% | -3.83% | 0.30% | 22.93% | 11.35% | 85.02% |
2019 | 15.05% | 5.95% | 4.08% | 13.75% | -3.76% | 16.49% | 3.40% | -2.26% | 3.22% | 4.45% | 2.14% | 3.48% | 86.35% |
2018 | 0.35% | -12.25% | -11.95% |
Expense Ratio
Bob's ETFs #1 features an expense ratio of 0.42%, falling within the medium range. 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 Bob's ETFs #1 is 39, 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 | |
---|---|---|---|---|---|
VanEck Vectors Semiconductor ETF | 2.15 | 2.64 | 1.36 | 2.99 | 8.61 |
iShares PHLX Semiconductor ETF | 1.37 | 1.87 | 1.25 | 1.88 | 5.22 |
Invesco Dynamic Semiconductors ETF | 1.04 | 1.51 | 1.20 | 1.40 | 3.96 |
SPDR NYSE Technology ETF | 2.09 | 2.66 | 1.36 | 1.87 | 9.82 |
SPDR S&P Semiconductor ETF | 0.90 | 1.39 | 1.17 | 0.95 | 3.40 |
Direxion Daily Homebuilders & Supplies Bull 3X Shares | 3.63 | 3.48 | 1.43 | 4.25 | 16.37 |
Direxion Daily Consumer Discretionary Bull 3X Shares | 1.21 | 1.71 | 1.21 | 0.79 | 5.21 |
Vanguard S&P 500 Growth ETF | 2.47 | 3.21 | 1.45 | 1.97 | 12.86 |
Vanguard Information Technology ETF | 2.14 | 2.73 | 1.37 | 2.93 | 10.57 |
Grayscale Bitcoin Trust (BTC) | 2.52 | 2.87 | 1.35 | 2.41 | 9.71 |
Dividends
Dividend yield
Bob's ETFs #1 granted a 0.42% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bob's ETFs #1 | 0.42% | 0.49% | 0.74% | 0.34% | 0.47% | 1.20% | 3.97% | 0.96% | 0.76% | 1.01% | 0.94% | 0.89% |
Portfolio components: | ||||||||||||
VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
iShares PHLX Semiconductor ETF | 0.64% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Invesco Dynamic Semiconductors ETF | 0.19% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% | 1.77% | 0.57% |
SPDR NYSE Technology ETF | 0.41% | 0.34% | 0.85% | 0.34% | 0.30% | 0.61% | 29.64% | 1.29% | 0.81% | 0.93% | 0.87% | 1.05% |
SPDR S&P Semiconductor ETF | 0.24% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Direxion Daily Homebuilders & Supplies Bull 3X Shares | 0.29% | 0.22% | 0.00% | 0.00% | 0.01% | 0.17% | 0.35% | 1.25% | 0.00% | 0.00% | 0.00% | 0.00% |
Direxion Daily Consumer Discretionary Bull 3X Shares | 0.81% | 0.46% | 0.00% | 0.00% | 0.07% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 Growth ETF | 0.62% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 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 Bob's ETFs #1. 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 Bob's ETFs #1 was 54.20%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Bob's ETFs #1 drawdown is 1.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-54.2% | Nov 22, 2021 | 226 | Oct 14, 2022 | 296 | Dec 19, 2023 | 522 |
-46.79% | Feb 20, 2020 | 20 | Mar 18, 2020 | 85 | Jul 20, 2020 | 105 |
-21.63% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
-19.29% | Dec 4, 2018 | 14 | Dec 24, 2018 | 28 | Feb 5, 2019 | 42 |
-15.58% | Feb 22, 2021 | 9 | Mar 4, 2021 | 20 | Apr 1, 2021 | 29 |
Volatility
Volatility Chart
The current Bob's ETFs #1 volatility is 5.94%, 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
GBTC | NAIL | WANT | VOOG | XSD | PSI | SMH | VGT | XNTK | SOXX | |
---|---|---|---|---|---|---|---|---|---|---|
GBTC | 1.00 | 0.22 | 0.31 | 0.31 | 0.31 | 0.31 | 0.30 | 0.32 | 0.33 | 0.30 |
NAIL | 0.22 | 1.00 | 0.66 | 0.59 | 0.56 | 0.55 | 0.52 | 0.57 | 0.54 | 0.54 |
WANT | 0.31 | 0.66 | 1.00 | 0.84 | 0.74 | 0.71 | 0.71 | 0.80 | 0.81 | 0.72 |
VOOG | 0.31 | 0.59 | 0.84 | 1.00 | 0.79 | 0.79 | 0.82 | 0.96 | 0.90 | 0.81 |
XSD | 0.31 | 0.56 | 0.74 | 0.79 | 1.00 | 0.96 | 0.93 | 0.85 | 0.87 | 0.96 |
PSI | 0.31 | 0.55 | 0.71 | 0.79 | 0.96 | 1.00 | 0.96 | 0.85 | 0.88 | 0.98 |
SMH | 0.30 | 0.52 | 0.71 | 0.82 | 0.93 | 0.96 | 1.00 | 0.88 | 0.90 | 0.99 |
VGT | 0.32 | 0.57 | 0.80 | 0.96 | 0.85 | 0.85 | 0.88 | 1.00 | 0.94 | 0.88 |
XNTK | 0.33 | 0.54 | 0.81 | 0.90 | 0.87 | 0.88 | 0.90 | 0.94 | 1.00 | 0.90 |
SOXX | 0.30 | 0.54 | 0.72 | 0.81 | 0.96 | 0.98 | 0.99 | 0.88 | 0.90 | 1.00 |