PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Bob's ETFs #1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Bob's ETFs #1

Last updated Sep 17, 2024

Top ETFs

Asset Allocation

SMH 10%SOXX 10%PSI 10%XNTK 10%XSD 10%NAIL 10%WANT 10%VOOG 10%VGT 10%GBTC 10%EquityEquity
PositionCategory/SectorWeight
GBTC
Grayscale Bitcoin Trust (BTC)		Financial Services
10%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares		Leveraged Equities, Leveraged
10%
PSI
Invesco Dynamic Semiconductors ETF		Technology Equities
10%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
SOXX
iShares PHLX Semiconductor ETF		Technology Equities
10%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
VOOG
Vanguard S&P 500 Growth ETF		Large Cap Blend Equities
10%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares		Leveraged Equities, Leveraged
10%
XNTK
SPDR NYSE Technology ETF		Technology Equities
10%
XSD
SPDR S&P Semiconductor ETF		Technology Equities
10%

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
8.36%
9.39%
Bob's ETFs #1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2018, corresponding to the inception date of WANT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
Bob's ETFs #124.98%2.57%8.36%58.91%31.53%N/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		33.70%-5.23%7.11%60.21%34.04%28.00%
SOXX
iShares PHLX Semiconductor ETF		14.76%-4.91%0.82%38.16%26.11%23.73%
PSI
Invesco Dynamic Semiconductors ETF		8.04%-7.11%-0.33%24.84%22.28%21.84%
XNTK
SPDR NYSE Technology ETF		14.49%-1.49%4.75%32.76%20.87%18.24%
XSD
SPDR S&P Semiconductor ETF		0.51%-2.57%2.88%13.39%19.62%20.17%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares		46.59%26.93%30.96%160.07%21.46%N/A
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares		6.31%13.15%10.01%13.08%2.08%N/A
VOOG
Vanguard S&P 500 Growth ETF		24.29%0.48%11.77%32.42%16.55%14.54%
VGT
Vanguard Information Technology ETF		17.36%-1.19%9.66%33.73%22.14%20.12%
GBTC
Grayscale Bitcoin Trust (BTC)		33.28%-3.13%-22.56%139.56%29.77%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.28%15.26%6.06%-9.54%7.95%3.12%4.06%-1.75%24.98%
202324.00%-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%
20214.16%5.59%7.66%4.95%-4.70%3.82%3.34%4.44%-7.73%16.78%5.40%1.10%52.38%
20205.22%-10.07%-24.10%27.10%14.79%3.27%16.78%10.91%-3.83%0.30%22.93%11.35%85.02%
201915.05%5.95%4.08%13.75%-3.76%16.49%3.40%-2.26%3.22%4.45%2.14%3.48%86.35%
20180.35%-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.

NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
Expense ratio chart for NAIL: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
Expense ratio chart for WANT: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%
PSI
Invesco Dynamic Semiconductors ETF
Expense ratio chart for PSI: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XNTK
SPDR NYSE Technology ETF
Expense ratio chart for XNTK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XSD
SPDR S&P Semiconductor ETF
Expense ratio chart for XSD: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Bob's ETFs #1 is 37, 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.

The Risk-Adjusted Performance Rank of Bob's ETFs #1 is 3737
Bob's ETFs #1
The Sharpe Ratio Rank of Bob's ETFs #1 is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of Bob's ETFs #1 is 2929Sortino Ratio Rank
The Omega Ratio Rank of Bob's ETFs #1 is 3030Omega Ratio Rank
The Calmar Ratio Rank of Bob's ETFs #1 is 5151Calmar Ratio Rank
The Martin Ratio Rank of Bob's ETFs #1 is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Bob's ETFs #1
Sharpe ratio
The chart of Sharpe ratio for Bob's ETFs #1, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.001.76
Sortino ratio
The chart of Sortino ratio for Bob's ETFs #1, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for Bob's ETFs #1, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Bob's ETFs #1, currently valued at 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for Bob's ETFs #1, currently valued at 8.86, compared to the broader market0.0010.0020.0030.008.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		1.632.161.282.237.06
SOXX
iShares PHLX Semiconductor ETF		1.011.491.191.374.20
PSI
Invesco Dynamic Semiconductors ETF		0.611.021.130.802.52
XNTK
SPDR NYSE Technology ETF		1.321.801.241.196.17
XSD
SPDR S&P Semiconductor ETF		0.320.671.080.331.25
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares		1.712.311.282.057.22
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares		0.130.561.070.090.48
VOOG
Vanguard S&P 500 Growth ETF		1.822.431.331.469.05
VGT
Vanguard Information Technology ETF		1.502.011.272.067.41
GBTC
Grayscale Bitcoin Trust (BTC)		2.382.791.342.0210.35

Sharpe Ratio

The current Bob's ETFs #1 Sharpe ratio is 1.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.29, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Bob's ETFs #1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.76
1.96
Bob's ETFs #1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bob's ETFs #1 granted a 0.42% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Bob's ETFs #10.42%0.49%0.74%0.34%0.47%1.20%3.97%0.96%0.76%1.01%0.94%0.89%
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SOXX
iShares PHLX Semiconductor ETF		0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
PSI
Invesco Dynamic Semiconductors ETF		0.23%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%1.77%0.57%
XNTK
SPDR NYSE Technology ETF		0.39%0.34%0.85%0.34%0.30%0.61%29.64%1.29%0.81%0.93%0.87%1.05%
XSD
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%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares		0.18%0.22%0.00%0.00%0.01%0.17%0.35%1.25%0.00%0.00%0.00%0.00%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares		0.69%0.46%0.00%0.00%0.07%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF		0.71%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
VGT
Vanguard Information Technology ETF		0.65%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
GBTC
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.

-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.42%
-0.60%
Bob's ETFs #1
Benchmark (^GSPC)
Portfolio components

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 8.42%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.2%Nov 22, 2021226Oct 14, 2022296Dec 19, 2023522
-46.79%Feb 20, 202020Mar 18, 202085Jul 20, 2020105
-21.63%Jul 17, 202416Aug 7, 2024———
-19.29%Dec 4, 201814Dec 24, 201828Feb 5, 201942
-15.58%Feb 22, 20219Mar 4, 202120Apr 1, 202129

Volatility

Volatility Chart

The current Bob's ETFs #1 volatility is 10.97%, 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.

0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
10.97%
4.09%
Bob's ETFs #1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GBTCNAILWANTVOOGXSDPSISMHVGTXNTKSOXX
GBTC1.000.210.310.310.310.310.300.320.330.30
NAIL0.211.000.670.590.570.550.530.570.550.54
WANT0.310.671.000.850.740.710.710.800.810.73
VOOG0.310.590.851.000.790.790.820.960.900.82
XSD0.310.570.740.791.000.960.930.850.870.96
PSI0.310.550.710.790.961.000.960.860.880.98
SMH0.300.530.710.820.930.961.000.880.900.99
VGT0.320.570.800.960.850.860.881.000.940.88
XNTK0.330.550.810.900.870.880.900.941.000.90
SOXX0.300.540.730.820.960.980.990.880.901.00
The correlation results are calculated based on daily price changes starting from Nov 30, 2018