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Bob's ETFs #1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%

S&P 500

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


100.00%200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
518.60%
101.07%
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
15.41%0.33%13.74%21.39%13.11%10.77%
Bob's ETFs #127.83%0.95%25.05%53.85%33.54%N/A
SMH
VanEck Vectors Semiconductor ETF
41.90%-10.34%32.57%63.19%36.79%28.94%
SOXX
iShares PHLX Semiconductor ETF
23.41%-8.81%18.25%42.83%31.74%27.53%
PSI
Invesco Dynamic Semiconductors ETF
19.55%-8.74%17.03%30.70%26.36%23.31%
XNTK
SPDR NYSE Technology ETF
15.23%-4.52%11.33%33.14%20.84%18.42%
XSD
SPDR S&P Semiconductor ETF
10.84%-1.71%12.77%12.85%23.29%21.36%
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
19.33%31.68%18.41%68.52%23.03%N/A
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
5.13%11.03%13.75%9.62%1.39%N/A
VOOG
Vanguard S&P 500 Growth ETF
22.92%-1.32%18.96%30.01%16.34%14.65%
VGT
Vanguard Information Technology ETF
18.79%-2.59%15.06%28.63%22.47%20.53%
GBTC
Grayscale Bitcoin Trust (BTC)
72.39%4.37%61.25%204.65%35.23%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%27.83%
202324.00%-2.53%11.92%-1.97%5.11%18.31%4.79%-4.26%-8.94%-3.96%19.69%15.71%100.38%
2022-17.19%-3.49%-0.42%-16.03%-1.08%-19.91%24.43%-11.33%-14.34%5.33%9.15%-9.89%-48.16%
20214.16%5.59%7.70%4.95%-4.70%3.84%3.34%4.44%-7.68%16.78%5.40%1.14%52.60%
20205.22%-10.07%-24.04%27.10%14.79%3.31%16.78%10.91%-3.77%0.30%22.93%11.39%85.43%
201915.05%5.95%4.14%13.75%-3.76%16.57%3.40%-2.26%3.32%4.45%2.14%3.56%86.89%
20180.35%-12.21%-11.91%

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.


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%
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%
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%
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%
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%
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%
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%
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%
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 62, 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 6262
Bob's ETFs #1
The Sharpe Ratio Rank of Bob's ETFs #1 is 7070Sharpe Ratio Rank
The Sortino Ratio Rank of Bob's ETFs #1 is 6060Sortino Ratio Rank
The Omega Ratio Rank of Bob's ETFs #1 is 5858Omega Ratio Rank
The Calmar Ratio Rank of Bob's ETFs #1 is 5959Calmar Ratio Rank
The Martin Ratio Rank of Bob's ETFs #1 is 6464Martin 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 1.77, compared to the broader market-1.000.001.002.003.004.005.001.77
Sortino ratio
The chart of Sortino ratio for Bob's ETFs #1, currently valued at 2.39, compared to the broader market-2.000.002.004.006.002.39
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 1.63, compared to the broader market0.002.004.006.008.0010.001.63
Martin ratio
The chart of Martin ratio for Bob's ETFs #1, currently valued at 7.22, compared to the broader market0.0010.0020.0030.0040.007.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF
2.012.601.333.8510.03
SOXX
iShares PHLX Semiconductor ETF
1.331.851.232.185.45
PSI
Invesco Dynamic Semiconductors ETF
0.891.341.160.983.34
XNTK
SPDR NYSE Technology ETF
1.421.931.251.167.03
XSD
SPDR S&P Semiconductor ETF
0.300.621.070.270.87
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X Shares
0.681.411.170.812.28
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
-0.030.311.04-0.02-0.09
VOOG
Vanguard S&P 500 Growth ETF
1.992.761.361.3710.87
VGT
Vanguard Information Technology ETF
1.411.941.241.996.16
GBTC
Grayscale Bitcoin Trust (BTC)
3.543.851.452.8222.42

Sharpe Ratio

The current Bob's ETFs #1 Sharpe ratio is 2.29. 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 1.62 to 2.47, 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 Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.77
1.82
Bob's ETFs #1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bob's ETFs #1 granted a 0.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bob's ETFs #10.41%0.49%0.74%0.34%0.47%1.20%3.97%0.97%0.76%1.01%0.94%0.89%
SMH
VanEck Vectors Semiconductor ETF
0.42%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
0.62%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
0.21%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
0.22%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
0.22%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
0.70%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
0.72%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%0.26%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.34%
-2.86%
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 54.10%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.1%Nov 22, 2021226Oct 14, 2022293Dec 14, 2023519
-46.79%Feb 20, 202020Mar 18, 202085Jul 20, 2020105
-19.25%Dec 4, 201814Dec 24, 201828Feb 5, 201942
-15.58%Feb 22, 20219Mar 4, 202120Apr 1, 202129
-14.17%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current Bob's ETFs #1 volatility is 7.91%, 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.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
7.91%
2.76%
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
GBTC1.000.210.300.310.300.300.300.320.330.29
NAIL0.211.000.660.590.560.550.530.570.550.54
WANT0.300.661.000.840.730.710.710.800.810.72
VOOG0.310.590.841.000.790.790.810.960.900.81
XSD0.300.560.730.791.000.960.930.850.870.96
PSI0.300.550.710.790.961.000.960.850.870.98
SMH0.300.530.710.810.930.961.000.880.900.99
VGT0.320.570.800.960.850.850.881.000.940.88
XNTK0.330.550.810.900.870.870.900.941.000.90
SOXX0.290.540.720.810.960.980.990.880.901.00
The correlation results are calculated based on daily price changes starting from Nov 30, 2018