SVUA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 8.52% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 66.16% |
ADBE Adobe Inc | Technology | 8.38% |
NVDA NVIDIA Corporation | Technology | 7.55% |
AAPL Apple Inc. | Technology | 5.72% |
MSFT Microsoft Corporation | Technology | 3.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in SVUA, 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 21, 2023, the SVUA returned 30.61% Year-To-Date and 18.10% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| SVUA | 0.05% | 16.99% | 30.61% | 33.90% | 15.44% | 18.12% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
BND Vanguard Total Bond Market ETF | 0.27% | -3.11% | 0.29% | -0.33% | 0.34% | 1.24% |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.70% |
ADBE Adobe Inc | 3.14% | 45.20% | 59.21% | 87.14% | 15.53% | 26.38% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.44% | 60.89% |
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 27.95% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | AAPL | NVDA | ADBE | MSFT | VOO | |
|---|---|---|---|---|---|---|
| BND | 1.00 | -0.07 | -0.06 | -0.05 | -0.06 | -0.15 |
| AAPL | -0.07 | 1.00 | 0.49 | 0.50 | 0.55 | 0.63 |
| NVDA | -0.06 | 0.49 | 1.00 | 0.56 | 0.55 | 0.60 |
| ADBE | -0.05 | 0.50 | 0.56 | 1.00 | 0.66 | 0.69 |
| MSFT | -0.06 | 0.55 | 0.55 | 0.66 | 1.00 | 0.72 |
| VOO | -0.15 | 0.63 | 0.60 | 0.69 | 0.72 | 1.00 |
Dividend yield
SVUA granted a 1.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SVUA | 1.33% | 1.44% | 1.08% | 1.34% | 1.70% | 1.95% | 1.73% | 2.00% | 2.17% | 2.07% | 2.16% | 2.37% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
BND Vanguard Total Bond Market ETF | 3.00% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
Expense Ratio
The SVUA has an expense ratio of 0.02% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
AAPL Apple Inc. | 0.51 | ||||
ADBE Adobe Inc | 2.26 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
MSFT Microsoft Corporation | 1.05 |
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 SVUA. 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 SVUA is 29.78%, recorded on Oct 12, 2022. It took 179 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.78% | Nov 22, 2021 | 224 | Oct 12, 2022 | 179 | Jun 30, 2023 | 403 |
| -29.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -21.95% | Oct 2, 2018 | 58 | Dec 24, 2018 | 129 | Jul 1, 2019 | 187 |
| -19.34% | Feb 22, 2011 | 156 | Oct 3, 2011 | 88 | Feb 8, 2012 | 244 |
| -12.95% | Dec 7, 2015 | 46 | Feb 11, 2016 | 32 | Mar 30, 2016 | 78 |
Volatility Chart
The current SVUA volatility is 4.02%, 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.