SVUA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10.36% |
ADBE Adobe Inc | Technology | 6.86% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 9.06% |
MSFT Microsoft Corporation | Technology | 2.89% |
NVDA NVIDIA Corporation | Technology | 13.30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 0.34% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 57.19% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 11, 2025, the SVUA returned -6.41% Year-To-Date and 22.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| SVUA | -6.41% | 7.10% | -8.33% | 10.43% | 22.46% | 22.03% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
AAPL Apple Inc | -20.63% | 4.26% | -12.43% | 8.82% | 21.04% | 21.59% |
ADBE Adobe Inc | -13.81% | 9.49% | -22.52% | -20.53% | 0.63% | 17.45% |
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
Monthly Returns
The table below presents the monthly returns of SVUA, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.53% | 0.09% | -6.74% | -0.85% | 1.67% | -6.41% | |||||||
| 2024 | 4.11% | 6.65% | 3.60% | -3.96% | 7.92% | 6.79% | 0.52% | 2.40% | 1.16% | -0.54% | 5.22% | -2.23% | 35.65% |
| 2023 | 10.33% | 0.84% | 8.72% | 1.30% | 6.34% | 7.67% | 4.19% | -0.49% | -6.33% | -1.75% | 10.20% | 3.62% | 52.88% |
| 2022 | -6.19% | -3.44% | 3.94% | -11.84% | 0.04% | -8.95% | 11.14% | -6.11% | -11.55% | 8.26% | 7.51% | -6.97% | -24.44% |
| 2021 | -1.23% | 1.41% | 2.59% | 6.27% | 0.98% | 7.27% | 2.42% | 4.67% | -5.64% | 9.20% | 5.12% | 0.31% | 37.76% |
| 2020 | 1.45% | -4.04% | -8.64% | 11.82% | 7.27% | 4.89% | 6.96% | 11.29% | -3.67% | -3.83% | 8.99% | 3.45% | 39.12% |
| 2019 | 6.98% | 3.96% | 4.76% | 3.90% | -8.67% | 8.75% | 2.15% | -1.24% | 2.20% | 4.65% | 4.97% | 4.61% | 42.45% |
| 2018 | 7.82% | -1.46% | -2.44% | -0.18% | 5.51% | -0.71% | 3.03% | 6.63% | 0.41% | -8.56% | -3.10% | -8.97% | -3.58% |
| 2017 | 2.64% | 3.11% | 2.31% | 0.41% | 6.96% | -0.22% | 3.60% | 2.48% | 0.91% | 5.99% | 1.81% | -0.11% | 34.00% |
| 2016 | -5.33% | 0.37% | 8.03% | -1.50% | 6.53% | -0.25% | 6.41% | 1.80% | 2.98% | -0.50% | 5.56% | 4.72% | 31.83% |
| 2015 | -1.98% | 7.26% | -2.55% | 2.17% | 1.32% | -2.83% | 1.13% | -3.01% | 0.25% | 8.85% | 2.24% | -1.20% | 11.44% |
| 2014 | -3.33% | 6.76% | 0.18% | 1.46% | 3.08% | 2.01% | -1.46% | 5.15% | -1.91% | 3.11% | 4.27% | -1.77% | 18.41% |
Expense Ratio
SVUA has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SVUA is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
AAPL Apple Inc | 0.25 | 0.63 | 1.09 | 0.28 | 0.95 |
ADBE Adobe Inc | -0.56 | -0.64 | 0.90 | -0.44 | -1.08 |
NVDA NVIDIA Corporation | 0.53 | 1.05 | 1.13 | 0.78 | 1.94 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
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Dividends
Dividend yield
SVUA provided a 1.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.19% | 1.12% | 1.20% | 1.33% | 0.98% | 1.20% | 1.51% | 1.74% | 1.50% | 1.72% | 1.87% | 1.79% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
AAPL Apple Inc | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
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 | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SVUA. 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 SVUA was 31.79%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.
The current SVUA drawdown is 10.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.79% | Dec 28, 2021 | 202 | Oct 14, 2022 | 164 | Jun 12, 2023 | 366 |
| -29.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -24.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 179 | Sep 11, 2019 | 237 |
| -20.92% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -13.89% | Dec 7, 2015 | 46 | Feb 11, 2016 | 32 | Mar 30, 2016 | 78 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 2.71, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | AAPL | NVDA | ADBE | SCHD | MSFT | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.07 | 0.63 | 0.61 | 0.68 | 0.85 | 0.72 | 1.00 | 0.91 |
| BND | -0.07 | 1.00 | -0.02 | -0.03 | -0.01 | -0.08 | -0.02 | -0.07 | -0.03 |
| AAPL | 0.63 | -0.02 | 1.00 | 0.47 | 0.49 | 0.45 | 0.55 | 0.63 | 0.72 |
| NVDA | 0.61 | -0.03 | 0.47 | 1.00 | 0.55 | 0.41 | 0.56 | 0.61 | 0.82 |
| ADBE | 0.68 | -0.01 | 0.49 | 0.55 | 1.00 | 0.49 | 0.65 | 0.67 | 0.75 |
| SCHD | 0.85 | -0.08 | 0.45 | 0.41 | 0.49 | 1.00 | 0.53 | 0.85 | 0.70 |
| MSFT | 0.72 | -0.02 | 0.55 | 0.56 | 0.65 | 0.53 | 1.00 | 0.72 | 0.76 |
| VOO | 1.00 | -0.07 | 0.63 | 0.61 | 0.67 | 0.85 | 0.72 | 1.00 | 0.91 |
| Portfolio | 0.91 | -0.03 | 0.72 | 0.82 | 0.75 | 0.70 | 0.76 | 0.91 | 1.00 |