scrr
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in scrr, 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 Oct 2, 2023, the scrr returned 12.58% Year-To-Date and 8.73% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 5.43% | 6.14% |
| scrr | -4.25% | -0.73% | 12.58% | 17.14% | 8.88% | 8.73% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | -6.91% | 8.18% | 30.65% | 36.11% | 11.09% | 12.17% |
MGK Vanguard Mega Cap Growth ETF | -5.86% | 11.28% | 32.39% | 30.96% | 8.70% | 9.35% |
VYM Vanguard High Dividend Yield ETF | -3.66% | -1.27% | -2.32% | 12.42% | 4.55% | 5.19% |
VEA Vanguard FTSE Developed Markets ETF | -3.93% | -2.43% | 6.27% | 24.10% | 2.29% | 2.28% |
BIV Vanguard Intermediate-Term Bond ETF | -2.11% | -4.78% | -0.75% | 1.25% | 0.58% | 0.53% |
BLV Vanguard Long-Term Bond ETF | -5.07% | -11.22% | -4.92% | -2.97% | -0.65% | -0.74% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.15% | -0.44% | 2.03% | 3.37% | 1.92% | 1.83% |
GLDM SPDR Gold MiniShares Trust | -4.80% | -6.98% | 1.30% | 11.16% | 6.05% | 5.05% |
VNQ Vanguard Real Estate ETF | -7.42% | -6.22% | -5.39% | -1.29% | 1.99% | 1.75% |
BTC-USD Bitcoin | 4.03% | -3.16% | 62.63% | 41.31% | 21.65% | 21.51% |
ETH-USD Ethereum | 1.89% | -7.86% | 39.37% | 30.71% | 32.20% | 19.36% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.45% | 0.90% | 0.31% | 3.70% | 1.46% | -2.43% |
Dividend yield
scrr granted a 2.35% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| scrr | 2.35% | 2.45% | 2.04% | 2.26% | 2.10% | 2.56% | 2.25% | 2.50% | 2.50% | 2.54% | 2.76% | 3.12% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.77% | 0.92% | 0.65% | 0.84% | 1.15% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
MGK Vanguard Mega Cap Growth ETF | 0.53% | 0.70% | 0.42% | 0.66% | 0.87% | 1.16% | 1.28% | 1.61% | 1.54% | 1.36% | 1.42% | 1.86% |
VYM Vanguard High Dividend Yield ETF | 3.25% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
VEA Vanguard FTSE Developed Markets ETF | 3.18% | 2.97% | 3.32% | 2.22% | 3.38% | 3.84% | 3.27% | 3.71% | 3.66% | 4.75% | 3.47% | 4.08% |
BIV Vanguard Intermediate-Term Bond ETF | 2.96% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
BLV Vanguard Long-Term Bond ETF | 4.44% | 4.28% | 3.59% | 6.44% | 4.17% | 4.94% | 4.59% | 5.46% | 5.96% | 5.55% | 7.19% | 8.24% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 5.07% | 6.89% | 5.04% | 1.35% | 2.23% | 2.85% | 1.81% | 0.92% | 0.00% | 1.00% | 0.06% | 0.13% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.74% | 4.03% | 2.73% | 4.32% | 3.89% | 5.63% | 5.26% | 6.25% | 5.33% | 5.10% | 6.36% | 5.46% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The scrr has an expense ratio of 0.07% 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.22 | ||||
MGK Vanguard Mega Cap Growth ETF | 1.10 | ||||
VYM Vanguard High Dividend Yield ETF | 0.62 | ||||
VEA Vanguard FTSE Developed Markets ETF | 1.30 | ||||
BIV Vanguard Intermediate-Term Bond ETF | 0.06 | ||||
BLV Vanguard Long-Term Bond ETF | -0.28 | ||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.70 | ||||
GLDM SPDR Gold MiniShares Trust | 0.80 | ||||
VNQ Vanguard Real Estate ETF | -0.14 | ||||
BTC-USD Bitcoin | 0.52 | ||||
ETH-USD Ethereum | 0.01 |
Asset Correlations Table
| GLDM | BLV | ETH-USD | BTC-USD | VTIP | BIV | VNQ | VYM | VGT | MGK | VEA | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GLDM | 1.00 | 0.34 | 0.10 | 0.11 | 0.39 | 0.40 | 0.12 | 0.04 | 0.05 | 0.05 | 0.18 |
| BLV | 0.34 | 1.00 | 0.04 | 0.03 | 0.38 | 0.84 | 0.15 | -0.08 | 0.04 | 0.06 | -0.01 |
| ETH-USD | 0.10 | 0.04 | 1.00 | 0.82 | 0.07 | 0.03 | 0.14 | 0.16 | 0.22 | 0.22 | 0.24 |
| BTC-USD | 0.11 | 0.03 | 0.82 | 1.00 | 0.06 | 0.03 | 0.16 | 0.16 | 0.22 | 0.22 | 0.24 |
| VTIP | 0.39 | 0.38 | 0.07 | 0.06 | 1.00 | 0.50 | 0.20 | 0.11 | 0.12 | 0.13 | 0.17 |
| BIV | 0.40 | 0.84 | 0.03 | 0.03 | 0.50 | 1.00 | 0.17 | -0.07 | 0.04 | 0.05 | 0.01 |
| VNQ | 0.12 | 0.15 | 0.14 | 0.16 | 0.20 | 0.17 | 1.00 | 0.59 | 0.49 | 0.51 | 0.52 |
| VYM | 0.04 | -0.08 | 0.16 | 0.16 | 0.11 | -0.07 | 0.59 | 1.00 | 0.58 | 0.57 | 0.72 |
| VGT | 0.05 | 0.04 | 0.22 | 0.22 | 0.12 | 0.04 | 0.49 | 0.58 | 1.00 | 0.94 | 0.68 |
| MGK | 0.05 | 0.06 | 0.22 | 0.22 | 0.13 | 0.05 | 0.51 | 0.57 | 0.94 | 1.00 | 0.68 |
| VEA | 0.18 | -0.01 | 0.24 | 0.24 | 0.17 | 0.01 | 0.52 | 0.72 | 0.68 | 0.68 | 1.00 |
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 scrr. 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 scrr is 28.00%, recorded on Oct 15, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28% | Nov 9, 2021 | 341 | Oct 15, 2022 | — | — | — |
| -24.37% | Feb 15, 2020 | 37 | Mar 22, 2020 | 80 | Jun 10, 2020 | 117 |
| -13.34% | Jul 26, 2018 | 153 | Dec 25, 2018 | 98 | Apr 2, 2019 | 251 |
| -7.75% | Sep 3, 2020 | 21 | Sep 23, 2020 | 49 | Nov 11, 2020 | 70 |
| -5.99% | Sep 7, 2021 | 22 | Sep 28, 2021 | 22 | Oct 20, 2021 | 44 |
Volatility Chart
The current scrr volatility is 2.24%, 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.