Racional
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Racional, 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 Racional returned 20.52% Year-To-Date and 15.60% 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% |
| Racional | -0.31% | 9.46% | 20.52% | 17.13% | 15.51% | 15.63% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 15.58% | 17.63% |
VGT Vanguard Information Technology ETF | -0.98% | 13.58% | 32.29% | 29.37% | 17.10% | 19.26% |
ICLN iShares Global Clean Energy ETF | -2.27% | -17.11% | -21.29% | -26.45% | 13.57% | 6.84% |
TAN Invesco Solar ETF | -2.24% | -25.88% | -25.23% | -32.86% | 20.71% | 7.33% |
SMH VanEck Vectors Semiconductor ETF | -3.95% | 11.04% | 41.55% | 46.41% | 25.53% | 25.39% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TAN | ICLN | SMH | VOO | QQQ | VGT | |
|---|---|---|---|---|---|---|
| TAN | 1.00 | 0.83 | 0.55 | 0.57 | 0.56 | 0.58 |
| ICLN | 0.83 | 1.00 | 0.57 | 0.65 | 0.60 | 0.61 |
| SMH | 0.55 | 0.57 | 1.00 | 0.76 | 0.82 | 0.85 |
| VOO | 0.57 | 0.65 | 0.76 | 1.00 | 0.89 | 0.89 |
| QQQ | 0.56 | 0.60 | 0.82 | 0.89 | 1.00 | 0.96 |
| VGT | 0.58 | 0.61 | 0.85 | 0.89 | 0.96 | 1.00 |
Dividend yield
Racional granted a 0.94% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Racional | 0.94% | 1.11% | 0.79% | 0.93% | 1.40% | 1.64% | 1.50% | 2.04% | 1.83% | 1.86% | 1.66% | 2.83% |
| 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% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
VGT Vanguard Information Technology ETF | 0.73% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
ICLN iShares Global Clean Energy ETF | 1.04% | 0.90% | 1.20% | 0.35% | 1.40% | 2.91% | 2.68% | 4.29% | 2.70% | 3.31% | 2.53% | 4.72% |
TAN Invesco Solar ETF | 0.00% | 0.00% | 0.00% | 0.09% | 0.30% | 0.70% | 1.79% | 5.19% | 1.73% | 2.06% | 1.43% | 10.31% |
SMH VanEck Vectors Semiconductor ETF | 1.67% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
Expense Ratio
The Racional features an expense ratio of 0.18%, falling within the medium range. 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 | ||||
QQQ Invesco QQQ | 1.14 | ||||
VGT Vanguard Information Technology ETF | 1.07 | ||||
ICLN iShares Global Clean Energy ETF | -1.16 | ||||
TAN Invesco Solar ETF | -1.04 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.29 |
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 Racional. 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 Racional is 32.99%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.99% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -30.45% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -22.77% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -20.2% | Aug 30, 2018 | 80 | Dec 24, 2018 | 57 | Mar 19, 2019 | 137 |
| -18.04% | May 19, 2015 | 186 | Feb 11, 2016 | 128 | Aug 15, 2016 | 314 |
Volatility Chart
The current Racional volatility is 4.61%, 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.