Portfolio #1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio #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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the Portfolio #1 returned 14.96% Year-To-Date and 11.91% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Portfolio #1 | 14.96% | 2.63% | 8.98% | 27.85% | 14.49% | 11.86% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.61% | 11.30% |
VGT Vanguard Information Technology ETF | 19.79% | 1.36% | 9.48% | 40.17% | 22.31% | 20.02% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 10.09% | 1.15% | 5.90% | 19.34% | 6.74% | 4.70% |
XIU.TO iShares S&P/TSX 60 Index ETF | 12.92% | 4.31% | 10.14% | 23.81% | 9.97% | 5.95% |
Monthly Returns
The table below presents the monthly returns of Portfolio #1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.21% | 2.57% | 3.34% | -4.43% | 4.54% | 1.72% | 3.20% | 2.47% | 14.96% | ||||
| 2023 | 7.19% | -2.77% | 3.16% | 0.82% | -0.70% | 5.75% | 3.26% | -2.67% | -4.67% | -3.58% | 9.87% | 5.81% | 22.25% |
| 2022 | -3.68% | -2.07% | 3.48% | -7.71% | 1.42% | -8.98% | 6.88% | -4.21% | -9.40% | 8.08% | 7.14% | -5.48% | -15.57% |
| 2021 | -0.65% | 3.90% | 5.00% | 3.86% | 2.60% | 1.80% | 1.15% | 1.91% | -3.93% | 6.43% | -1.30% | 4.60% | 27.90% |
| 2020 | 0.32% | -7.63% | -13.84% | 11.88% | 5.19% | 3.55% | 5.39% | 6.87% | -3.64% | -2.45% | 13.00% | 4.11% | 21.17% |
| 2019 | 8.79% | 4.26% | 1.69% | 4.21% | -6.72% | 7.03% | 1.23% | -1.42% | 2.57% | 1.75% | 3.48% | 2.95% | 33.12% |
| 2018 | 4.37% | -4.18% | -2.03% | 0.30% | 3.19% | -0.02% | 3.12% | 2.81% | 0.38% | -7.44% | 1.09% | -7.80% | -6.92% |
| 2017 | 2.82% | 2.05% | 1.32% | 0.43% | 2.13% | 0.05% | 3.27% | 1.06% | 2.36% | 3.44% | 1.84% | 1.89% | 25.11% |
| 2016 | -3.75% | 0.83% | 8.33% | 0.89% | 0.79% | 0.48% | 4.45% | 0.72% | 1.27% | -1.05% | 1.58% | 1.80% | 17.10% |
| 2015 | -4.33% | 6.33% | -2.60% | 3.29% | -0.47% | -3.42% | -0.29% | -5.55% | -2.27% | 7.37% | -0.34% | -3.17% | -6.20% |
| 2014 | -3.75% | 4.52% | 0.97% | 1.31% | 1.95% | 3.13% | -0.46% | 2.97% | -2.80% | 0.57% | 2.36% | -1.66% | 9.13% |
| 2013 | 3.18% | 0.20% | 2.60% | 0.89% | 1.17% | -2.99% | 5.04% | -1.52% | 3.74% | 4.04% | 1.59% | 2.53% | 22.15% |
Expense Ratio
Portfolio #1 has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio #1 is 65, 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.
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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.98 | 2.87 | 1.35 | 1.74 | 10.17 |
VGT Vanguard Information Technology ETF | 2.01 | 2.60 | 1.35 | 2.74 | 9.84 |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.79 | 2.48 | 1.32 | 1.16 | 10.72 |
XIU.TO iShares S&P/TSX 60 Index ETF | 1.79 | 2.57 | 1.32 | 1.28 | 12.10 |
Dividends
Dividend yield
Portfolio #1 granted a 2.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio #1 | 2.06% | 2.51% | 2.50% | 2.06% | 2.31% | 2.38% | 2.57% | 2.13% | 2.34% | 2.51% | 2.25% | 2.12% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.40% | 3.15% | 2.98% | 2.99% | 2.05% | 2.98% | 3.09% | 2.68% | 2.86% | 2.77% | 3.32% | 2.63% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.85% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio #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 Portfolio #1 was 35.01%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Portfolio #1 drawdown is 0.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.01% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 5, 2020 | 119 |
| -23.68% | Jan 4, 2022 | 199 | Oct 12, 2022 | 300 | Dec 13, 2023 | 499 |
| -19.18% | Apr 29, 2015 | 188 | Jan 20, 2016 | 124 | Jul 14, 2016 | 312 |
| -18.66% | Sep 24, 2018 | 66 | Dec 24, 2018 | 67 | Apr 1, 2019 | 133 |
| -11.53% | Apr 3, 2012 | 43 | Jun 1, 2012 | 68 | Sep 6, 2012 | 111 |
Volatility
Volatility Chart
The current Portfolio #1 volatility is 4.36%, 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.
Diversification
Asset Correlations Table
| VGT | XIU.TO | SCHD | VGTSX | |
|---|---|---|---|---|
| VGT | 1.00 | 0.60 | 0.68 | 0.71 |
| XIU.TO | 0.60 | 1.00 | 0.69 | 0.80 |
| SCHD | 0.68 | 0.69 | 1.00 | 0.75 |
| VGTSX | 0.71 | 0.80 | 0.75 | 1.00 |