Portfolio #1
Asset Allocation
Performance
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
Returns
As of Sep 21, 2023, the Portfolio #1 returned 11.66% Year-To-Date and 11.10% 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% | 8.35% | 9.81% |
| Portfolio #1 | 1.10% | 8.11% | 11.66% | 15.52% | 10.62% | 11.11% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.64% | 11.03% |
VGT Vanguard Information Technology ETF | -0.98% | 13.58% | 32.29% | 29.37% | 16.75% | 18.90% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 1.37% | 4.05% | 7.83% | 17.05% | 3.00% | 3.66% |
XIU.TO iShares S&P/TSX 60 Index ETF | 3.99% | 6.70% | 6.09% | 7.21% | 6.89% | 5.25% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VGT | XIU.TO | SCHD | VGTSX | |
|---|---|---|---|---|
| VGT | 1.00 | 0.62 | 0.70 | 0.71 |
| XIU.TO | 0.62 | 1.00 | 0.69 | 0.80 |
| SCHD | 0.70 | 0.69 | 1.00 | 0.75 |
| VGTSX | 0.71 | 0.80 | 0.75 | 1.00 |
Dividend yield
Portfolio #1 granted a 2.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio #1 | 2.57% | 2.54% | 2.16% | 2.49% | 2.64% | 2.93% | 2.49% | 2.80% | 3.09% | 2.85% | 2.76% | 3.09% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
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% |
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 2.93% | 3.03% | 3.14% | 2.22% | 3.30% | 3.52% | 3.15% | 3.46% | 3.44% | 4.23% | 3.45% | 3.94% |
XIU.TO iShares S&P/TSX 60 Index ETF | 3.25% | 3.08% | 2.55% | 3.25% | 3.18% | 3.64% | 3.04% | 3.20% | 3.97% | 3.39% | 3.53% | 3.64% |
Expense Ratio
The Portfolio #1 features an expense ratio of 0.12%, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
VGT Vanguard Information Technology ETF | 1.07 | ||||
VGTSX Vanguard Total International Stock Index Fund Investor Shares | 0.90 | ||||
XIU.TO iShares S&P/TSX 60 Index ETF | 0.39 |
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 Portfolio #1. 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 Portfolio #1 is 35.01%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current Portfolio #1 volatility is 3.62%, 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.