Rob's Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Rob's Portfolio, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.23% | N/A |
| Rob's Portfolio | -0.64% | 8.69% | 14.34% | 17.15% | 7.26% | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | -1.83% | 9.42% | 13.86% | 18.90% | 9.92% | N/A |
SCHD Schwab US Dividend Equity ETF | -1.92% | 2.05% | -3.10% | 8.53% | 11.91% | N/A |
EDIV SPDR S&P Emerging Markets Dividend ETF | 2.88% | 21.88% | 31.10% | 36.35% | 11.21% | N/A |
FLRT Pacific Global Senior Loan ETF | 1.04% | 8.44% | 10.67% | 12.81% | 4.49% | N/A |
AAA AAF First Priority CLO Bond ETF | 0.81% | 4.64% | 6.28% | 8.41% | 2.47% | N/A |
FLBL Franklin Liberty Senior Loan ETF | -0.25% | 6.97% | 10.08% | 11.08% | 4.67% | N/A |
IYW iShares U.S. Technology ETF | -1.81% | 17.72% | 41.04% | 38.31% | 12.20% | N/A |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | -0.53% | 11.40% | 14.07% | 19.22% | 9.53% | N/A |
VCLT Vanguard Long-Term Corporate Bond ETF | -1.22% | -3.43% | 0.45% | 1.56% | -8.36% | N/A |
XLRE Real Estate Select Sector SPDR Fund | -4.40% | -0.57% | -4.04% | -4.32% | 2.09% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAA | VCLT | FLRT | FLBL | EDIV | XLRE | SCHD | EEMS | IYW | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|
| AAA | 1.00 | 0.00 | 0.18 | 0.07 | 0.07 | -0.02 | -0.03 | 0.02 | -0.05 | -0.04 |
| VCLT | 0.00 | 1.00 | 0.16 | 0.20 | 0.15 | 0.32 | 0.17 | 0.22 | 0.31 | 0.28 |
| FLRT | 0.18 | 0.16 | 1.00 | 0.38 | 0.25 | 0.19 | 0.21 | 0.26 | 0.22 | 0.25 |
| FLBL | 0.07 | 0.20 | 0.38 | 1.00 | 0.35 | 0.36 | 0.40 | 0.43 | 0.44 | 0.48 |
| EDIV | 0.07 | 0.15 | 0.25 | 0.35 | 1.00 | 0.41 | 0.49 | 0.77 | 0.49 | 0.55 |
| XLRE | -0.02 | 0.32 | 0.19 | 0.36 | 0.41 | 1.00 | 0.66 | 0.48 | 0.54 | 0.69 |
| SCHD | -0.03 | 0.17 | 0.21 | 0.40 | 0.49 | 0.66 | 1.00 | 0.55 | 0.58 | 0.83 |
| EEMS | 0.02 | 0.22 | 0.26 | 0.43 | 0.77 | 0.48 | 0.55 | 1.00 | 0.62 | 0.66 |
| IYW | -0.05 | 0.31 | 0.22 | 0.44 | 0.49 | 0.54 | 0.58 | 0.62 | 1.00 | 0.90 |
| IVV | -0.04 | 0.28 | 0.25 | 0.48 | 0.55 | 0.69 | 0.83 | 0.66 | 0.90 | 1.00 |
Dividend yield
Rob's Portfolio granted a 4.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rob's Portfolio | 4.05% | 3.12% | 2.15% | 2.13% | 2.44% | 2.43% | 1.88% | 2.29% | 2.20% | 1.62% | 1.66% | 1.95% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.52% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.65% | 5.17% | 4.21% | 4.02% | 4.54% | 4.20% | 3.81% | 6.49% | 7.37% | 6.98% | 7.71% | 8.47% |
FLRT Pacific Global Senior Loan ETF | 8.06% | 6.17% | 3.55% | 4.08% | 5.18% | 4.97% | 4.18% | 4.55% | 4.31% | 0.00% | 0.00% | 0.00% |
AAA AAF First Priority CLO Bond ETF | 5.51% | 2.89% | 1.12% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 8.04% | 5.82% | 3.97% | 3.71% | 4.72% | 2.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.41% | 0.51% | 0.31% | 0.56% | 0.73% | 0.94% | 0.85% | 1.19% | 1.18% | 1.21% | 1.15% | 1.03% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.33% | 0.90% | 3.61% | 2.25% | 2.85% | 3.39% | 2.82% | 2.94% | 2.79% | 3.27% | 2.70% | 6.14% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.90% | 4.58% | 3.30% | 3.50% | 4.37% | 5.43% | 4.99% | 5.63% | 6.34% | 6.08% | 7.16% | 7.11% |
XLRE Real Estate Select Sector SPDR Fund | 3.84% | 3.79% | 2.77% | 3.44% | 3.46% | 4.41% | 3.93% | 5.28% | 1.42% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Rob's Portfolio has a high expense ratio of 0.33%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.92 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
EDIV SPDR S&P Emerging Markets Dividend ETF | 2.15 | ||||
FLRT Pacific Global Senior Loan ETF | 5.41 | ||||
AAA AAF First Priority CLO Bond ETF | 5.82 | ||||
FLBL Franklin Liberty Senior Loan ETF | 1.90 | ||||
IYW iShares U.S. Technology ETF | 1.32 | ||||
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.13 | ||||
VCLT Vanguard Long-Term Corporate Bond ETF | -0.03 | ||||
XLRE Real Estate Select Sector SPDR Fund | -0.28 |
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 Rob's Portfolio. 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 Rob's Portfolio is 19.56%, recorded on Oct 14, 2022. It took 196 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.56% | Dec 28, 2021 | 202 | Oct 14, 2022 | 196 | Jul 28, 2023 | 398 |
| -4.11% | Oct 13, 2020 | 14 | Oct 30, 2020 | 5 | Nov 6, 2020 | 19 |
| -3.22% | Aug 1, 2023 | 13 | Aug 17, 2023 | — | — | — |
| -3.17% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
| -2.96% | Sep 16, 2020 | 6 | Sep 23, 2020 | 10 | Oct 7, 2020 | 16 |
Volatility Chart
The current Rob's Portfolio volatility is 2.02%, 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.