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Rob's Portfolio

Last updated Sep 23, 2023

Asset Allocation


AAA 20%FLRT 10%FLBL 10%VCLT 5%IYW 20%IVV 10%SCHD 10%EDIV 5%EEMS 5%XLRE 5%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AAA
AAF First Priority CLO Bond ETF
Corporate Bonds, Actively Managed20%
FLRT
Pacific Global Senior Loan ETF
High Yield Bonds, Actively Managed10%
FLBL
Franklin Liberty Senior Loan ETF
High Yield Bonds, Actively Managed10%
VCLT
Vanguard Long-Term Corporate Bond ETF
Corporate Bonds5%
IYW
iShares U.S. Technology ETF
Technology Equities20%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities10%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend10%
EDIV
SPDR S&P Emerging Markets Dividend ETF
Emerging Markets Equities, Dividend5%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Foreign Small & Mid Cap Equities5%
XLRE
Real Estate Select Sector SPDR Fund
REIT5%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.77%
8.78%
Rob's Portfolio
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AAAVCLTFLRTFLBLEDIVXLRESCHDEEMSIYWIVV
AAA1.000.000.180.070.07-0.02-0.030.02-0.05-0.04
VCLT0.001.000.160.200.150.320.170.220.310.28
FLRT0.180.161.000.380.250.190.210.260.220.25
FLBL0.070.200.381.000.350.360.400.430.440.48
EDIV0.070.150.250.351.000.410.490.770.490.55
XLRE-0.020.320.190.360.411.000.660.480.540.69
SCHD-0.030.170.210.400.490.661.000.550.580.83
EEMS0.020.220.260.430.770.480.551.000.620.66
IYW-0.050.310.220.440.490.540.580.621.000.90
IVV-0.040.280.250.480.550.690.830.660.901.00

Sharpe Ratio

The current Rob's Portfolio Sharpe ratio is 1.43. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.43

The Sharpe ratio of Rob's Portfolio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.43
0.81
Rob's Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Rob's Portfolio granted a 4.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Rob's Portfolio4.05%3.12%2.15%2.13%2.44%2.43%1.88%2.29%2.20%1.62%1.66%1.95%
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.


0.69%
0.00%2.15%
0.49%
0.00%2.15%
0.45%
0.00%2.15%
0.42%
0.00%2.15%
0.25%
0.00%2.15%
0.13%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.01%
-9.93%
Rob's Portfolio
Benchmark (^GSPC)
Portfolio components

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, 2021202Oct 14, 2022196Jul 28, 2023398
-4.11%Oct 13, 202014Oct 30, 20205Nov 6, 202019
-3.22%Aug 1, 202313Aug 17, 2023
-3.17%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-2.96%Sep 16, 20206Sep 23, 202010Oct 7, 202016

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.02%
3.41%
Rob's Portfolio
Benchmark (^GSPC)
Portfolio components