Rob's Portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 9, 2020, corresponding to the inception date of AAA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Rob's Portfolio | 11.53% | 1.30% | 7.33% | 19.50% | N/A | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 19.28% | 1.57% | 9.59% | 28.32% | 15.25% | 12.90% |
SCHD Schwab US Dividend Equity ETF | 12.50% | 2.60% | 8.31% | 18.58% | 12.72% | 11.41% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 16.07% | 2.97% | 11.36% | 25.78% | 8.00% | 3.70% |
FLRT Pacific Global Senior Loan ETF | 6.67% | 0.93% | 4.12% | 10.49% | 5.17% | N/A |
AAA AAF First Priority CLO Bond ETF | 4.60% | 0.54% | 2.82% | 7.46% | N/A | N/A |
FLBL Franklin Liberty Senior Loan ETF | 5.67% | 0.89% | 3.41% | 9.06% | 5.01% | N/A |
IYW iShares U.S. Technology ETF | 19.17% | -1.26% | 9.05% | 35.26% | 23.70% | 19.99% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 7.79% | 1.91% | 6.75% | 14.06% | 10.65% | 4.69% |
VCLT Vanguard Long-Term Corporate Bond ETF | 6.01% | 3.52% | 9.32% | 16.09% | 0.11% | 3.38% |
XLRE Real Estate Select Sector SPDR Fund | 14.24% | 7.50% | 17.25% | 27.84% | 6.15% | N/A |
Monthly Returns
The table below presents the monthly returns of Rob's Portfolio, 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 | 0.59% | 2.32% | 1.79% | -2.24% | 3.21% | 2.63% | 0.96% | 1.59% | 11.53% | ||||
| 2023 | 5.53% | -1.26% | 3.33% | 0.68% | 1.61% | 3.98% | 2.94% | -0.79% | -2.55% | -1.44% | 6.72% | 3.87% | 24.51% |
| 2022 | -3.11% | -2.30% | 1.22% | -4.96% | -1.19% | -5.21% | 4.89% | -2.16% | -6.93% | 2.90% | 5.16% | -3.04% | -14.51% |
| 2021 | 0.06% | 1.80% | 1.96% | 2.86% | 0.61% | 2.21% | 1.27% | 1.93% | -2.68% | 3.47% | 0.02% | 2.50% | 17.07% |
| 2020 | -0.58% | -1.09% | 7.02% | 2.70% | 8.08% |
Expense Ratio
Rob's Portfolio features an expense ratio of 0.32%, 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Rob's Portfolio is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.26 | 3.04 | 1.41 | 2.46 | 12.10 |
SCHD Schwab US Dividend Equity ETF | 1.57 | 2.30 | 1.27 | 1.40 | 6.85 |
EDIV SPDR S&P Emerging Markets Dividend ETF | 2.10 | 2.98 | 1.38 | 3.14 | 12.01 |
FLRT Pacific Global Senior Loan ETF | 6.86 | 11.82 | 3.21 | 15.65 | 60.39 |
AAA AAF First Priority CLO Bond ETF | 3.84 | 6.30 | 1.89 | 15.85 | 72.49 |
FLBL Franklin Liberty Senior Loan ETF | 4.34 | 6.58 | 2.09 | 9.43 | 40.99 |
IYW iShares U.S. Technology ETF | 1.69 | 2.22 | 1.29 | 2.22 | 7.81 |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.04 | 1.45 | 1.19 | 0.97 | 5.32 |
VCLT Vanguard Long-Term Corporate Bond ETF | 1.35 | 1.95 | 1.23 | 0.51 | 4.29 |
XLRE Real Estate Select Sector SPDR Fund | 1.45 | 2.10 | 1.26 | 0.78 | 5.52 |
Dividends
Dividend yield
Rob's Portfolio granted a 4.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rob's Portfolio | 4.01% | 4.22% | 3.00% | 2.00% | 1.92% | 2.13% | 2.07% | 1.56% | 1.85% | 1.74% | 1.26% | 1.24% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 1.85% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% | 4.84% | 5.13% |
FLRT Pacific Global Senior Loan ETF | 8.30% | 8.40% | 5.81% | 3.16% | 3.52% | 4.30% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% | 0.00% |
AAA AAF First Priority CLO Bond ETF | 6.33% | 6.11% | 2.78% | 1.05% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 8.20% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.33% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.38% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.68% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
XLRE Real Estate Select Sector SPDR Fund | 2.38% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
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 Rob's Portfolio. 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 Rob's Portfolio was 19.56%, occurring on Oct 14, 2022. Recovery took 196 trading sessions.
The current Rob's Portfolio drawdown is 0.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.56% | Dec 28, 2021 | 202 | Oct 14, 2022 | 196 | Jul 28, 2023 | 398 |
| -5.51% | Aug 1, 2023 | 63 | Oct 27, 2023 | 12 | Nov 14, 2023 | 75 |
| -4.84% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -4.11% | Oct 13, 2020 | 14 | Oct 30, 2020 | 5 | Nov 6, 2020 | 19 |
| -3.3% | Apr 1, 2024 | 15 | Apr 19, 2024 | 16 | May 13, 2024 | 31 |
Volatility
Volatility Chart
The current Rob's Portfolio volatility is 2.37%, 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
| AAA | VCLT | FLRT | FLBL | EDIV | XLRE | SCHD | IYW | EEMS | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|
| AAA | 1.00 | -0.00 | 0.13 | 0.04 | 0.04 | -0.02 | -0.03 | -0.03 | 0.02 | -0.03 |
| VCLT | -0.00 | 1.00 | 0.18 | 0.20 | 0.18 | 0.37 | 0.20 | 0.29 | 0.24 | 0.29 |
| FLRT | 0.13 | 0.18 | 1.00 | 0.36 | 0.24 | 0.22 | 0.24 | 0.22 | 0.27 | 0.27 |
| FLBL | 0.04 | 0.20 | 0.36 | 1.00 | 0.35 | 0.35 | 0.40 | 0.42 | 0.42 | 0.47 |
| EDIV | 0.04 | 0.18 | 0.24 | 0.35 | 1.00 | 0.39 | 0.48 | 0.47 | 0.77 | 0.54 |
| XLRE | -0.02 | 0.37 | 0.22 | 0.35 | 0.39 | 1.00 | 0.67 | 0.49 | 0.46 | 0.66 |
| SCHD | -0.03 | 0.20 | 0.24 | 0.40 | 0.48 | 0.67 | 1.00 | 0.53 | 0.54 | 0.79 |
| IYW | -0.03 | 0.29 | 0.22 | 0.42 | 0.47 | 0.49 | 0.53 | 1.00 | 0.61 | 0.90 |
| EEMS | 0.02 | 0.24 | 0.27 | 0.42 | 0.77 | 0.46 | 0.54 | 0.61 | 1.00 | 0.66 |
| IVV | -0.03 | 0.29 | 0.27 | 0.47 | 0.54 | 0.66 | 0.79 | 0.90 | 0.66 | 1.00 |