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5 etfs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHG 20%QQQ 20%SMH 20%IMCG 20%FTEC 20%EquityEquity
PositionCategory/SectorWeight
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

20%

IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 5 etfs, 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


200.00%300.00%400.00%500.00%600.00%FebruaryMarchAprilMayJuneJuly
579.83%
214.20%
5 etfs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns By Period

As of Jul 22, 2024, the 5 etfs returned 21.01% Year-To-Date and 19.12% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
5 etfs21.01%-1.50%16.40%31.90%21.81%19.22%
SCHG
Schwab U.S. Large-Cap Growth ETF
21.37%-0.02%17.03%31.96%19.44%16.20%
QQQ
Invesco QQQ
16.39%-0.87%12.55%27.19%20.62%18.28%
SMH
VanEck Vectors Semiconductor ETF
41.90%-6.32%31.28%62.19%35.86%29.51%
IMCG
iShares Morningstar Mid-Cap Growth ETF
6.72%0.72%6.57%10.77%10.53%11.32%
FTEC
Fidelity MSCI Information Technology Index ETF
18.94%-0.74%13.86%29.50%22.24%20.34%

Monthly Returns

The table below presents the monthly returns of 5 etfs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.42%7.72%2.90%-4.96%6.82%6.17%21.01%
202311.23%-0.43%7.61%-1.27%7.85%6.48%3.80%-2.17%-5.92%-2.91%12.37%6.44%49.92%
2022-9.60%-3.40%2.83%-12.69%-0.38%-10.30%13.30%-5.84%-11.05%4.98%8.26%-7.91%-30.43%
20210.46%2.03%0.45%4.81%-0.51%5.94%2.40%3.52%-5.40%7.87%2.72%1.93%28.81%
20201.73%-6.09%-10.33%14.86%7.72%5.77%7.48%8.16%-3.39%-1.87%13.29%5.23%47.29%
20199.63%5.47%3.05%5.92%-8.61%8.49%3.13%-2.07%1.01%3.87%4.82%5.08%46.08%
20187.59%-1.31%-2.30%-1.28%6.09%-0.09%2.42%5.53%-0.52%-9.82%0.87%-8.18%-2.51%
20174.09%3.82%1.98%1.83%4.07%-1.65%3.50%1.94%1.77%5.38%1.51%0.57%32.68%
2016-7.14%-0.13%8.05%-2.44%4.44%-1.25%7.26%1.45%2.22%-2.10%2.41%1.14%13.72%
2015-2.26%7.25%-1.50%0.48%2.99%-3.55%1.44%-5.99%-2.25%8.88%1.04%-1.81%3.78%
2014-2.14%5.33%-0.30%-1.05%3.39%3.82%-0.74%5.00%-1.68%2.32%4.73%-0.75%18.98%
20130.51%2.36%4.00%7.00%

Expense Ratio

5 etfs has an expense ratio of 0.15%, 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.


Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5 etfs is 57, 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.


The Risk-Adjusted Performance Rank of 5 etfs is 5757
5 etfs
The Sharpe Ratio Rank of 5 etfs is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of 5 etfs is 4949Sortino Ratio Rank
The Omega Ratio Rank of 5 etfs is 5353Omega Ratio Rank
The Calmar Ratio Rank of 5 etfs is 6565Calmar Ratio Rank
The Martin Ratio Rank of 5 etfs is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


5 etfs
Sharpe ratio
The chart of Sharpe ratio for 5 etfs, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for 5 etfs, currently valued at 2.29, compared to the broader market-2.000.002.004.006.002.29
Omega ratio
The chart of Omega ratio for 5 etfs, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for 5 etfs, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.001.89
Martin ratio
The chart of Martin ratio for 5 etfs, currently valued at 7.33, compared to the broader market0.0010.0020.0030.0040.007.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHG
Schwab U.S. Large-Cap Growth ETF
1.882.571.331.9510.47
QQQ
Invesco QQQ
1.522.101.261.747.71
SMH
VanEck Vectors Semiconductor ETF
2.012.601.333.8510.03
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.661.031.120.331.80
FTEC
Fidelity MSCI Information Technology Index ETF
1.451.981.252.156.52

Sharpe Ratio

The current 5 etfs Sharpe ratio is 1.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 5 etfs with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.67
1.82
5 etfs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

5 etfs granted a 0.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
5 etfs0.59%0.66%1.11%0.58%0.67%1.78%1.50%1.22%1.14%1.63%1.30%1.15%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.83%0.85%0.91%0.41%0.09%0.29%0.35%0.45%0.52%0.38%0.60%0.36%
FTEC
Fidelity MSCI Information Technology Index ETF
0.66%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.49%
-2.86%
5 etfs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 5 etfs. 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 5 etfs was 36.57%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current 5 etfs drawdown is 5.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.57%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-31.47%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-22.94%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-17.09%May 28, 2015180Feb 11, 2016103Jul 11, 2016283
-12.28%Feb 16, 202115Mar 8, 202127Apr 15, 202142

Volatility

Volatility Chart

The current 5 etfs volatility is 5.51%, 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%6.00%7.00%FebruaryMarchAprilMayJuneJuly
5.51%
2.76%
5 etfs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SMHIMCGSCHGQQQFTEC
SMH1.000.730.790.820.85
IMCG0.731.000.870.820.83
SCHG0.790.871.000.970.95
QQQ0.820.820.971.000.96
FTEC0.850.830.950.961.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2013