5 etfs
Asset Allocation
Performance
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
Returns
As of Sep 21, 2023, the 5 etfs returned 30.71% Year-To-Date and 17.43% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.76% |
| 5 etfs | -1.16% | 14.97% | 30.71% | 26.65% | 16.24% | 17.43% |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.35% | 19.07% | 33.91% | 23.91% | 13.52% | 14.41% |
QQQ Invesco QQQ | 0.32% | 19.42% | 37.50% | 27.11% | 15.58% | 17.29% |
SMH VanEck Vectors Semiconductor ETF | -4.91% | 13.99% | 41.55% | 45.18% | 25.53% | 25.61% |
IMCG iShares Morningstar Mid-Cap Growth ETF | -0.88% | 6.86% | 8.88% | 9.33% | 8.86% | 10.56% |
FTEC Fidelity MSCI Information Technology Index ETF | -0.67% | 15.50% | 32.58% | 27.72% | 17.08% | 18.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SMH | IMCG | QQQ | SCHG | FTEC | |
|---|---|---|---|---|---|
| SMH | 1.00 | 0.74 | 0.82 | 0.78 | 0.85 |
| IMCG | 0.74 | 1.00 | 0.83 | 0.88 | 0.84 |
| QQQ | 0.82 | 0.83 | 1.00 | 0.96 | 0.96 |
| SCHG | 0.78 | 0.88 | 0.96 | 1.00 | 0.95 |
| FTEC | 0.85 | 0.84 | 0.96 | 0.95 | 1.00 |
Dividend yield
5 etfs granted a 0.89% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 etfs | 0.89% | 1.11% | 0.59% | 0.69% | 1.85% | 1.61% | 1.34% | 1.25% | 1.86% | 1.49% | 1.38% | 2.73% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.57% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
SMH VanEck Vectors Semiconductor ETF | 1.67% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.91% | 0.91% | 0.42% | 0.09% | 0.30% | 0.36% | 0.46% | 0.54% | 0.39% | 0.62% | 0.38% | 0.84% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.73% | 0.93% | 0.64% | 0.84% | 1.07% | 1.25% | 1.02% | 1.34% | 1.37% | 1.20% | 0.20% | 0.00% |
Expense Ratio
The 5 etfs features an expense ratio of 0.15%, 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.03 | ||||
QQQ Invesco QQQ | 1.14 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.29 | ||||
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.36 | ||||
FTEC Fidelity MSCI Information Technology Index ETF | 1.08 |
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 5 etfs. 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 5 etfs is 36.57%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.57% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -31.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.94% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -17.09% | May 28, 2015 | 180 | Feb 11, 2016 | 103 | Jul 11, 2016 | 283 |
| -12.28% | Feb 16, 2021 | 15 | Mar 8, 2021 | 27 | Apr 15, 2021 | 42 |
Volatility Chart
The current 5 etfs volatility is 4.97%, 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.