Aggressive
30%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 30% |
VGT Vanguard Information Technology ETF | Technology Equities | 30% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Aggressive, 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 Aggressive returned 45.82% Year-To-Date and 23.64% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Aggressive | -0.17% | 22.58% | 45.82% | 36.82% | 19.13% | 23.69% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -0.28% | 48.68% | 120.94% | 65.33% | 17.64% | 35.39% |
VGT Vanguard Information Technology ETF | -0.98% | 13.58% | 32.29% | 29.37% | 17.10% | 19.26% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | TQQQ | VGT | VOO | |
|---|---|---|---|---|
| SCHD | 1.00 | 0.69 | 0.70 | 0.88 |
| TQQQ | 0.69 | 1.00 | 0.96 | 0.90 |
| VGT | 0.70 | 0.96 | 1.00 | 0.89 |
| VOO | 0.88 | 0.90 | 0.89 | 1.00 |
Dividend yield
Aggressive granted a 1.66% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Aggressive | 1.66% | 1.48% | 1.04% | 1.27% | 1.44% | 1.60% | 1.34% | 1.59% | 1.66% | 1.51% | 1.46% | 1.73% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.36% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.73% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The Aggressive 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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 0.77 | ||||
VGT Vanguard Information Technology ETF | 1.07 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 |
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 Aggressive. 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 Aggressive is 46.84%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.84% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -45.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -31.42% | Oct 4, 2018 | 56 | Dec 24, 2018 | 71 | Apr 8, 2019 | 127 |
| -22.13% | Dec 2, 2015 | 49 | Feb 11, 2016 | 110 | Jul 20, 2016 | 159 |
| -20.9% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility Chart
The current Aggressive volatility is 7.26%, 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.