Aggressive
30%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
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% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 31, 2024, the Aggressive returned 23.62% Year-To-Date and 24.02% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| Aggressive | 23.62% | 8.84% | 13.68% | 37.87% | 27.04% | 24.05% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 36.33% | 16.80% | 17.07% | 64.74% | 34.51% | 34.38% |
VGT Vanguard Information Technology ETF | 19.03% | 7.47% | 11.72% | 29.47% | 22.43% | 20.32% |
VOO Vanguard S&P 500 ETF | 19.40% | 5.74% | 11.89% | 26.76% | 15.54% | 12.96% |
SCHD Schwab US Dividend Equity ETF | 13.08% | 4.62% | 10.20% | 17.53% | 13.20% | 11.57% |
Monthly Returns
The table below presents the monthly returns of Aggressive, 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 | 2.11% | 7.30% | 2.74% | -7.68% | 9.09% | 8.79% | -1.19% | 23.62% | |||||
| 2023 | 14.32% | -2.10% | 12.81% | 0.06% | 8.86% | 10.09% | 5.55% | -3.27% | -8.59% | -4.10% | 16.98% | 8.85% | 72.56% |
| 2022 | -11.57% | -6.21% | 4.88% | -17.12% | -1.69% | -12.79% | 18.15% | -8.65% | -16.47% | 8.63% | 7.77% | -12.12% | -42.67% |
| 2021 | -0.74% | 1.79% | 3.78% | 8.55% | -1.21% | 8.66% | 4.13% | 5.96% | -8.77% | 12.11% | 2.17% | 3.56% | 45.89% |
| 2020 | 3.25% | -11.14% | -19.03% | 23.20% | 10.33% | 8.51% | 10.84% | 17.40% | -9.82% | -4.83% | 18.62% | 7.80% | 56.47% |
| 2019 | 13.32% | 6.37% | 5.53% | 8.39% | -13.09% | 12.16% | 3.54% | -3.63% | 2.14% | 5.60% | 6.83% | 5.97% | 63.76% |
| 2018 | 12.54% | -3.80% | -6.32% | -0.29% | 8.16% | 0.80% | 4.68% | 9.19% | -0.13% | -13.06% | -0.07% | -12.83% | -4.68% |
| 2017 | 6.21% | 7.16% | 2.63% | 3.38% | 5.51% | -3.31% | 5.74% | 2.57% | 0.78% | 7.56% | 3.47% | 1.08% | 51.50% |
| 2016 | -9.45% | -1.74% | 10.86% | -4.23% | 5.88% | -2.36% | 10.41% | 1.65% | 2.68% | -2.23% | 1.89% | 2.03% | 14.39% |
| 2015 | -4.32% | 11.28% | -3.83% | 2.26% | 3.02% | -4.59% | 5.29% | -10.81% | -3.23% | 18.02% | 0.93% | -3.19% | 7.86% |
| 2014 | -4.21% | 7.73% | -2.16% | -0.37% | 5.77% | 4.58% | 0.46% | 7.51% | -1.63% | 3.43% | 7.04% | -3.05% | 26.87% |
| 2013 | 5.13% | 1.02% | 5.18% | 3.26% | 5.31% | -4.00% | 9.68% | -1.95% | 7.23% | 7.39% | 5.42% | 5.04% | 59.93% |
Expense Ratio
Aggressive features an expense ratio of 0.33%, 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 rank of Aggressive is 31, 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.
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 | |
|---|---|---|---|---|---|
TQQQ ProShares UltraPro QQQ | 1.28 | 1.79 | 1.23 | 1.02 | 5.74 |
VGT Vanguard Information Technology ETF | 1.52 | 2.06 | 1.27 | 2.01 | 6.89 |
VOO Vanguard S&P 500 ETF | 2.17 | 2.96 | 1.39 | 2.31 | 10.21 |
SCHD Schwab US Dividend Equity ETF | 1.51 | 2.21 | 1.26 | 1.34 | 5.67 |
Dividends
Dividend yield
Aggressive granted a 1.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Aggressive | 1.49% | 1.56% | 1.46% | 1.00% | 1.19% | 1.32% | 1.45% | 1.18% | 1.37% | 1.40% | 1.24% | 1.18% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.25% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 Aggressive. 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 Aggressive was 46.84%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Aggressive drawdown is 6.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.84% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -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
Volatility Chart
The current Aggressive volatility is 9.88%, 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
| SCHD | VGT | TQQQ | VOO | |
|---|---|---|---|---|
| SCHD | 1.00 | 0.68 | 0.67 | 0.86 |
| VGT | 0.68 | 1.00 | 0.96 | 0.89 |
| TQQQ | 0.67 | 0.96 | 1.00 | 0.90 |
| VOO | 0.86 | 0.89 | 0.90 | 1.00 |