Mid
20%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 35% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 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 Mid, 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 Mid returned 36.86% Year-To-Date and 21.02% 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% |
| Mid | -0.18% | 18.93% | 36.86% | 31.93% | 17.62% | 21.06% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -0.28% | 48.68% | 120.94% | 65.33% | 17.64% | 35.39% |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
VGT Vanguard Information Technology ETF | -0.98% | 13.58% | 32.29% | 29.37% | 17.10% | 19.26% |
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
Mid granted a 1.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mid | 1.63% | 1.56% | 1.14% | 1.39% | 1.59% | 1.77% | 1.49% | 1.77% | 1.85% | 1.67% | 1.63% | 1.93% |
| 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% |
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% |
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% |
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 Mid has a high expense ratio of 0.24%, 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 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
VGT Vanguard Information Technology ETF | 1.07 | ||||
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 Mid. 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 Mid is 41.71%, recorded on Mar 23, 2020. It took 74 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -40.77% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -27.84% | Oct 4, 2018 | 56 | Dec 24, 2018 | 70 | Apr 5, 2019 | 126 |
| -19.2% | Dec 2, 2015 | 49 | Feb 11, 2016 | 106 | Jul 14, 2016 | 155 |
| -18.28% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility Chart
The current Mid volatility is 6.20%, 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.