Mid
20%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 35% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 11, 2025, the Mid returned -9.33% Year-To-Date and 20.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Mid | -9.33% | 11.89% | -11.46% | 8.10% | 21.07% | 20.13% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | -25.26% | 27.81% | -28.29% | 1.00% | 26.28% | 29.84% |
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
VGT Vanguard Information Technology ETF | -8.02% | 12.05% | -8.30% | 11.24% | 18.63% | 19.33% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
Monthly Returns
The table below presents the monthly returns of Mid, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.65% | -2.71% | -9.28% | -2.14% | 3.26% | -9.33% | |||||||
| 2024 | 1.91% | 6.32% | 2.74% | -6.74% | 7.96% | 7.49% | -0.46% | 1.57% | 2.66% | -1.29% | 7.75% | -1.95% | 30.41% |
| 2023 | 11.88% | -1.83% | 10.48% | 0.13% | 6.97% | 8.81% | 4.80% | -2.81% | -7.55% | -3.50% | 14.79% | 7.63% | 58.76% |
| 2022 | -9.68% | -5.22% | 4.34% | -14.48% | -1.02% | -11.34% | 15.42% | -7.35% | -14.36% | 8.56% | 7.08% | -10.17% | -35.88% |
| 2021 | -0.78% | 2.14% | 3.80% | 7.25% | -0.73% | 7.10% | 3.59% | 4.99% | -7.53% | 10.42% | 1.72% | 3.75% | 40.57% |
| 2020 | 2.61% | -10.10% | -16.35% | 19.92% | 8.95% | 7.00% | 9.17% | 14.55% | -8.07% | -4.14% | 16.42% | 6.72% | 47.70% |
| 2019 | 11.41% | 6.01% | 4.67% | 7.24% | -11.35% | 10.71% | 3.17% | -3.03% | 2.11% | 4.65% | 6.02% | 5.11% | 54.98% |
| 2018 | 10.44% | -3.34% | -5.20% | -0.23% | 6.91% | 0.58% | 4.23% | 8.00% | 0.09% | -11.17% | 0.20% | -11.30% | -3.42% |
| 2017 | 4.96% | 6.22% | 2.14% | 2.74% | 4.63% | -2.55% | 4.80% | 2.23% | 1.05% | 6.67% | 3.12% | 1.02% | 43.48% |
| 2016 | -7.90% | -1.26% | 9.75% | -3.49% | 4.99% | -1.68% | 8.70% | 1.46% | 2.19% | -1.88% | 1.99% | 1.94% | 14.32% |
| 2015 | -3.95% | 9.75% | -3.27% | 1.87% | 2.57% | -4.11% | 4.17% | -9.19% | -2.67% | 15.18% | 0.87% | -2.82% | 6.22% |
| 2014 | -3.87% | 6.67% | -1.25% | -0.17% | 4.72% | 3.87% | 0.11% | 6.35% | -1.47% | 2.98% | 5.97% | -2.35% | 22.91% |
Expense Ratio
Mid has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Mid is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.02 | 0.56 | 1.08 | 0.04 | 0.09 |
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
VGT Vanguard Information Technology ETF | 0.39 | 0.73 | 1.10 | 0.43 | 1.39 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
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Dividends
Dividend yield
Mid provided a 1.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.67% | 1.50% | 1.54% | 1.53% | 1.09% | 1.31% | 1.47% | 1.60% | 1.32% | 1.54% | 1.57% | 1.39% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.67% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VGT Vanguard Information Technology ETF | 0.56% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Mid. 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 Mid was 41.71%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Mid drawdown is 14.67%.
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 | 296 | Dec 19, 2023 | 498 |
| -29.44% | Dec 17, 2024 | 76 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SCHD | VGT | TQQQ | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.89 | 0.90 | 1.00 | 0.95 |
| SCHD | 0.85 | 1.00 | 0.66 | 0.66 | 0.85 | 0.75 |
| VGT | 0.89 | 0.66 | 1.00 | 0.96 | 0.89 | 0.98 |
| TQQQ | 0.90 | 0.66 | 0.96 | 1.00 | 0.90 | 0.98 |
| VOO | 1.00 | 0.85 | 0.89 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.75 | 0.98 | 0.98 | 0.95 | 1.00 |