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Low
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGT 35%VOO 25%SCHD 25%TQQQ 15%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

TQQQ
ProShares UltraPro QQQ
Leveraged Equities, Leveraged

15%

VGT
Vanguard Information Technology ETF
Technology Equities

35%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Low, 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


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
19.21%
15.09%
Low
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Jun 15, 2024, the Low returned 17.62% Year-To-Date and 20.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
Low17.62%4.89%19.21%30.52%23.60%20.64%
TQQQ
ProShares UltraPro QQQ
46.82%16.86%51.84%80.92%39.54%38.50%
VOO
Vanguard S&P 500 ETF
14.60%2.48%16.06%24.54%15.34%12.90%
VGT
Vanguard Information Technology ETF
20.00%8.07%20.64%31.69%24.20%21.08%
SCHD
Schwab US Dividend Equity ETF
1.65%-4.19%2.57%8.53%11.60%10.65%

Monthly Returns

The table below presents the monthly returns of Low, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.72%5.68%2.85%-6.25%7.20%17.62%
202310.36%-1.81%8.94%0.09%5.60%8.11%4.48%-2.55%-6.95%-3.29%13.46%7.09%50.15%
2022-8.54%-4.65%4.05%-12.84%-0.45%-10.60%13.69%-6.58%-13.15%8.70%6.81%-9.01%-31.40%
2021-0.80%2.51%4.14%6.44%-0.31%6.03%3.20%4.45%-6.83%9.41%1.33%4.02%38.01%
20202.12%-9.65%-15.08%18.24%8.10%5.98%8.30%12.89%-7.06%-3.61%15.40%6.08%42.32%
201910.36%5.77%4.15%6.56%-10.47%9.96%2.95%-2.70%2.20%4.09%5.53%4.62%50.02%
20189.29%-3.29%-4.61%-0.27%6.14%0.50%4.08%7.21%0.24%-10.14%0.49%-10.53%-3.07%
20174.15%5.69%1.84%2.35%4.13%-2.12%4.26%1.96%1.26%6.16%3.04%1.05%39.13%
2016-6.97%-0.95%9.13%-3.02%4.45%-1.15%7.71%1.28%1.90%-1.72%2.09%1.92%14.44%
2015-3.76%8.90%-3.00%1.65%2.28%-3.88%3.53%-8.33%-2.34%13.71%0.82%-2.57%5.19%
2014-3.77%6.10%-0.71%0.02%4.11%3.45%-0.13%5.73%-1.34%2.75%5.39%-1.99%20.74%
20134.62%1.13%4.39%2.50%4.07%-3.00%7.42%-2.05%5.36%5.85%4.27%4.11%45.55%

Expense Ratio

Low has a high expense ratio of 0.20%, 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.


Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Low is 54, 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.


The Risk-Adjusted Performance Rank of Low is 5454
Low
The Sharpe Ratio Rank of Low is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of Low is 5050Sortino Ratio Rank
The Omega Ratio Rank of Low is 5050Omega Ratio Rank
The Calmar Ratio Rank of Low is 5858Calmar Ratio Rank
The Martin Ratio Rank of Low is 5858Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Low
Sharpe ratio
The chart of Sharpe ratio for Low, currently valued at 1.85, compared to the broader market0.002.004.001.85
Sortino ratio
The chart of Sortino ratio for Low, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for Low, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Low, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.001.81
Martin ratio
The chart of Martin ratio for Low, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.007.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TQQQ
ProShares UltraPro QQQ
1.862.351.291.357.78
VOO
Vanguard S&P 500 ETF
2.303.261.402.259.00
VGT
Vanguard Information Technology ETF
1.862.541.312.567.24
SCHD
Schwab US Dividend Equity ETF
0.901.351.160.752.83

Sharpe Ratio

The current Low Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.32, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Low with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.85
2.14
Low
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Low granted a 1.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Low1.55%1.65%1.67%1.23%1.46%1.61%1.75%1.45%1.68%1.72%1.52%1.44%
TQQQ
ProShares UltraPro QQQ
0.95%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
SCHD
Schwab US Dividend Equity ETF
3.48%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.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune0
-0.04%
Low
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Low. 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 Low was 39.57%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.57%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-36.86%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-25.79%Oct 4, 201856Dec 24, 201868Apr 3, 2019124
-17.39%Dec 2, 201549Feb 11, 2016104Jul 12, 2016153
-16.88%Jul 21, 201526Aug 25, 201545Oct 28, 201571

Volatility

Volatility Chart

The current Low volatility is 3.56%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.56%
2.26%
Low
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDVGTTQQQVOO
SCHD1.000.690.680.87
VGT0.691.000.960.89
TQQQ0.680.961.000.90
VOO0.870.890.901.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011