Low
15%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 25, 2024, the Low returned 16.20% Year-To-Date and 19.98% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Low | 16.20% | -0.79% | 11.77% | 24.93% | 21.27% | 19.98% |
| Portfolio components: | ||||||
TQQQ ProShares UltraPro QQQ | 30.05% | -8.60% | 17.08% | 52.01% | 31.05% | 34.95% |
VOO Vanguard S&P 500 ETF | 14.62% | -0.27% | 12.26% | 20.57% | 14.27% | 12.68% |
VGT Vanguard Information Technology ETF | 16.19% | -1.08% | 10.81% | 24.47% | 21.34% | 20.29% |
SCHD Schwab US Dividend Equity ETF | 7.96% | 2.96% | 7.58% | 11.22% | 11.83% | 11.14% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.72% | 5.68% | 2.85% | -6.25% | 7.18% | 6.57% | 16.20% | ||||||
| 2023 | 10.36% | -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% |
| 2020 | 2.12% | -9.65% | -15.08% | 18.24% | 8.10% | 5.98% | 8.30% | 12.89% | -7.06% | -3.61% | 15.40% | 6.08% | 42.32% |
| 2019 | 10.36% | 5.77% | 4.15% | 6.56% | -10.47% | 9.96% | 2.95% | -2.70% | 2.20% | 4.09% | 5.53% | 4.62% | 50.02% |
| 2018 | 9.29% | -3.29% | -4.61% | -0.27% | 6.14% | 0.50% | 4.08% | 7.21% | 0.24% | -10.14% | 0.49% | -10.53% | -3.07% |
| 2017 | 4.15% | 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% | 4.44% | -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% |
| 2013 | 4.62% | 1.13% | 4.39% | 2.50% | 4.07% | -3.00% | 7.42% | -2.05% | 5.35% | 5.85% | 4.27% | 4.11% | 45.55% |
Expense Ratio
Low has an expense ratio of 0.20%, which is considered low compared to other funds. 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 Low is 45, 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 | 1.14 | 1.64 | 1.21 | 0.85 | 5.21 |
VOO Vanguard S&P 500 ETF | 1.82 | 2.53 | 1.32 | 1.80 | 7.20 |
VGT Vanguard Information Technology ETF | 1.38 | 1.89 | 1.24 | 1.98 | 6.09 |
SCHD Schwab US Dividend Equity ETF | 0.99 | 1.50 | 1.17 | 0.84 | 3.09 |
Dividends
Dividend yield
Low granted a 1.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Low | 1.64% | 1.65% | 1.67% | 1.23% | 1.46% | 1.61% | 1.75% | 1.45% | 1.68% | 1.72% | 1.52% | 1.44% |
| Portfolio components: | ||||||||||||
TQQQ ProShares UltraPro QQQ | 1.31% | 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 | 1.33% | 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 | 0.66% | 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 | 3.51% | 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.
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.
The current Low drawdown is 6.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.57% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -36.86% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -25.79% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -17.39% | Dec 2, 2015 | 49 | Feb 11, 2016 | 104 | Jul 12, 2016 | 153 |
| -16.88% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility
Volatility Chart
The current Low volatility is 5.96%, 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 | 0.68 | 0.87 |
| VGT | 0.68 | 1.00 | 0.96 | 0.89 |
| TQQQ | 0.68 | 0.96 | 1.00 | 0.90 |
| VOO | 0.87 | 0.89 | 0.90 | 1.00 |