MAIN ETF INDEXES
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 20% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 20% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in MAIN ETF INDEXES, 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 23, 2023, the MAIN ETF INDEXES returned 26.64% Year-To-Date and 16.50% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.61% | 12.52% | 16.97% | 8.29% | 9.86% |
| MAIN ETF INDEXES | -2.34% | 12.04% | 26.64% | 31.11% | 15.53% | 16.53% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -1.54% | 16.25% | 35.00% | 30.79% | 15.06% | 17.39% |
XLK Technology Select Sector SPDR Fund | -2.34% | 14.00% | 32.97% | 34.11% | 18.46% | 19.40% |
SMH VanEck Vectors Semiconductor ETF | -4.78% | 12.82% | 39.90% | 50.99% | 25.71% | 25.33% |
URTH iShares MSCI World ETF | -1.25% | 7.36% | 11.98% | 20.37% | 7.61% | 8.32% |
SPY SPDR S&P 500 ETF | -1.83% | 9.35% | 13.80% | 18.82% | 10.09% | 11.86% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| URTH | SMH | SPY | QQQ | XLK | |
|---|---|---|---|---|---|
| URTH | 1.00 | 0.66 | 0.84 | 0.76 | 0.75 |
| SMH | 0.66 | 1.00 | 0.76 | 0.81 | 0.83 |
| SPY | 0.84 | 0.76 | 1.00 | 0.90 | 0.89 |
| QQQ | 0.76 | 0.81 | 0.90 | 1.00 | 0.96 |
| XLK | 0.75 | 0.83 | 0.89 | 0.96 | 1.00 |
Dividend yield
MAIN ETF INDEXES granted a 1.26% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAIN ETF INDEXES | 1.26% | 1.52% | 0.98% | 1.22% | 2.48% | 2.30% | 1.94% | 1.92% | 2.66% | 2.26% | 2.10% | 3.86% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
XLK Technology Select Sector SPDR Fund | 0.85% | 1.04% | 0.66% | 0.94% | 1.20% | 1.68% | 1.46% | 1.89% | 1.97% | 1.96% | 1.95% | 2.03% |
SMH VanEck Vectors Semiconductor ETF | 1.69% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
URTH iShares MSCI World ETF | 1.65% | 1.70% | 1.54% | 1.59% | 2.29% | 2.50% | 2.09% | 2.42% | 2.71% | 2.73% | 1.26% | 3.29% |
SPY SPDR S&P 500 ETF | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
Expense Ratio
The MAIN ETF INDEXES 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.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.18 | ||||
XLK Technology Select Sector SPDR Fund | 1.26 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.34 | ||||
URTH iShares MSCI World ETF | 0.99 | ||||
SPY SPDR S&P 500 ETF | 0.91 |
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 MAIN ETF INDEXES. 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 MAIN ETF INDEXES is 33.10%, recorded on Oct 14, 2022. It took 188 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.1% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -31.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -21.19% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -14.57% | May 28, 2015 | 180 | Feb 11, 2016 | 77 | Jun 2, 2016 | 257 |
| -11.31% | Mar 28, 2012 | 46 | Jun 1, 2012 | 68 | Sep 7, 2012 | 114 |
Volatility Chart
The current MAIN ETF INDEXES volatility is 4.29%, 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.