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Francesco antonio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 30%SPHY 8%BKLN 2%IVV 25%SCHD 20%DNL 10%VXUS 5%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market
30%
BKLN
Invesco Senior Loan ETF
High Yield Bonds
2%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Foreign Large Cap Equities, Dividend
10%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
25%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
20%
SPHY
SPDR Portfolio High Yield Bond ETF
High Yield Bonds
8%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Francesco antonio, 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%MayJuneJulyAugustSeptemberOctober
10.50%
16.83%
Francesco antonio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY

Returns By Period

As of Oct 18, 2024, the Francesco antonio returned 12.06% Year-To-Date and 8.05% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.73%2.66%16.83%38.58%14.32%11.57%
Francesco antonio11.89%0.71%10.49%24.29%8.56%7.90%
SCHD
Schwab US Dividend Equity ETF
16.66%3.22%14.10%29.49%13.34%12.06%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
5.47%-0.47%3.87%20.49%7.73%6.85%
VXUS
Vanguard Total International Stock ETF
11.96%1.24%10.53%27.57%6.89%5.57%
IVV
iShares Core S&P 500 ETF
24.24%2.92%17.80%40.81%16.18%13.61%
AGG
iShares Core U.S. Aggregate Bond ETF
2.35%-2.31%5.49%11.38%-0.09%1.49%
SPHY
SPDR Portfolio High Yield Bond ETF
8.29%0.00%7.64%18.07%4.80%4.53%
BKLN
Invesco Senior Loan ETF
6.67%1.07%4.72%10.18%4.41%3.56%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.20%1.74%2.68%-3.21%2.95%1.24%2.62%1.95%1.30%11.89%
20234.77%-2.89%2.37%0.69%-1.71%3.49%2.17%-1.43%-3.57%-2.41%6.67%4.61%12.82%
2022-3.36%-2.01%0.61%-5.78%1.48%-6.32%5.25%-3.74%-6.96%4.84%6.42%-2.96%-12.90%
2021-0.63%1.70%2.97%2.56%1.40%0.79%1.20%1.43%-2.94%3.15%-1.02%3.45%14.76%
2020-0.10%-4.61%-8.44%8.04%3.37%1.16%3.91%3.18%-1.73%-1.06%7.70%2.85%13.83%
20195.07%1.97%1.84%2.24%-3.64%4.64%0.78%-0.10%1.53%1.45%1.88%2.26%21.53%
20182.66%-3.29%-0.81%-0.58%1.05%0.07%2.42%1.28%0.09%-4.47%1.37%-3.96%-4.39%
20171.15%2.16%0.50%1.05%1.45%0.29%1.49%0.71%1.15%1.68%1.65%1.26%15.52%
2016-2.08%0.34%4.87%0.60%0.52%1.50%2.54%-0.06%0.39%-1.46%0.03%1.54%8.88%
2015-0.51%3.00%-1.12%0.91%0.17%-2.00%0.66%-3.91%-1.17%5.00%-0.14%-1.18%-0.58%
2014-1.97%2.99%0.84%1.05%1.58%1.12%-1.14%2.42%-1.43%1.54%1.48%-0.77%7.84%
20132.45%0.72%1.91%1.86%-0.38%-1.90%2.90%-2.44%2.87%3.11%0.99%1.10%13.81%

Expense Ratio

Francesco antonio has an expense ratio of 0.12%, 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.


Expense ratio chart for BKLN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for SPHY: 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 VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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 AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for IVV: 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 Francesco antonio is 64, 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 Francesco antonio is 6464
Combined Rank
The Sharpe Ratio Rank of Francesco antonio is 6666Sharpe Ratio Rank
The Sortino Ratio Rank of Francesco antonio is 7777Sortino Ratio Rank
The Omega Ratio Rank of Francesco antonio is 7575Omega Ratio Rank
The Calmar Ratio Rank of Francesco antonio is 2727Calmar Ratio Rank
The Martin Ratio Rank of Francesco antonio is 7777Martin 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.


Francesco antonio
Sharpe ratio
The chart of Sharpe ratio for Francesco antonio, currently valued at 3.06, compared to the broader market0.002.004.003.06
Sortino ratio
The chart of Sortino ratio for Francesco antonio, currently valued at 4.49, compared to the broader market-2.000.002.004.006.004.49
Omega ratio
The chart of Omega ratio for Francesco antonio, currently valued at 1.59, compared to the broader market0.801.001.201.401.601.802.001.59
Calmar ratio
The chart of Calmar ratio for Francesco antonio, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.001.83
Martin ratio
The chart of Martin ratio for Francesco antonio, currently valued at 21.56, compared to the broader market0.0010.0020.0030.0040.0050.0021.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.98, compared to the broader market0.002.004.002.98
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.95, compared to the broader market-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.60, compared to the broader market0.002.004.006.008.0010.0012.002.60
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.43, compared to the broader market0.0010.0020.0030.0040.0050.0019.43

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
2.453.501.432.1313.94
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.341.931.240.876.57
VXUS
Vanguard Total International Stock ETF
2.052.871.371.4413.88
IVV
iShares Core S&P 500 ETF
3.184.211.583.3721.07
AGG
iShares Core U.S. Aggregate Bond ETF
1.932.831.340.688.02
SPHY
SPDR Portfolio High Yield Bond ETF
3.776.221.812.3934.09
BKLN
Invesco Senior Loan ETF
4.286.642.176.1251.23

Sharpe Ratio

The current Francesco antonio Sharpe ratio is 2.77. 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 2.19 to 3.02, 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 Francesco antonio 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 Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.06
2.98
Francesco antonio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Francesco antonio granted a 3.29% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Francesco antonio3.29%3.10%3.06%2.15%2.47%2.80%2.88%2.40%2.63%2.66%2.51%2.44%
SCHD
Schwab US Dividend Equity ETF
3.39%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.85%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%
VXUS
Vanguard Total International Stock ETF
2.86%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
IVV
iShares Core S&P 500 ETF
1.27%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
AGG
iShares Core U.S. Aggregate Bond ETF
3.88%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
SPHY
SPDR Portfolio High Yield Bond ETF
7.72%7.30%6.47%5.14%5.63%5.73%4.09%4.41%4.27%4.29%3.98%4.41%
BKLN
Invesco Senior Loan ETF
9.42%8.59%4.93%3.11%3.56%4.84%4.52%3.50%4.54%4.12%4.12%4.40%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.32%
-0.18%
Francesco antonio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Francesco antonio. 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 Francesco antonio was 22.58%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Francesco antonio drawdown is 0.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.58%Feb 13, 202027Mar 23, 202089Jul 29, 2020116
-19.74%Jan 5, 2022194Oct 12, 2022342Feb 23, 2024536
-11.05%Jan 29, 2018229Dec 24, 201857Mar 19, 2019286
-8.9%Apr 27, 2015186Jan 20, 201661Apr 18, 2016247
-5.7%May 22, 201323Jun 24, 201360Sep 18, 201383

Volatility

Volatility Chart

The current Francesco antonio volatility is 1.52%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.52%
2.56%
Francesco antonio
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.

AGGSPHYBKLNSCHDDNLIVVVXUS
AGG1.000.230.02-0.060.05-0.040.01
SPHY0.231.000.360.380.410.430.42
BKLN0.020.361.000.490.490.520.52
SCHD-0.060.380.491.000.670.860.75
DNL0.050.410.490.671.000.760.91
IVV-0.040.430.520.860.761.000.81
VXUS0.010.420.520.750.910.811.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2012