Francesco antonio
Portafoglio BILANCIATO ETF 60/40
Asset Allocation
Performance
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
Returns
As of Sep 23, 2023, the Francesco antonio returned 3.92% Year-To-Date and 7.15% 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% | 10.56% |
| Francesco antonio | -1.27% | 2.35% | 3.92% | 10.79% | 6.31% | 7.15% |
| Portfolio components: | ||||||
SUSA iShares MSCI USA ESG Select ETF | -2.43% | 7.36% | 11.05% | 17.62% | 10.31% | 12.23% |
SCHD Schwab US Dividend Equity ETF | -1.92% | 2.05% | -3.10% | 8.53% | 9.83% | 11.54% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -2.51% | -0.60% | 7.04% | 25.57% | 5.95% | 7.59% |
VXUS Vanguard Total International Stock ETF | -0.48% | 2.75% | 6.91% | 19.88% | 2.93% | 5.43% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 0.25% | 0.65% | 2.05% | 3.73% | 2.89% | 1.90% |
TOTL SPDR DoubleLine Total Return Tactical ETF | -0.67% | -2.14% | 0.49% | 0.63% | -0.20% | -0.08% |
ICSH iShares Ultra Short-Term Bond ETF | 0.45% | 2.16% | 3.27% | 4.39% | 1.96% | 1.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | TOTL | BSCQ | SCHD | SUSA | DNL | VXUS | |
|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.22 | 0.22 | 0.02 | 0.04 | 0.05 | 0.05 |
| TOTL | 0.22 | 1.00 | 0.66 | -0.05 | 0.00 | 0.04 | 0.01 |
| BSCQ | 0.22 | 0.66 | 1.00 | 0.08 | 0.13 | 0.17 | 0.14 |
| SCHD | 0.02 | -0.05 | 0.08 | 1.00 | 0.84 | 0.66 | 0.72 |
| SUSA | 0.04 | 0.00 | 0.13 | 0.84 | 1.00 | 0.76 | 0.80 |
| DNL | 0.05 | 0.04 | 0.17 | 0.66 | 0.76 | 1.00 | 0.93 |
| VXUS | 0.05 | 0.01 | 0.14 | 0.72 | 0.80 | 0.93 | 1.00 |
Dividend yield
Francesco antonio granted a 3.22% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Francesco antonio | 3.22% | 3.01% | 1.99% | 2.30% | 2.83% | 3.06% | 2.60% | 2.46% | 2.16% | 1.60% | 1.51% | 1.86% |
| Portfolio components: | ||||||||||||
SUSA iShares MSCI USA ESG Select ETF | 1.44% | 1.53% | 1.00% | 1.20% | 1.59% | 1.84% | 1.51% | 1.71% | 1.59% | 1.37% | 1.49% | 2.05% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 2.87% | 4.88% | 1.46% | 1.90% | 2.12% | 2.87% | 2.14% | 2.95% | 2.39% | 2.90% | 2.88% | 3.48% |
VXUS Vanguard Total International Stock ETF | 3.06% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 3.45% | 2.61% | 2.00% | 2.60% | 3.51% | 3.78% | 3.43% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.10% | 4.82% | 3.31% | 3.23% | 3.79% | 4.03% | 3.66% | 4.09% | 3.48% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short-Term Bond ETF | 4.05% | 1.70% | 0.44% | 1.27% | 2.77% | 2.39% | 1.52% | 1.00% | 0.61% | 0.52% | 0.00% | 0.00% |
Expense Ratio
The Francesco antonio has a high expense ratio of 0.24%, 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 | |
|---|---|---|---|---|---|
SUSA iShares MSCI USA ESG Select ETF | 0.79 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.12 | ||||
VXUS Vanguard Total International Stock ETF | 0.96 | ||||
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 0.59 | ||||
TOTL SPDR DoubleLine Total Return Tactical ETF | -0.08 | ||||
ICSH iShares Ultra Short-Term Bond ETF | 6.35 |
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 Francesco antonio. 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 Francesco antonio is 22.21%, recorded on Mar 23, 2020. It took 83 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -18.8% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -11.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -4.95% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -4.04% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility Chart
The current Francesco antonio volatility is 2.05%, 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.