Francesco antonio
Portafoglio BILANCIATO ETF 60/40
Asset Allocation
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
The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY
Returns By Period
As of Oct 30, 2024, the Francesco antonio returned 10.82% Year-To-Date and 7.62% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Francesco antonio | 10.82% | -1.01% | 9.37% | 23.92% | 8.21% | 7.62% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 4.30% | -4.67% | 2.36% | 19.53% | 7.27% | 6.45% |
VXUS Vanguard Total International Stock ETF | 9.71% | -3.84% | 7.56% | 24.87% | 6.31% | 5.09% |
IVV iShares Core S&P 500 ETF | 23.62% | 1.83% | 16.68% | 42.02% | 15.81% | 13.25% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.05% | -2.62% | 5.41% | 10.61% | -0.22% | 1.48% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.92% | -0.58% | 7.28% | 17.08% | 4.77% | 4.44% |
BKLN Invesco Senior Loan ETF | 6.62% | 1.02% | 4.42% | 10.18% | 4.48% | 3.52% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.20% | 1.74% | 2.68% | -3.21% | 2.95% | 1.24% | 2.62% | 1.95% | 1.30% | 10.82% | |||
| 2023 | 4.77% | -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% |
| 2019 | 5.07% | 1.97% | 1.84% | 2.24% | -3.64% | 4.64% | 0.78% | -0.10% | 1.53% | 1.45% | 1.88% | 2.26% | 21.53% |
| 2018 | 2.66% | -3.29% | -0.81% | -0.58% | 1.05% | 0.07% | 2.42% | 1.28% | 0.09% | -4.47% | 1.37% | -3.96% | -4.39% |
| 2017 | 1.15% | 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% |
| 2013 | 2.45% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Francesco antonio is 66, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.49 | 2.13 | 1.27 | 1.01 | 6.93 |
VXUS Vanguard Total International Stock ETF | 2.06 | 2.90 | 1.37 | 1.53 | 13.22 |
IVV iShares Core S&P 500 ETF | 3.62 | 4.78 | 1.68 | 4.14 | 23.83 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.72 | 2.54 | 1.31 | 0.60 | 6.72 |
SPHY SPDR Portfolio High Yield Bond ETF | 3.54 | 5.85 | 1.75 | 2.38 | 31.10 |
BKLN Invesco Senior Loan ETF | 4.38 | 6.83 | 2.22 | 6.21 | 52.63 |
Dividends
Dividend yield
Francesco antonio provided a 3.21% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Francesco antonio | 3.21% | 3.10% | 3.06% | 2.15% | 2.47% | 2.80% | 2.88% | 2.40% | 2.63% | 2.66% | 2.51% | 2.44% |
| Portfolio components: | ||||||||||||
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% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.87% | 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 | 2.92% | 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 | 3.57% | 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 | 7.74% | 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 | 8.71% | 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.
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 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.58% | Feb 13, 2020 | 27 | Mar 23, 2020 | 89 | Jul 29, 2020 | 116 |
| -19.74% | Jan 5, 2022 | 194 | Oct 12, 2022 | 342 | Feb 23, 2024 | 536 |
| -11.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 57 | Mar 19, 2019 | 286 |
| -8.9% | Apr 27, 2015 | 186 | Jan 20, 2016 | 61 | Apr 18, 2016 | 247 |
| -5.7% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
Volatility
Volatility Chart
The current Francesco antonio volatility is 1.53%, 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
| AGG | SPHY | BKLN | SCHD | DNL | IVV | VXUS | |
|---|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.23 | 0.02 | -0.06 | 0.05 | -0.04 | 0.01 |
| SPHY | 0.23 | 1.00 | 0.36 | 0.38 | 0.41 | 0.43 | 0.42 |
| BKLN | 0.02 | 0.36 | 1.00 | 0.49 | 0.49 | 0.52 | 0.52 |
| SCHD | -0.06 | 0.38 | 0.49 | 1.00 | 0.67 | 0.86 | 0.75 |
| DNL | 0.05 | 0.41 | 0.49 | 0.67 | 1.00 | 0.76 | 0.92 |
| IVV | -0.04 | 0.43 | 0.52 | 0.86 | 0.76 | 1.00 | 0.81 |
| VXUS | 0.01 | 0.42 | 0.52 | 0.75 | 0.92 | 0.81 | 1.00 |