Roth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 70% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth, 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 Dec 3, 2010, corresponding to the inception date of STIP
Returns By Period
As of Aug 28, 2024, the Roth returned 14.34% Year-To-Date and 9.84% 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 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
| Roth | 14.34% | 2.53% | 9.23% | 21.88% | 12.34% | 9.84% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 18.97% | 3.19% | 11.51% | 28.69% | 15.89% | 12.88% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.91% | 1.02% | 3.91% | 6.73% | 3.40% | 2.23% |
Monthly Returns
The table below presents the monthly returns of Roth, 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 | 1.28% | 3.59% | 2.52% | -2.86% | 3.78% | 2.67% | 1.04% | 14.34% | |||||
| 2023 | 4.63% | -1.91% | 3.21% | 1.13% | 0.16% | 4.51% | 2.41% | -1.06% | -3.41% | -1.38% | 6.68% | 3.54% | 19.55% |
| 2022 | -3.88% | -1.69% | 2.33% | -6.17% | 0.35% | -6.15% | 6.99% | -3.34% | -7.43% | 6.04% | 4.02% | -4.17% | -13.54% |
| 2021 | -0.50% | 1.96% | 3.38% | 3.91% | 0.69% | 1.65% | 2.11% | 2.09% | -3.32% | 5.09% | -0.45% | 3.36% | 21.54% |
| 2020 | 0.22% | -5.54% | -9.09% | 9.31% | 3.65% | 1.55% | 4.29% | 5.32% | -2.79% | -1.78% | 7.72% | 2.94% | 15.17% |
| 2019 | 6.20% | 2.57% | 1.45% | 2.99% | -4.29% | 5.10% | 1.08% | -1.17% | 1.22% | 1.57% | 2.72% | 2.24% | 23.47% |
| 2018 | 3.63% | -2.57% | -1.39% | 0.30% | 1.89% | 0.41% | 2.29% | 2.63% | 0.26% | -5.07% | 1.39% | -6.18% | -2.89% |
| 2017 | 1.45% | 2.55% | 0.30% | 0.52% | 0.90% | 0.53% | 1.37% | 0.17% | 1.46% | 1.67% | 2.09% | 0.94% | 14.84% |
| 2016 | -4.37% | 1.19% | 4.47% | -0.17% | 1.46% | 0.51% | 2.74% | -0.05% | 0.59% | -1.60% | 2.92% | 1.30% | 9.07% |
| 2015 | -1.70% | 3.92% | -0.78% | 0.39% | 0.92% | -1.27% | 1.32% | -4.25% | -2.50% | 6.60% | 0.00% | -1.26% | 0.93% |
| 2014 | -1.70% | 3.34% | 0.00% | 0.08% | 2.26% | 1.71% | -1.11% | 2.58% | -1.08% | 1.30% | 1.93% | -0.43% | 9.09% |
| 2013 | 4.15% | 1.23% | 2.53% | 0.96% | 2.45% | -1.96% | 3.63% | -1.85% | 2.64% | 3.20% | 1.77% | 1.41% | 21.88% |
Expense Ratio
Roth has an expense ratio of 0.04%, 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 risk-adjusted rank of Roth is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.39 | 3.24 | 1.43 | 2.54 | 11.21 |
STIP iShares 0-5 Year TIPS Bond ETF | 3.08 | 5.30 | 1.68 | 2.45 | 28.61 |
Dividends
Dividend yield
Roth granted a 1.80% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth | 1.80% | 1.86% | 3.00% | 2.12% | 1.50% | 1.87% | 2.29% | 1.70% | 1.65% | 1.39% | 1.48% | 1.29% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.03% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
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 Roth. 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 Roth was 24.63%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Roth drawdown is 0.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -18.55% | Jan 4, 2022 | 187 | Sep 30, 2022 | 300 | Dec 11, 2023 | 487 |
| -14.56% | May 2, 2011 | 109 | Oct 4, 2011 | 84 | Feb 3, 2012 | 193 |
| -14.01% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -10.05% | Jul 21, 2015 | 140 | Feb 8, 2016 | 50 | Apr 20, 2016 | 190 |
Volatility
Volatility Chart
The current Roth volatility is 3.99%, 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
| SPLG | STIP | |
|---|---|---|
| SPLG | 1.00 | 0.07 |
| STIP | 0.07 | 1.00 |