Roth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ICSH iShares Ultra Short-Term Bond ETF | Money Market, Actively Managed | 20% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
Performance
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
Returns
As of Sep 21, 2023, the Roth returned 8.10% Year-To-Date and 9.63% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.69% |
| Roth | 0.33% | 8.11% | 8.10% | 12.55% | 8.93% | 9.63% |
| Portfolio components: | ||||||
ICSH iShares Ultra Short-Term Bond ETF | 0.05% | 2.01% | 3.22% | 4.30% | 1.96% | 1.51% |
SPLG SPDR Portfolio S&P 500 ETF | 0.48% | 12.42% | 16.03% | 18.13% | 10.48% | 11.67% |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.03% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | SPLG | SCHD | |
|---|---|---|---|
| ICSH | 1.00 | 0.03 | 0.04 |
| SPLG | 0.03 | 1.00 | 0.81 |
| SCHD | 0.04 | 0.81 | 1.00 |
Dividend yield
Roth granted a 2.66% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth | 2.66% | 2.24% | 1.62% | 2.10% | 2.52% | 2.77% | 2.23% | 2.39% | 2.41% | 2.20% | 2.03% | 2.46% |
| Portfolio components: | ||||||||||||
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% |
SPLG SPDR Portfolio S&P 500 ETF | 1.53% | 1.71% | 1.29% | 1.61% | 1.91% | 2.41% | 1.94% | 2.22% | 2.28% | 2.10% | 2.05% | 2.53% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The Roth has an expense ratio of 0.05% which is considered to be low. 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 | |
|---|---|---|---|---|---|
ICSH iShares Ultra Short-Term Bond ETF | 6.23 | ||||
SPLG SPDR Portfolio S&P 500 ETF | 0.85 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 |
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 Roth. 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 Roth is 27.69%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.69% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
| -17.44% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -14.89% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -9.73% | May 22, 2015 | 66 | Aug 25, 2015 | 159 | Apr 13, 2016 | 225 |
| -8.4% | Jan 29, 2018 | 44 | Apr 2, 2018 | 99 | Aug 21, 2018 | 143 |
Volatility Chart
The current Roth volatility is 2.51%, 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.