Port 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Port 1, 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 19, 2016, corresponding to the inception date of COWZ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Port 1 | 14.17% | 1.57% | 6.19% | 25.64% | 16.08% | N/A |
Portfolio components: | ||||||
Vanguard Short-Term Inflation-Protected Securities ETF | 4.87% | 1.29% | 3.97% | 7.90% | 3.65% | 2.43% |
Invesco QQQ | 18.15% | 1.60% | 8.25% | 35.53% | 21.23% | 18.16% |
Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.59% |
Pacer US Cash Cows 100 ETF | 11.44% | 1.81% | 1.01% | 19.05% | 17.03% | N/A |
VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 34.87% | 28.40% |
Vanguard Information Technology ETF | 19.79% | 1.36% | 9.48% | 40.17% | 22.78% | 20.50% |
Monthly Returns
The table below presents the monthly returns of Port 1, 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 | 1.05% | 3.48% | 3.10% | -3.75% | 4.04% | 2.77% | 1.58% | 0.93% | 14.17% | ||||
2023 | 6.17% | -1.32% | 4.19% | -0.44% | 1.92% | 4.72% | 3.46% | -1.09% | -3.60% | -2.04% | 7.19% | 4.67% | 25.76% |
2022 | -4.15% | -1.43% | 2.39% | -6.61% | 1.45% | -8.05% | 7.69% | -3.75% | -8.15% | 6.53% | 5.44% | -5.17% | -14.52% |
2021 | 0.62% | 2.32% | 4.56% | 3.10% | 0.89% | 2.39% | 1.90% | 2.38% | -3.44% | 4.66% | 0.94% | 3.21% | 25.92% |
2020 | -0.01% | -5.45% | -8.72% | 10.79% | 4.50% | 3.17% | 4.56% | 6.26% | -2.88% | -1.55% | 10.38% | 3.81% | 25.48% |
2019 | 6.81% | 3.21% | 1.84% | 3.74% | -6.93% | 6.33% | 1.96% | -1.82% | 2.00% | 2.48% | 3.21% | 2.95% | 28.16% |
2018 | 4.99% | -1.84% | -2.16% | -0.42% | 3.39% | 0.30% | 2.37% | 3.50% | -0.04% | -6.16% | 0.87% | -6.27% | -2.14% |
2017 | 2.20% | 3.14% | 0.93% | 0.98% | 2.02% | -1.01% | 2.32% | 0.98% | 1.44% | 3.23% | 1.88% | 1.16% | 20.99% |
2016 | -0.82% | -0.82% |
Expense Ratio
Port 1 has an expense ratio of 0.17%, 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 Port 1 is 58, 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 | |
---|---|---|---|---|---|
Vanguard Short-Term Inflation-Protected Securities ETF | 3.54 | 6.48 | 1.83 | 2.87 | 37.41 |
Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
Pacer US Cash Cows 100 ETF | 1.21 | 1.81 | 1.21 | 2.07 | 5.13 |
VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
Dividends
Dividend yield
Port 1 granted a 1.81% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Port 1 | 1.81% | 2.08% | 3.10% | 2.18% | 1.62% | 1.99% | 2.04% | 1.66% | 1.28% | 1.20% | 1.30% | 1.02% |
Portfolio components: | ||||||||||||
Vanguard Short-Term Inflation-Protected Securities ETF | 3.42% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Pacer US Cash Cows 100 ETF | 1.47% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 Port 1. 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 Port 1 was 24.92%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Port 1 drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
-20.15% | Dec 28, 2021 | 192 | Sep 30, 2022 | 195 | Jul 13, 2023 | 387 |
-15.68% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
-7.92% | Jan 29, 2018 | 9 | Feb 8, 2018 | 81 | Jun 6, 2018 | 90 |
-7.82% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The current Port 1 volatility is 3.93%, 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
VTIP | COWZ | SCHD | SMH | QQQ | VGT | |
---|---|---|---|---|---|---|
VTIP | 1.00 | 0.09 | 0.09 | 0.06 | 0.09 | 0.09 |
COWZ | 0.09 | 1.00 | 0.86 | 0.60 | 0.60 | 0.61 |
SCHD | 0.09 | 0.86 | 1.00 | 0.58 | 0.61 | 0.62 |
SMH | 0.06 | 0.60 | 0.58 | 1.00 | 0.85 | 0.88 |
QQQ | 0.09 | 0.60 | 0.61 | 0.85 | 1.00 | 0.97 |
VGT | 0.09 | 0.61 | 0.62 | 0.88 | 0.97 | 1.00 |