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INVEST Better
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

INVEST Better

Last updated Sep 21, 2024

Asset Allocation

SCHD 30%SMH 10%QQQ 10%IWY 10%XLF 10%PPA 10%VOO 10%SHLD 10%EquityEquity
PositionCategory/SectorWeight
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
10%
PPA
Invesco Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
10%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
30%
SHLD
Global X Defense Tech ETF		Technology Equities
10%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10%
XLF
Financial Select Sector SPDR Fund		Financials Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in INVEST Better, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.63%
8.95%
INVEST Better
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
INVEST Better22.19%1.33%9.64%37.83%N/AN/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		36.04%-5.08%4.51%70.03%35.07%28.40%
QQQ
Invesco QQQ		18.15%-0.01%8.25%35.55%21.22%18.16%
IWY
iShares Russell Top 200 Growth ETF		25.02%0.87%11.16%42.04%20.95%17.49%
XLF
Financial Select Sector SPDR Fund		22.37%4.25%10.67%36.32%12.36%13.75%
PPA
Invesco Aerospace & Defense ETF		23.64%2.58%13.37%42.56%11.65%14.57%
VOO
Vanguard S&P 500 ETF		20.75%1.67%9.72%33.60%15.64%13.20%
SHLD
Global X Defense Tech ETF		32.99%1.34%12.88%52.55%N/AN/A
SCHD
Schwab US Dividend Equity ETF		13.02%2.31%7.55%21.69%12.91%11.59%

Monthly Returns

The table below presents the monthly returns of INVEST Better, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.59%5.98%4.15%-3.65%4.72%2.09%3.08%2.55%22.19%
2023-3.29%-1.60%8.97%5.62%9.52%

Expense Ratio

INVEST Better has an expense ratio of 0.22%, 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.

PPA
Invesco Aerospace & Defense ETF
Expense ratio chart for PPA: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
SHLD
Global X Defense Tech ETF
Expense ratio chart for SHLD: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLF
Financial Select Sector SPDR Fund
Expense ratio chart for XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of INVEST Better is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of INVEST Better is 8989
INVEST Better
The Sharpe Ratio Rank of INVEST Better is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of INVEST Better is 8787Sortino Ratio Rank
The Omega Ratio Rank of INVEST Better is 8888Omega Ratio Rank
The Calmar Ratio Rank of INVEST Better is 9494Calmar Ratio Rank
The Martin Ratio Rank of INVEST Better is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

INVEST Better
Sharpe ratio
The chart of Sharpe ratio for INVEST Better, currently valued at 2.81, compared to the broader market-1.000.001.002.003.004.002.81
Sortino ratio
The chart of Sortino ratio for INVEST Better, currently valued at 3.79, compared to the broader market-2.000.002.004.006.003.79
Omega ratio
The chart of Omega ratio for INVEST Better, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.801.51
Calmar ratio
The chart of Calmar ratio for INVEST Better, currently valued at 4.77, compared to the broader market0.002.004.006.008.0010.004.77
Martin ratio
The chart of Martin ratio for INVEST Better, currently valued at 18.89, compared to the broader market0.0010.0020.0030.0040.0018.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		1.962.481.332.698.25
QQQ
Invesco QQQ		1.862.471.332.448.81
IWY
iShares Russell Top 200 Growth ETF		2.242.901.392.8410.71
XLF
Financial Select Sector SPDR Fund		2.613.411.443.4915.12
PPA
Invesco Aerospace & Defense ETF		2.893.981.527.1824.02
VOO
Vanguard S&P 500 ETF		2.473.311.453.7015.54
SHLD
Global X Defense Tech ETF		3.464.921.639.2632.85
SCHD
Schwab US Dividend Equity ETF		1.682.451.292.178.79

Sharpe Ratio

The current INVEST Better Sharpe ratio is 2.81. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of INVEST Better with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio2.002.202.402.602.8012 PMTue 1712 PMWed 1812 PMThu 1912 PMFri 20
2.81
2.32
INVEST Better
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

INVEST Better granted a 1.23% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
INVEST Better1.23%1.65%1.88%1.38%1.66%2.14%2.02%1.68%1.82%2.17%1.75%1.80%
Portfolio components:
SMH
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%
QQQ
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%
IWY
iShares Russell Top 200 Growth ETF		0.52%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
XLF
Financial Select Sector SPDR Fund		1.09%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
PPA
Invesco Aerospace & Defense ETF		0.46%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%1.26%
VOO
Vanguard S&P 500 ETF		1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SHLD
Global X Defense Tech ETF		0.36%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.27%
-0.19%
INVEST Better
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the INVEST Better. 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 INVEST Better was 7.45%, occurring on Aug 5, 2024. Recovery took 10 trading sessions.

The current INVEST Better drawdown is 0.27%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.45%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-7.33%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-5.47%Apr 1, 202415Apr 19, 202417May 14, 202432
-4.75%Sep 3, 20244Sep 6, 20249Sep 19, 202413
-1.73%Dec 29, 20234Jan 4, 20249Jan 18, 202413

Volatility

Volatility Chart

The current INVEST Better volatility is 4.46%, 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.

2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.46%
4.31%
INVEST Better
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SHLDXLFSCHDSMHPPAIWYQQQVOO
SHLD1.000.580.560.320.800.360.390.52
XLF0.581.000.800.300.640.380.410.62
SCHD0.560.801.000.340.640.370.450.65
SMH0.320.300.341.000.440.820.880.78
PPA0.800.640.640.441.000.490.520.68
IWY0.360.380.370.820.491.000.970.91
QQQ0.390.410.450.880.520.971.000.93
VOO0.520.620.650.780.680.910.931.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2023