RBG concentrated - Misc + Core ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 45% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 25% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG concentrated - Misc + Core ETF, 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 Nov 15, 2005, corresponding to the inception date of SPLG
Returns By Period
As of Sep 19, 2024, the RBG concentrated - Misc + Core ETF returned 13.92% Year-To-Date and 18.95% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| RBG concentrated - Misc + Core ETF | 13.92% | -1.66% | 10.04% | 21.51% | 24.38% | 19.21% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc. | 14.69% | -4.28% | 8.54% | 19.79% | 21.18% | 18.34% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.12% | -0.10% | 12.56% | 11.27% | 24.12% | 10.48% |
SPLG SPDR Portfolio S&P 500 ETF | 18.95% | 0.50% | 7.90% | 29.43% | 15.34% | 12.93% |
Monthly Returns
The table below presents the monthly returns of RBG concentrated - Misc + Core ETF, 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 | 2.35% | 0.18% | 3.01% | 5.99% | 2.81% | 2.70% | -2.64% | 1.16% | 13.92% | ||||
| 2023 | 9.52% | -5.91% | 6.30% | 5.31% | 8.90% | 7.85% | 7.41% | 0.55% | -1.63% | -2.94% | 7.16% | 4.93% | 57.08% |
| 2022 | 0.89% | 1.22% | 3.21% | -10.91% | 3.33% | -9.04% | 11.39% | 1.55% | -11.81% | 2.90% | 5.36% | -9.51% | -13.62% |
| 2021 | -0.97% | 1.14% | 3.90% | 8.77% | 5.24% | 7.68% | 2.14% | 6.09% | -6.10% | 5.67% | -0.22% | 6.02% | 45.90% |
| 2020 | 0.29% | -8.69% | -21.07% | 18.01% | 7.09% | 2.57% | 5.69% | 4.94% | -8.71% | 2.11% | 17.47% | 5.93% | 20.53% |
| 2019 | 12.34% | 0.07% | 2.78% | 0.98% | -6.60% | 3.16% | 5.25% | -3.78% | 3.25% | 5.07% | 0.38% | 4.08% | 29.04% |
| 2018 | 14.59% | -2.45% | -2.94% | -0.76% | 0.40% | -1.71% | 9.19% | -0.77% | 2.06% | 2.10% | -2.04% | -8.12% | 7.96% |
| 2017 | 2.51% | 2.02% | -0.62% | 2.52% | 2.27% | -3.73% | 3.91% | 1.01% | 4.69% | 4.95% | -1.17% | 2.52% | 22.57% |
| 2016 | -7.81% | -1.41% | 19.34% | 4.70% | -5.59% | 4.11% | 12.07% | 1.35% | 1.54% | 5.92% | -2.59% | -0.56% | 32.08% |
| 2015 | -4.72% | 6.24% | -3.00% | 14.30% | -4.12% | 1.77% | 4.13% | -5.00% | -4.96% | 12.84% | 0.98% | -2.03% | 14.95% |
| 2014 | -3.01% | 2.82% | -0.48% | 0.47% | 4.25% | 2.68% | 1.40% | 7.42% | -8.32% | -5.29% | -4.19% | -6.04% | -9.10% |
| 2013 | 3.26% | -1.19% | 3.04% | 6.48% | 1.61% | -6.46% | 2.27% | -3.02% | 6.26% | 12.42% | -0.13% | 0.27% | 26.23% |
Expense Ratio
RBG concentrated - Misc + Core ETF has an expense ratio of 0.01%, 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 RBG concentrated - Misc + Core ETF is 15, indicating that it is in the bottom 15% 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 0.56 | 0.91 | 1.13 | 0.72 | 2.07 |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.35 | 0.69 | 1.09 | 0.25 | 1.15 |
SPLG SPDR Portfolio S&P 500 ETF | 2.23 | 3.00 | 1.40 | 2.41 | 12.13 |
Dividends
Dividend yield
RBG concentrated - Misc + Core ETF granted a 4.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RBG concentrated - Misc + Core ETF | 4.62% | 5.05% | 15.63% | 5.02% | 1.07% | 0.92% | 0.91% | 0.53% | 0.59% | 0.59% | 2.18% | 0.99% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.84% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
SPLG SPDR Portfolio S&P 500 ETF | 0.98% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
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 RBG concentrated - Misc + Core ETF. 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 RBG concentrated - Misc + Core ETF was 60.11%, occurring on Nov 20, 2008. Recovery took 1118 trading sessions.
The current RBG concentrated - Misc + Core ETF drawdown is 7.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.11% | Dec 27, 2007 | 229 | Nov 20, 2008 | 1118 | May 3, 2013 | 1347 |
| -40.39% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -29.16% | Sep 3, 2014 | 87 | Jan 6, 2015 | 321 | Apr 15, 2016 | 408 |
| -21.81% | Apr 5, 2022 | 190 | Jan 5, 2023 | 91 | May 17, 2023 | 281 |
| -18.48% | Oct 10, 2018 | 52 | Dec 24, 2018 | 51 | Mar 11, 2019 | 103 |
Volatility
Volatility Chart
The current RBG concentrated - Misc + Core ETF volatility is 5.59%, 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
| PBR | GOOGL | SPLG | |
|---|---|---|---|
| PBR | 1.00 | 0.29 | 0.41 |
| GOOGL | 0.29 | 1.00 | 0.58 |
| SPLG | 0.41 | 0.58 | 1.00 |