5G Morningstar GPT 7.31.24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5G Morningstar GPT 7.31.24, 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 Oct 17, 2022, corresponding to the inception date of BBLU
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| 5G Morningstar GPT 7.31.24 | 17.61% | 0.97% | 6.86% | 28.07% | N/A | N/A |
| Portfolio components: | ||||||
DXJ WisdomTree Japan Hedged Equity Fund | 20.54% | 0.04% | -2.80% | 20.63% | 19.22% | 11.47% |
GARP iShares MSCI USA Quality GARP ETF | 28.82% | 0.80% | 10.46% | 48.73% | N/A | N/A |
FFLC Fidelity Fundamental Large Cap Core ETF | 26.12% | 2.14% | 9.42% | 40.25% | N/A | N/A |
BBLU Ea Bridgeway Blue Chip ETF | 21.19% | 1.94% | 8.26% | 31.47% | N/A | N/A |
ICLN iShares Global Clean Energy ETF | -7.10% | 0.70% | 5.65% | -4.21% | 5.93% | 4.59% |
QQQ Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
VWO Vanguard FTSE Emerging Markets ETF | 11.05% | 1.03% | 9.59% | 18.97% | 4.99% | 3.43% |
Monthly Returns
The table below presents the monthly returns of 5G Morningstar GPT 7.31.24, 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 | 0.91% | 5.91% | 3.15% | -3.21% | 6.09% | 1.61% | 0.36% | 1.13% | 17.61% | ||||
| 2023 | 7.26% | -1.96% | 4.06% | 0.20% | 1.92% | 6.69% | 2.64% | -2.84% | -3.93% | -3.14% | 8.71% | 4.37% | 25.53% |
| 2022 | 3.88% | 7.24% | -5.83% | 4.90% |
Expense Ratio
5G Morningstar GPT 7.31.24 features an expense ratio of 0.29%, falling within the medium range. 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 5G Morningstar GPT 7.31.24 is 33, 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 | |
|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 0.93 | 1.26 | 1.18 | 0.85 | 3.39 |
GARP iShares MSCI USA Quality GARP ETF | 2.56 | 3.28 | 1.45 | 3.43 | 13.03 |
FFLC Fidelity Fundamental Large Cap Core ETF | 2.71 | 3.64 | 1.47 | 4.00 | 18.49 |
BBLU Ea Bridgeway Blue Chip ETF | 2.51 | 3.38 | 1.44 | 3.31 | 13.78 |
ICLN iShares Global Clean Energy ETF | -0.23 | -0.16 | 0.98 | -0.15 | -0.59 |
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.44 | 8.81 |
VWO Vanguard FTSE Emerging Markets ETF | 1.26 | 1.81 | 1.22 | 1.46 | 7.05 |
Dividends
Dividend yield
5G Morningstar GPT 7.31.24 granted a 1.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5G Morningstar GPT 7.31.24 | 1.25% | 1.59% | 4.94% | 1.34% | 0.99% | 1.01% | 1.28% | 1.07% | 1.29% | 1.72% | 2.66% | 1.11% |
| Portfolio components: | ||||||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 2.32% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
GARP iShares MSCI USA Quality GARP ETF | 0.36% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFLC Fidelity Fundamental Large Cap Core ETF | 0.71% | 0.57% | 1.67% | 1.68% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBLU Ea Bridgeway Blue Chip ETF | 1.39% | 1.68% | 32.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICLN iShares Global Clean Energy ETF | 1.52% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.67% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
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 5G Morningstar GPT 7.31.24. 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 5G Morningstar GPT 7.31.24 was 11.12%, occurring on Aug 5, 2024. The portfolio has not yet recovered.
The current 5G Morningstar GPT 7.31.24 drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.12% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -11.05% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -6.89% | Dec 1, 2022 | 19 | Dec 28, 2022 | 16 | Jan 23, 2023 | 35 |
| -5.74% | Feb 3, 2023 | 26 | Mar 13, 2023 | 22 | Apr 13, 2023 | 48 |
| -5.22% | Apr 10, 2024 | 8 | Apr 19, 2024 | 14 | May 9, 2024 | 22 |
Volatility
Volatility Chart
The current 5G Morningstar GPT 7.31.24 volatility is 4.98%, 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
| DXJ | ICLN | VWO | BBLU | QQQ | GARP | FFLC | |
|---|---|---|---|---|---|---|---|
| DXJ | 1.00 | 0.33 | 0.38 | 0.47 | 0.44 | 0.48 | 0.51 |
| ICLN | 0.33 | 1.00 | 0.60 | 0.56 | 0.53 | 0.52 | 0.58 |
| VWO | 0.38 | 0.60 | 1.00 | 0.59 | 0.58 | 0.55 | 0.60 |
| BBLU | 0.47 | 0.56 | 0.59 | 1.00 | 0.87 | 0.88 | 0.87 |
| QQQ | 0.44 | 0.53 | 0.58 | 0.87 | 1.00 | 0.96 | 0.85 |
| GARP | 0.48 | 0.52 | 0.55 | 0.88 | 0.96 | 1.00 | 0.90 |
| FFLC | 0.51 | 0.58 | 0.60 | 0.87 | 0.85 | 0.90 | 1.00 |