Мой портфель
Мой личный портфель
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | Leveraged Equities, Leveraged | 33% |
VGT Vanguard Information Technology ETF | Technology Equities | 34% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Мой портфель, 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 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the Мой портфель returned 18.06% Year-To-Date and 28.31% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Мой портфель | 18.06% | -1.15% | -2.03% | 56.96% | 29.67% | 28.10% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.87% | 11.51% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 7.24% | -10.56% | -27.54% | 89.17% | 23.81% | 33.93% |
VGT Vanguard Information Technology ETF | 19.79% | 1.36% | 9.48% | 40.17% | 22.78% | 20.42% |
Monthly Returns
The table below presents the monthly returns of Мой портфель, 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 | 1.47% | 13.23% | 5.23% | -9.33% | 11.70% | 7.53% | -5.12% | -2.35% | 18.06% | ||||
| 2023 | 20.55% | -0.40% | 13.12% | -7.73% | 15.23% | 9.87% | 7.18% | -6.94% | -10.32% | -8.83% | 22.35% | 17.51% | 86.04% |
| 2022 | -14.91% | -4.36% | 0.57% | -19.07% | 3.59% | -18.42% | 22.54% | -14.26% | -18.79% | 6.51% | 21.01% | -15.08% | -47.73% |
| 2021 | 1.92% | 7.99% | 2.52% | 1.25% | 2.28% | 7.17% | 1.25% | 3.48% | -7.76% | 10.54% | 13.17% | 4.99% | 58.94% |
| 2020 | -3.04% | -10.57% | -23.54% | 21.36% | 10.12% | 10.09% | 10.69% | 11.83% | -4.28% | -1.90% | 29.40% | 8.66% | 59.40% |
| 2019 | 13.91% | 10.70% | 4.91% | 15.61% | -22.41% | 17.36% | 7.10% | -4.73% | 5.03% | 7.23% | 6.96% | 11.13% | 90.22% |
| 2018 | 12.57% | -2.75% | -5.35% | -7.25% | 13.57% | -4.94% | 6.06% | 6.06% | -2.23% | -16.46% | 2.34% | -11.80% | -13.97% |
| 2017 | 5.26% | 5.53% | 5.38% | 0.09% | 10.70% | -6.69% | 6.64% | 3.61% | 6.52% | 13.18% | 1.03% | -1.24% | 60.84% |
| 2016 | -10.34% | 0.80% | 13.29% | -6.26% | 10.39% | -1.62% | 15.23% | 6.41% | 5.37% | -2.34% | 8.42% | 4.12% | 48.44% |
| 2015 | -7.10% | 14.04% | -4.82% | -0.63% | 9.46% | -11.03% | -4.09% | -9.01% | -1.68% | 17.04% | 3.05% | -3.70% | -2.74% |
| 2014 | -3.68% | 9.94% | 4.87% | -2.00% | 5.89% | 7.93% | -5.00% | 9.02% | -1.71% | 0.40% | 9.71% | -0.74% | 38.43% |
| 2013 | 10.50% | 5.49% | 3.72% | 2.62% | 8.03% | -2.07% | 5.28% | -5.37% | 9.42% | 5.90% | 2.75% | 7.29% | 67.05% |
Expense Ratio
Мой портфель features an expense ratio of 0.38%, 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 Мой портфель 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.83 | 1.60 | 1.21 | 1.03 | 3.34 |
VGT Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
Dividends
Dividend yield
Мой портфель granted a 1.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Мой портфель | 1.31% | 1.54% | 1.78% | 1.15% | 1.34% | 1.48% | 1.88% | 1.23% | 3.00% | 1.42% | 1.25% | 1.17% |
| Portfolio components: | ||||||||||||
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% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.74% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% | 0.00% |
VGT 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 Мой портфель. 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 Мой портфель was 57.10%, occurring on Oct 14, 2022. Recovery took 318 trading sessions.
The current Мой портфель drawdown is 18.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.1% | Dec 28, 2021 | 202 | Oct 14, 2022 | 318 | Jan 23, 2024 | 520 |
| -48.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -34.8% | Mar 13, 2018 | 199 | Dec 24, 2018 | 59 | Mar 21, 2019 | 258 |
| -30.44% | Jun 2, 2015 | 60 | Aug 25, 2015 | 225 | Jul 18, 2016 | 285 |
| -27.9% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Мой портфель volatility is 12.89%, 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
| SCHD | SOXL | VGT | |
|---|---|---|---|
| SCHD | 1.00 | 0.64 | 0.68 |
| SOXL | 0.64 | 1.00 | 0.86 |
| VGT | 0.68 | 0.86 | 1.00 |