HTMW-Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HTMW-Portfolio, 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 13, 2020, corresponding to the inception date of QQQM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
HTMW-Portfolio | 16.77% | 1.52% | 8.92% | 26.84% | N/A | N/A |
Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | 16.75% | 1.20% | 7.25% | 27.10% | N/A | N/A |
EFA iShares MSCI EAFE ETF | 12.05% | 3.26% | 8.24% | 19.51% | 8.64% | 5.16% |
SPY SPDR S&P 500 ETF | 19.34% | 2.34% | 10.61% | 26.92% | 15.86% | 12.90% |
GBTC Grayscale Bitcoin Trust (BTC) | 35.04% | -10.22% | -16.93% | 149.87% | 31.94% | N/A |
GLD SPDR Gold Trust | 20.99% | 2.09% | 19.91% | 28.48% | 10.00% | 6.65% |
IJR iShares Core S&P Small-Cap ETF | 8.34% | -1.55% | 8.69% | 17.24% | 10.70% | 9.26% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.30% | 1.55% | 5.46% | 12.01% | 3.33% | 3.56% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 3.36% | 1.61% | 4.59% | 9.03% | 0.52% | N/A |
TLT iShares 20+ Year Treasury Bond ETF | -0.13% | 2.11% | 3.87% | 3.83% | -5.90% | 0.54% |
PSI Invesco Dynamic Semiconductors ETF | 16.55% | 0.35% | 1.93% | 23.59% | 25.60% | 22.81% |
VTI Vanguard Total Stock Market ETF | 18.18% | 2.13% | 9.98% | 26.19% | 15.16% | 12.33% |
DXJ WisdomTree Japan Hedged Equity Fund | 23.14% | -1.92% | 3.11% | 28.24% | 21.58% | 12.01% |
BAH Booz Allen Hamilton Holding Corporation | 25.43% | 11.18% | 7.89% | 42.12% | 18.00% | 23.65% |
AMGN Amgen Inc. | 18.46% | 1.11% | 20.77% | 34.15% | 13.26% | 12.37% |
LEN Lennar Corporation | 23.39% | 2.90% | 13.51% | 54.93% | 30.67% | 17.79% |
Monthly Returns
The table below presents the monthly returns of HTMW-Portfolio, 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 | 0.90% | 4.76% | 3.85% | -3.71% | 5.01% | 2.09% | 1.51% | 16.77% | |||||
2023 | 8.23% | -2.30% | 5.10% | 0.04% | 0.76% | 6.02% | 2.99% | -1.90% | -4.60% | -1.55% | 8.80% | 6.30% | 30.37% |
2022 | -6.31% | -0.93% | 1.54% | -8.38% | 0.46% | -7.77% | 8.13% | -4.92% | -8.17% | 5.33% | 6.76% | -4.68% | -19.04% |
2021 | 0.24% | 1.83% | 3.20% | 3.05% | 0.93% | 1.24% | 1.87% | 1.84% | -3.80% | 5.70% | 0.22% | 2.68% | 20.44% |
2020 | -4.74% | 10.42% | 5.65% | 11.13% |
Expense Ratio
HTMW-Portfolio has an expense ratio of 0.21%, 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 risk-adjusted rank of HTMW-Portfolio is 78, placing it in the top 22% 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 | |
---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 1.59 | 2.17 | 1.28 | 1.99 | 7.47 |
EFA iShares MSCI EAFE ETF | 1.50 | 2.14 | 1.26 | 1.31 | 7.21 |
SPY SPDR S&P 500 ETF | 2.17 | 2.97 | 1.39 | 2.29 | 10.16 |
GBTC Grayscale Bitcoin Trust (BTC) | 2.39 | 2.79 | 1.34 | 2.02 | 11.64 |
GLD SPDR Gold Trust | 1.98 | 2.79 | 1.35 | 2.39 | 11.53 |
IJR iShares Core S&P Small-Cap ETF | 0.85 | 1.36 | 1.16 | 0.69 | 3.31 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.16 | 3.34 | 1.41 | 1.26 | 10.89 |
SUSC iShares ESG Aware USD Corporate Bond ETF | 1.34 | 2.00 | 1.23 | 0.47 | 4.77 |
TLT iShares 20+ Year Treasury Bond ETF | 0.26 | 0.47 | 1.05 | 0.09 | 0.63 |
PSI Invesco Dynamic Semiconductors ETF | 0.75 | 1.20 | 1.15 | 0.95 | 2.87 |
VTI Vanguard Total Stock Market ETF | 2.05 | 2.81 | 1.37 | 1.85 | 9.22 |
DXJ WisdomTree Japan Hedged Equity Fund | 1.48 | 1.89 | 1.28 | 1.31 | 5.94 |
BAH Booz Allen Hamilton Holding Corporation | 1.57 | 2.33 | 1.34 | 3.02 | 10.57 |
AMGN Amgen Inc. | 1.36 | 2.11 | 1.27 | 1.81 | 4.36 |
LEN Lennar Corporation | 1.76 | 2.34 | 1.31 | 2.44 | 8.17 |
Dividends
Dividend yield
HTMW-Portfolio granted a 1.50% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
HTMW-Portfolio | 1.50% | 1.60% | 1.63% | 1.25% | 1.27% | 1.52% | 1.78% | 1.43% | 1.52% | 1.61% | 2.03% | 1.56% |
Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFA iShares MSCI EAFE ETF | 2.80% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.84% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
SUSC iShares ESG Aware USD Corporate Bond ETF | 4.07% | 3.83% | 2.97% | 2.21% | 2.19% | 3.07% | 3.89% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.72% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
PSI Invesco Dynamic Semiconductors ETF | 0.22% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% | 1.77% | 0.57% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.27% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
BAH Booz Allen Hamilton Holding Corporation | 1.26% | 1.47% | 1.65% | 1.75% | 1.42% | 1.35% | 1.69% | 1.78% | 1.66% | 1.69% | 9.14% | 7.26% |
AMGN Amgen Inc. | 2.66% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
LEN Lennar Corporation | 1.03% | 1.01% | 1.66% | 0.86% | 0.82% | 0.29% | 0.41% | 0.25% | 0.37% | 0.33% | 0.36% | 0.40% |
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 HTMW-Portfolio. 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 HTMW-Portfolio was 25.41%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.
The current HTMW-Portfolio drawdown is 1.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.41% | Dec 28, 2021 | 202 | Oct 14, 2022 | 289 | Dec 8, 2023 | 491 |
-8.95% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
-6.18% | Feb 16, 2021 | 13 | Mar 4, 2021 | 20 | Apr 1, 2021 | 33 |
-5% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
-4.69% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current HTMW-Portfolio volatility is 5.06%, 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
TLT | GLD | GBTC | BAH | AMGN | SUSC | DXJ | LEN | PSI | IJR | QQQM | EFA | HYG | SPY | VTI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLT | 1.00 | 0.29 | -0.01 | 0.02 | 0.07 | 0.87 | -0.17 | 0.25 | 0.01 | 0.00 | 0.08 | 0.06 | 0.35 | 0.04 | 0.04 |
GLD | 0.29 | 1.00 | 0.08 | 0.05 | 0.12 | 0.36 | 0.02 | 0.14 | 0.13 | 0.15 | 0.12 | 0.31 | 0.28 | 0.15 | 0.16 |
GBTC | -0.01 | 0.08 | 1.00 | 0.12 | 0.11 | 0.12 | 0.22 | 0.22 | 0.38 | 0.35 | 0.39 | 0.35 | 0.31 | 0.38 | 0.39 |
BAH | 0.02 | 0.05 | 0.12 | 1.00 | 0.29 | 0.14 | 0.26 | 0.25 | 0.25 | 0.39 | 0.31 | 0.32 | 0.29 | 0.42 | 0.42 |
AMGN | 0.07 | 0.12 | 0.11 | 0.29 | 1.00 | 0.19 | 0.26 | 0.24 | 0.21 | 0.32 | 0.29 | 0.36 | 0.33 | 0.39 | 0.38 |
SUSC | 0.87 | 0.36 | 0.12 | 0.14 | 0.19 | 1.00 | -0.00 | 0.39 | 0.22 | 0.22 | 0.31 | 0.30 | 0.60 | 0.29 | 0.30 |
DXJ | -0.17 | 0.02 | 0.22 | 0.26 | 0.26 | -0.00 | 1.00 | 0.33 | 0.51 | 0.57 | 0.50 | 0.66 | 0.41 | 0.60 | 0.61 |
LEN | 0.25 | 0.14 | 0.22 | 0.25 | 0.24 | 0.39 | 0.33 | 1.00 | 0.46 | 0.57 | 0.51 | 0.49 | 0.53 | 0.56 | 0.58 |
PSI | 0.01 | 0.13 | 0.38 | 0.25 | 0.21 | 0.22 | 0.51 | 0.46 | 1.00 | 0.66 | 0.83 | 0.66 | 0.59 | 0.78 | 0.80 |
IJR | 0.00 | 0.15 | 0.35 | 0.39 | 0.32 | 0.22 | 0.57 | 0.57 | 0.66 | 1.00 | 0.62 | 0.73 | 0.65 | 0.77 | 0.82 |
QQQM | 0.08 | 0.12 | 0.39 | 0.31 | 0.29 | 0.31 | 0.50 | 0.51 | 0.83 | 0.62 | 1.00 | 0.69 | 0.68 | 0.92 | 0.91 |
EFA | 0.06 | 0.31 | 0.35 | 0.32 | 0.36 | 0.30 | 0.66 | 0.49 | 0.66 | 0.73 | 0.69 | 1.00 | 0.70 | 0.80 | 0.81 |
HYG | 0.35 | 0.28 | 0.31 | 0.29 | 0.33 | 0.60 | 0.41 | 0.53 | 0.59 | 0.65 | 0.68 | 0.70 | 1.00 | 0.74 | 0.75 |
SPY | 0.04 | 0.15 | 0.38 | 0.42 | 0.39 | 0.29 | 0.60 | 0.56 | 0.78 | 0.77 | 0.92 | 0.80 | 0.74 | 1.00 | 0.99 |
VTI | 0.04 | 0.16 | 0.39 | 0.42 | 0.38 | 0.30 | 0.61 | 0.58 | 0.80 | 0.82 | 0.91 | 0.81 | 0.75 | 0.99 | 1.00 |