HTMW-Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

HTMW-Portfolio

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AMGN Amgen Inc.	Healthcare	2%
BAH Booz Allen Hamilton Holding Corporation	Industrials	1.83%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	3.10%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	4.98%
GBTC Grayscale Bitcoin Trust (BTC)	Financial Services	2.03%
GLD SPDR Gold Trust	Precious Metals, Gold	10.22%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	2.95%
IJR iShares Core S&P Small-Cap ETF	Small Cap Growth Equities	6.11%
LEN Lennar Corporation	Consumer Cyclical	2.16%
PSI Invesco Dynamic Semiconductors ETF	Technology Equities	10.15%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	7.07%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	32.78%
SUSC iShares ESG Aware USD Corporate Bond ETF	Corporate Bonds	4.21%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	6.93%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	3.48%

Benchmark

S&P 500

Rebalance portfolio

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

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

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	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
HTMW-Portfolio	12.74%	-0.37%	11.21%	21.97%	N/A	N/A
Portfolio components:
QQQM Invesco NASDAQ 100 ETF	12.27%	-4.63%	8.46%	22.61%	N/A	N/A
EFA iShares MSCI EAFE ETF	5.88%	0.29%	6.30%	9.29%	6.66%	4.39%
SPY SPDR S&P 500 ETF	13.99%	-1.30%	11.16%	20.65%	14.08%	12.54%
GBTC Grayscale Bitcoin Trust (BTC)	65.68%	5.97%	52.92%	211.91%	35.75%	N/A
GLD SPDR Gold Trust	14.21%	2.70%	16.75%	21.01%	10.34%	5.70%
IJR iShares Core S&P Small-Cap ETF	7.48%	9.76%	9.77%	13.53%	9.52%	9.48%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	4.01%	1.57%	3.69%	10.70%	2.97%	3.45%
SUSC iShares ESG Aware USD Corporate Bond ETF	0.44%	0.72%	1.58%	5.84%	0.54%	N/A
TLT iShares 20+ Year Treasury Bond ETF	-4.82%	-0.63%	0.36%	-3.43%	-4.63%	0.21%
PSI Invesco Dynamic Semiconductors ETF	13.14%	-9.65%	11.54%	19.81%	23.64%	23.36%
VTI Vanguard Total Stock Market ETF	13.14%	-0.48%	10.85%	20.07%	13.36%	12.04%
DXJ WisdomTree Japan Hedged Equity Fund	23.08%	-3.20%	14.25%	33.12%	20.26%	12.13%
BAH Booz Allen Hamilton Holding Corporation	20.90%	-1.70%	5.64%	36.73%	19.29%	24.76%
AMGN Amgen Inc.	17.81%	6.87%	8.83%	46.05%	17.32%	13.70%
LEN Lennar Corporation	16.08%	15.40%	16.22%	37.96%	30.89%	17.53%

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%							12.74%
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.

PSI

Invesco Dynamic Semiconductors ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

DXJ

WisdomTree Japan Hedged Equity Fund

GLD

SPDR Gold Trust

EFA

iShares MSCI EAFE ETF

SUSC

iShares ESG Aware USD Corporate Bond ETF

QQQM

Invesco NASDAQ 100 ETF

SPY

SPDR S&P 500 ETF

TLT

iShares 20+ Year Treasury Bond ETF

IJR

iShares Core S&P Small-Cap ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of HTMW-Portfolio is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

HTMW-Portfolio

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

HTMW-Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQM Invesco NASDAQ 100 ETF	1.34	1.86	1.24	1.59	6.74
EFA iShares MSCI EAFE ETF	0.77	1.17	1.14	0.64	2.31
SPY SPDR S&P 500 ETF	1.73	2.42	1.30	1.70	6.79
GBTC Grayscale Bitcoin Trust (BTC)	3.58	3.87	1.45	2.85	22.48
GLD SPDR Gold Trust	1.43	2.05	1.26	1.66	6.97
IJR iShares Core S&P Small-Cap ETF	0.70	1.17	1.13	0.53	2.09
HYG iShares iBoxx $ High Yield Corporate Bond ETF	1.79	2.76	1.33	1.08	9.15
SUSC iShares ESG Aware USD Corporate Bond ETF	0.74	1.12	1.13	0.27	2.24
TLT iShares 20+ Year Treasury Bond ETF	-0.31	-0.32	0.96	-0.11	-0.63
PSI Invesco Dynamic Semiconductors ETF	0.71	1.12	1.14	0.80	2.67
VTI Vanguard Total Stock Market ETF	1.62	2.29	1.28	1.37	5.98
DXJ WisdomTree Japan Hedged Equity Fund	2.12	2.89	1.35	3.77	12.65
BAH Booz Allen Hamilton Holding Corporation	1.38	2.35	1.29	2.53	7.65
AMGN Amgen Inc.	1.89	2.94	1.37	2.42	6.09
LEN Lennar Corporation	1.16	1.68	1.22	1.61	4.47

Sharpe Ratio

The current HTMW-Portfolio Sharpe ratio is 1.97. 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 1.23 to 1.94, 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 HTMW-Portfolio 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.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

HTMW-Portfolio granted a 1.54% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
HTMW-Portfolio	1.54%	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	0.68%	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	2.96%	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	1.27%	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%	0.26%	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	1.26%	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	5.87%	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	4.15%	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	3.85%	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	1.37%	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	1.28%	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.	2.62%	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	1.09%	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.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

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 4.43%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.41%	Dec 28, 2021	202	Oct 14, 2022	289	Dec 8, 2023	491
-6.18%	Feb 16, 2021	13	Mar 4, 2021	20	Apr 1, 2021	33
-5.05%	Jul 17, 2024	7	Jul 25, 2024	—	—	—
-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 3.91%, 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.

HTMW-Portfolio

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.

	GLD	TLT	GBTC	AMGN	BAH	SUSC	DXJ	LEN	PSI	IJR	QQQM	EFA	HYG	SPY	VTI
GLD	1.00	0.29	0.07	0.12	0.06	0.36	0.01	0.14	0.12	0.14	0.12	0.30	0.28	0.14	0.15
TLT	0.29	1.00	-0.00	0.08	0.02	0.87	-0.17	0.26	0.01	0.01	0.09	0.06	0.36	0.04	0.05
GBTC	0.07	-0.00	1.00	0.10	0.12	0.12	0.22	0.21	0.37	0.34	0.39	0.34	0.30	0.37	0.39
AMGN	0.12	0.08	0.10	1.00	0.29	0.19	0.26	0.23	0.20	0.31	0.29	0.36	0.33	0.39	0.37
BAH	0.06	0.02	0.12	0.29	1.00	0.14	0.26	0.26	0.24	0.40	0.32	0.33	0.29	0.42	0.42
SUSC	0.36	0.87	0.12	0.19	0.14	1.00	-0.00	0.40	0.22	0.22	0.32	0.30	0.61	0.30	0.30
DXJ	0.01	-0.17	0.22	0.26	0.26	-0.00	1.00	0.33	0.51	0.56	0.50	0.66	0.40	0.60	0.61
LEN	0.14	0.26	0.21	0.23	0.26	0.40	0.33	1.00	0.46	0.57	0.50	0.49	0.53	0.56	0.58
PSI	0.12	0.01	0.37	0.20	0.24	0.22	0.51	0.46	1.00	0.66	0.83	0.65	0.59	0.78	0.80
IJR	0.14	0.01	0.34	0.31	0.40	0.22	0.56	0.57	0.66	1.00	0.61	0.72	0.65	0.77	0.82
QQQM	0.12	0.09	0.39	0.29	0.32	0.32	0.50	0.50	0.83	0.61	1.00	0.68	0.68	0.92	0.91
EFA	0.30	0.06	0.34	0.36	0.33	0.30	0.66	0.49	0.65	0.72	0.68	1.00	0.70	0.79	0.81
HYG	0.28	0.36	0.30	0.33	0.29	0.61	0.40	0.53	0.59	0.65	0.68	0.70	1.00	0.74	0.75
SPY	0.14	0.04	0.37	0.39	0.42	0.30	0.60	0.56	0.78	0.77	0.92	0.79	0.74	1.00	0.99
VTI	0.15	0.05	0.39	0.37	0.42	0.30	0.61	0.58	0.80	0.82	0.91	0.81	0.75	0.99	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020