ETF White Capital - 5 October Update - Rebalance 1.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
ADBE Adobe Inc | Technology | 10% |
ENPH Enphase Energy, Inc. | Technology | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
INTC Intel Corporation | Technology | 5% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
PANW Palo Alto Networks, Inc. | Technology | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 5% |
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
UNH UnitedHealth Group Incorporated | Healthcare | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF White Capital - 5 October Update - Rebalance 1.0, 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 Jul 20, 2012, corresponding to the inception date of PANW
Returns By Period
As of Sep 6, 2024, the ETF White Capital - 5 October Update - Rebalance 1.0 returned 13.34% Year-To-Date and 33.43% 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 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| ETF White Capital - 5 October Update - Rebalance 1.0 | 12.35% | 6.94% | 9.51% | 23.25% | 39.86% | 33.37% |
| Portfolio components: | ||||||
AAPL Apple Inc | 15.13% | 5.36% | 29.66% | 25.00% | 33.81% | 26.14% |
ADBE Adobe Inc | -5.56% | 9.69% | 2.12% | 0.53% | 14.63% | 22.82% |
ENPH Enphase Energy, Inc. | -17.78% | 5.06% | -16.60% | -11.11% | 33.80% | 21.58% |
GOOGL Alphabet Inc. | 8.16% | -5.05% | 11.58% | 11.71% | 20.20% | 17.74% |
INTC Intel Corporation | -61.90% | -0.53% | -56.62% | -49.70% | -15.84% | -3.38% |
MSFT Microsoft Corporation | 9.20% | 2.68% | 0.90% | 24.72% | 25.22% | 26.22% |
NVDA NVIDIA Corporation | 116.52% | 8.39% | 22.50% | 131.90% | 89.20% | 72.41% |
PANW Palo Alto Networks, Inc. | 16.57% | 12.99% | 22.68% | 40.05% | 36.78% | 27.78% |
QQQ Invesco QQQ | 12.91% | 6.04% | 5.32% | 24.77% | 20.03% | 17.60% |
TSLA Tesla, Inc. | -7.37% | 20.03% | 31.27% | -8.48% | 72.44% | 28.69% |
UNH UnitedHealth Group Incorporated | 14.04% | 5.20% | 25.48% | 24.74% | 22.92% | 22.91% |
VOO Vanguard S&P 500 ETF | 16.41% | 5.97% | 8.10% | 25.36% | 14.90% | 12.76% |
Monthly Returns
The table below presents the monthly returns of ETF White Capital - 5 October Update - Rebalance 1.0, 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 | -0.67% | 4.40% | 0.15% | -3.83% | 6.67% | 6.68% | 2.56% | 0.15% | 12.35% | ||||
| 2023 | 10.90% | 3.23% | 10.25% | -4.03% | 12.01% | 9.05% | 3.49% | -2.20% | -4.43% | -4.48% | 14.19% | 4.24% | 62.74% |
| 2022 | -9.44% | -0.02% | 7.94% | -14.47% | -0.97% | -6.22% | 15.29% | -5.01% | -10.94% | 5.33% | 5.03% | -11.95% | -26.24% |
| 2021 | 1.52% | 0.16% | 0.54% | 5.28% | 0.08% | 9.66% | 3.77% | 5.69% | -5.29% | 19.38% | 5.06% | -4.74% | 46.58% |
| 2020 | 10.04% | 2.35% | -13.52% | 21.18% | 10.98% | 3.95% | 9.84% | 21.10% | -4.83% | -2.51% | 18.06% | 10.98% | 120.18% |
| 2019 | 10.59% | 7.45% | 2.70% | 1.79% | -4.48% | 9.95% | 10.34% | -2.55% | -2.43% | 8.21% | 6.48% | 8.78% | 71.54% |
| 2018 | 9.48% | 4.12% | 1.23% | 1.72% | 9.33% | 3.05% | -0.14% | 5.38% | -1.58% | -6.49% | 1.06% | -7.86% | 19.28% |
| 2017 | 11.35% | 4.23% | -3.23% | 1.59% | 4.57% | 2.03% | 2.99% | 3.23% | 7.47% | 7.64% | 9.10% | -3.21% | 58.09% |
| 2016 | -10.27% | -1.63% | 9.97% | -2.10% | 2.07% | -2.07% | 6.84% | 0.65% | 1.61% | -1.81% | 3.17% | 3.41% | 8.74% |
| 2015 | -3.71% | 8.50% | -2.85% | 4.17% | 1.84% | -2.56% | 1.06% | -4.96% | 0.89% | 5.37% | -0.41% | 5.54% | 12.61% |
| 2014 | 2.88% | 12.19% | -3.42% | -1.51% | 6.09% | 5.46% | 0.78% | 10.64% | 0.73% | 2.77% | 1.98% | -0.05% | 44.52% |
| 2013 | 2.68% | 4.64% | 6.09% | 9.36% | 12.78% | 1.20% | 4.37% | 2.68% | 6.39% | 0.17% | 3.12% | 3.79% | 73.89% |
Expense Ratio
ETF White Capital - 5 October Update - Rebalance 1.0 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 ETF White Capital - 5 October Update - Rebalance 1.0 is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.96 | 1.50 | 1.18 | 1.29 | 3.06 |
ADBE Adobe Inc | 0.01 | 0.24 | 1.04 | 0.01 | 0.02 |
ENPH Enphase Energy, Inc. | -0.18 | 0.18 | 1.02 | -0.15 | -0.64 |
GOOGL Alphabet Inc. | 0.44 | 0.76 | 1.10 | 0.59 | 1.80 |
INTC Intel Corporation | -0.97 | -1.27 | 0.81 | -0.69 | -1.66 |
MSFT Microsoft Corporation | 1.19 | 1.64 | 1.21 | 1.52 | 4.73 |
NVDA NVIDIA Corporation | 2.51 | 2.97 | 1.38 | 4.73 | 15.61 |
PANW Palo Alto Networks, Inc. | 0.91 | 1.27 | 1.22 | 1.32 | 2.78 |
QQQ Invesco QQQ | 1.37 | 1.89 | 1.24 | 1.73 | 6.31 |
TSLA Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.13 | -0.33 |
UNH UnitedHealth Group Incorporated | 1.21 | 1.80 | 1.24 | 1.34 | 3.65 |
VOO Vanguard S&P 500 ETF | 2.00 | 2.72 | 1.36 | 2.15 | 9.64 |
Dividends
Dividend yield
ETF White Capital - 5 October Update - Rebalance 1.0 granted a 0.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF White Capital - 5 October Update - Rebalance 1.0 | 0.47% | 0.42% | 0.67% | 0.43% | 0.51% | 0.58% | 0.72% | 0.67% | 0.82% | 0.90% | 0.92% | 1.01% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENPH Enphase Energy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL Alphabet Inc. | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTC Intel Corporation | 2.65% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 1.30% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
VOO Vanguard S&P 500 ETF | 1.31% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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 ETF White Capital - 5 October Update - Rebalance 1.0. 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 ETF White Capital - 5 October Update - Rebalance 1.0 was 39.69%, occurring on Mar 18, 2020. Recovery took 58 trading sessions.
The current ETF White Capital - 5 October Update - Rebalance 1.0 drawdown is 7.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.69% | Feb 20, 2020 | 20 | Mar 18, 2020 | 58 | Jun 10, 2020 | 78 |
| -34.14% | Nov 22, 2021 | 282 | Jan 5, 2023 | 109 | Jun 13, 2023 | 391 |
| -22.16% | Dec 30, 2015 | 28 | Feb 9, 2016 | 119 | Jul 29, 2016 | 147 |
| -21.13% | Aug 30, 2018 | 80 | Dec 24, 2018 | 43 | Feb 27, 2019 | 123 |
| -16.3% | Sep 20, 2012 | 39 | Nov 15, 2012 | 61 | Feb 14, 2013 | 100 |
Volatility
Volatility Chart
The current ETF White Capital - 5 October Update - Rebalance 1.0 volatility is 7.19%, 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
| UNH | ENPH | TSLA | PANW | INTC | AAPL | NVDA | GOOGL | ADBE | MSFT | VOO | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.13 | 0.16 | 0.20 | 0.27 | 0.29 | 0.22 | 0.32 | 0.30 | 0.33 | 0.48 | 0.38 |
| ENPH | 0.13 | 1.00 | 0.29 | 0.30 | 0.26 | 0.28 | 0.29 | 0.25 | 0.30 | 0.28 | 0.38 | 0.38 |
| TSLA | 0.16 | 0.29 | 1.00 | 0.35 | 0.33 | 0.37 | 0.39 | 0.36 | 0.38 | 0.36 | 0.44 | 0.51 |
| PANW | 0.20 | 0.30 | 0.35 | 1.00 | 0.34 | 0.38 | 0.42 | 0.39 | 0.47 | 0.41 | 0.47 | 0.53 |
| INTC | 0.27 | 0.26 | 0.33 | 0.34 | 1.00 | 0.45 | 0.53 | 0.46 | 0.47 | 0.52 | 0.63 | 0.64 |
| AAPL | 0.29 | 0.28 | 0.37 | 0.38 | 0.45 | 1.00 | 0.48 | 0.54 | 0.49 | 0.56 | 0.64 | 0.74 |
| NVDA | 0.22 | 0.29 | 0.39 | 0.42 | 0.53 | 0.48 | 1.00 | 0.51 | 0.55 | 0.56 | 0.60 | 0.70 |
| GOOGL | 0.32 | 0.25 | 0.36 | 0.39 | 0.46 | 0.54 | 0.51 | 1.00 | 0.60 | 0.65 | 0.69 | 0.76 |
| ADBE | 0.30 | 0.30 | 0.38 | 0.47 | 0.47 | 0.49 | 0.55 | 0.60 | 1.00 | 0.66 | 0.68 | 0.75 |
| MSFT | 0.33 | 0.28 | 0.36 | 0.41 | 0.52 | 0.56 | 0.56 | 0.65 | 0.66 | 1.00 | 0.72 | 0.79 |
| VOO | 0.48 | 0.38 | 0.44 | 0.47 | 0.63 | 0.64 | 0.60 | 0.69 | 0.68 | 0.72 | 1.00 | 0.90 |
| QQQ | 0.38 | 0.38 | 0.51 | 0.53 | 0.64 | 0.74 | 0.70 | 0.76 | 0.75 | 0.79 | 0.90 | 1.00 |