Child
For children
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Child, 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 Jun 16, 2011, corresponding to the inception date of SPGP
Returns By Period
As of Jul 25, 2024, the Child returned 9.71% Year-To-Date and 13.28% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Child | 9.39% | -1.76% | 8.24% | 16.24% | 13.78% | 13.28% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
SPGP Invesco S&P 500 GARP ETF | 4.60% | -0.63% | 6.20% | 9.03% | 13.18% | 13.73% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.17% |
Monthly Returns
The table below presents the monthly returns of Child, 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 | 0.30% | 4.67% | 2.86% | -4.84% | 4.73% | 3.25% | 9.39% | ||||||
| 2023 | 8.47% | -2.16% | 4.17% | 0.80% | 1.94% | 6.08% | 3.56% | -1.89% | -4.81% | -3.00% | 9.33% | 5.73% | 30.66% |
| 2022 | -6.76% | -2.75% | 2.57% | -9.93% | -0.59% | -7.59% | 9.30% | -4.27% | -9.48% | 5.75% | 5.91% | -6.48% | -23.66% |
| 2021 | -0.43% | 2.29% | 2.55% | 5.01% | 0.17% | 3.50% | 2.52% | 2.89% | -4.97% | 6.63% | 0.06% | 2.82% | 25.06% |
| 2020 | 1.05% | -6.01% | -10.56% | 12.91% | 5.52% | 2.87% | 6.06% | 6.89% | -3.72% | -1.92% | 10.98% | 4.55% | 29.32% |
| 2019 | 7.99% | 3.22% | 2.63% | 3.68% | -5.68% | 6.92% | 1.73% | -1.41% | 1.53% | 2.88% | 3.65% | 2.59% | 33.21% |
| 2018 | 6.15% | -2.48% | -2.26% | 0.31% | 3.82% | 1.11% | 2.22% | 4.37% | -0.12% | -7.88% | 1.19% | -7.08% | -1.67% |
| 2017 | 3.17% | 3.85% | 1.03% | 2.04% | 2.42% | -0.13% | 2.63% | 1.41% | 0.91% | 3.02% | 2.32% | 0.95% | 26.26% |
| 2016 | -5.66% | -0.25% | 6.09% | -0.77% | 2.48% | -0.28% | 4.89% | 0.11% | 0.54% | -2.10% | 1.38% | 1.19% | 7.32% |
| 2015 | -1.36% | 5.06% | -1.49% | 1.00% | 1.14% | -1.90% | 3.21% | -5.83% | -2.14% | 8.12% | 0.39% | -1.33% | 4.21% |
| 2014 | -1.71% | 4.34% | -0.34% | 0.34% | 3.17% | 2.44% | -0.52% | 4.51% | -1.45% | 2.35% | 3.23% | -0.52% | 16.73% |
| 2013 | 3.81% | 0.78% | 3.15% | 2.25% | 1.99% | -2.09% | 4.70% | -1.80% | 3.57% | 4.40% | 2.52% | 2.21% | 28.36% |
Expense Ratio
Child has an expense ratio of 0.16%, 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 Child is 37, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
SPGP Invesco S&P 500 GARP ETF | 0.66 | 1.00 | 1.11 | 0.90 | 2.43 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
Dividends
Dividend yield
Child granted a 1.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Child | 1.41% | 1.35% | 1.42% | 0.90% | 1.10% | 1.33% | 1.54% | 1.31% | 1.52% | 1.57% | 1.70% | 1.75% |
| Portfolio components: | ||||||||||||
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% |
SPGP Invesco S&P 500 GARP ETF | 1.43% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
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% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Child. 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 Child was 29.19%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Child drawdown is 4.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -28.24% | Dec 28, 2021 | 202 | Oct 14, 2022 | 320 | Jan 25, 2024 | 522 |
| -18.91% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -13.27% | Jul 25, 2011 | 11 | Aug 8, 2011 | 107 | Jan 10, 2012 | 118 |
| -12.94% | Dec 2, 2015 | 49 | Feb 11, 2016 | 81 | Jun 8, 2016 | 130 |
Volatility
Volatility Chart
The current Child volatility is 3.92%, 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 | SPGP | QQQ | VTI | |
|---|---|---|---|---|
| TLT | 1.00 | -0.21 | -0.19 | -0.26 |
| SPGP | -0.21 | 1.00 | 0.78 | 0.85 |
| QQQ | -0.19 | 0.78 | 1.00 | 0.89 |
| VTI | -0.26 | 0.85 | 0.89 | 1.00 |