GIOVANNI MARTINO
Dr,G
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GIOVANNI MARTINO, 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 Aug 27, 2024, the GIOVANNI MARTINO returned 15.22% Year-To-Date and 12.85% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| GIOVANNI MARTINO | 15.22% | 2.14% | 10.50% | 23.40% | 15.44% | 12.85% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
Monthly Returns
The table below presents the monthly returns of GIOVANNI MARTINO, 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% | 3.54% | 3.75% | -4.30% | 3.65% | 2.14% | 3.41% | 15.22% | |||||
| 2023 | 4.62% | -2.67% | 2.02% | 0.28% | -1.04% | 5.91% | 3.79% | -1.55% | -4.51% | -2.98% | 7.92% | 5.53% | 17.72% |
| 2022 | -4.33% | -2.59% | 3.46% | -6.93% | 1.97% | -8.18% | 6.88% | -3.55% | -8.46% | 9.26% | 6.19% | -4.85% | -12.48% |
| 2021 | -0.83% | 4.12% | 6.55% | 3.82% | 1.72% | 1.05% | 1.59% | 2.65% | -4.29% | 5.81% | -1.10% | 5.55% | 29.42% |
| 2020 | -0.59% | -8.51% | -11.63% | 12.92% | 4.41% | 1.08% | 5.74% | 6.46% | -3.34% | -1.13% | 12.10% | 3.50% | 19.54% |
| 2019 | 7.09% | 3.62% | 1.94% | 3.77% | -7.16% | 7.20% | 1.65% | -1.50% | 2.78% | 1.99% | 3.28% | 2.73% | 30.09% |
| 2018 | 5.39% | -4.42% | -2.60% | -0.37% | 2.44% | 0.77% | 3.98% | 3.01% | 0.82% | -6.55% | 2.42% | -8.46% | -4.55% |
| 2017 | 0.98% | 3.70% | 0.33% | 0.81% | 1.83% | -0.04% | 2.06% | 0.32% | 2.20% | 3.20% | 3.52% | 1.55% | 22.40% |
| 2016 | -3.80% | 0.14% | 6.63% | -0.27% | 1.83% | 1.35% | 3.61% | -0.01% | 0.33% | -1.64% | 3.17% | 2.05% | 13.83% |
| 2015 | -2.91% | 5.57% | -2.04% | 0.97% | 0.98% | -2.68% | 1.68% | -5.80% | -1.57% | 8.90% | 0.37% | -1.33% | 1.31% |
| 2014 | -3.83% | 4.29% | 1.04% | 1.17% | 2.02% | 1.83% | -1.29% | 3.81% | -0.75% | 2.21% | 3.05% | -0.80% | 13.18% |
| 2013 | 5.10% | 1.62% | 4.13% | 2.59% | 1.99% | -1.26% | 5.05% | -3.04% | 3.19% | 4.78% | 2.83% | 2.29% | 33.10% |
Expense Ratio
GIOVANNI MARTINO has an expense ratio of 0.06%, 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 GIOVANNI MARTINO is 61, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
Dividends
Dividend yield
GIOVANNI MARTINO granted a 2.27% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GIOVANNI MARTINO | 2.27% | 2.39% | 2.45% | 1.93% | 2.25% | 2.32% | 2.45% | 2.11% | 2.36% | 2.43% | 2.20% | 2.07% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 GIOVANNI MARTINO. 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 GIOVANNI MARTINO was 32.79%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current GIOVANNI MARTINO drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.79% | Feb 13, 2020 | 27 | Mar 23, 2020 | 96 | Aug 7, 2020 | 123 |
| -21.34% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -18.45% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.68% | May 22, 2015 | 66 | Aug 25, 2015 | 49 | Nov 3, 2015 | 115 |
| -10.72% | Jan 29, 2018 | 39 | Mar 23, 2018 | 107 | Aug 24, 2018 | 146 |
Volatility
Volatility Chart
The current GIOVANNI MARTINO volatility is 4.99%, 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 | QQQ | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.68 | 0.86 |
| QQQ | 0.68 | 1.00 | 0.90 |
| VOO | 0.86 | 0.90 | 1.00 |