Diverse High Performers
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 10, 2005, corresponding to the inception date of VWO
Returns By Period
As of May 19, 2025, the Diverse High Performers returned 2.18% Year-To-Date and 10.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| Diverse High Performers | 2.18% | 8.79% | 1.97% | 8.21% | 13.08% | 10.65% |
| Portfolio components: | ||||||
XLV Health Care Select Sector SPDR Fund | -2.88% | -1.77% | -5.38% | -7.57% | 7.58% | 7.66% |
XLF Financial Select Sector SPDR Fund | 7.13% | 10.59% | 4.27% | 23.31% | 21.37% | 14.45% |
XLY Consumer Discretionary Select Sector SPDR Fund | -2.71% | 17.41% | 2.46% | 22.89% | 13.74% | 12.24% |
XLK Technology Select Sector SPDR Fund | 1.20% | 21.79% | 3.05% | 11.66% | 20.84% | 19.86% |
VWO Vanguard FTSE Emerging Markets ETF | 8.49% | 10.23% | 8.45% | 9.75% | 8.70% | 3.87% |
IXJ iShares Global Healthcare ETF | -1.21% | -0.55% | -4.06% | -7.68% | 5.85% | 5.96% |
Monthly Returns
The table below presents the monthly returns of Diverse High Performers, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.96% | -0.41% | -3.31% | -1.32% | 3.44% | 2.18% | |||||||
| 2024 | 0.48% | 4.18% | 2.08% | -3.63% | 2.84% | 2.58% | 2.18% | 2.87% | 1.99% | -2.33% | 3.90% | -3.08% | 14.53% |
| 2023 | 5.74% | -3.54% | 1.99% | 1.39% | -1.13% | 6.08% | 2.99% | -2.36% | -3.79% | -3.06% | 8.51% | 4.53% | 17.68% |
| 2022 | -4.77% | -2.57% | 2.35% | -7.72% | 0.19% | -6.21% | 6.70% | -4.12% | -7.19% | 5.81% | 6.72% | -4.62% | -15.79% |
| 2021 | 0.76% | 1.29% | 3.08% | 4.37% | 1.14% | 2.10% | 1.10% | 2.84% | -4.05% | 6.05% | -1.65% | 4.33% | 23.10% |
| 2020 | -1.80% | -6.98% | -11.27% | 12.12% | 4.29% | 1.93% | 5.96% | 5.22% | -2.53% | -2.41% | 10.29% | 4.66% | 18.23% |
| 2019 | 7.46% | 1.89% | 1.52% | 2.52% | -5.59% | 6.87% | 0.11% | -1.85% | 1.27% | 3.56% | 3.57% | 4.05% | 27.70% |
| 2018 | 7.35% | -3.74% | -2.49% | 0.09% | 0.72% | -0.04% | 4.46% | 2.43% | 0.49% | -7.27% | 4.15% | -7.96% | -2.95% |
| 2017 | 3.15% | 4.32% | 0.67% | 1.43% | 1.19% | 1.98% | 2.47% | 1.09% | 1.25% | 1.81% | 2.39% | 1.31% | 25.58% |
| 2016 | -6.50% | -0.75% | 6.88% | 1.15% | 1.04% | 0.45% | 4.92% | -0.54% | 3.60% | -2.46% | 2.67% | 1.14% | 11.49% |
| 2015 | -1.44% | 5.75% | -0.75% | 1.59% | 1.42% | -1.31% | 1.53% | -7.56% | -3.30% | 7.42% | -0.25% | -1.16% | 1.11% |
| 2014 | -3.24% | 5.04% | 0.49% | -0.38% | 2.78% | 2.33% | 0.03% | 4.19% | -1.81% | 3.03% | 2.80% | -1.42% | 14.36% |
Expense Ratio
Diverse High Performers has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Diverse High Performers is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XLV Health Care Select Sector SPDR Fund | -0.47 | -0.42 | 0.94 | -0.36 | -0.90 |
XLF Financial Select Sector SPDR Fund | 1.20 | 1.76 | 1.26 | 1.62 | 6.15 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.93 | 1.41 | 1.18 | 0.88 | 2.58 |
XLK Technology Select Sector SPDR Fund | 0.38 | 0.82 | 1.11 | 0.53 | 1.65 |
VWO Vanguard FTSE Emerging Markets ETF | 0.57 | 1.03 | 1.14 | 0.62 | 2.02 |
IXJ iShares Global Healthcare ETF | -0.51 | -0.48 | 0.94 | -0.36 | -0.75 |
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Dividends
Dividend yield
Diverse High Performers provided a 1.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.64% | 1.74% | 1.92% | 1.40% | 1.45% | 1.99% | 1.94% | 1.58% | 1.84% | 2.13% | 1.80% |
| Portfolio components: | ||||||||||||
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLF Financial Select Sector SPDR Fund | 1.38% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.81% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VWO Vanguard FTSE Emerging Markets ETF | 2.97% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
IXJ iShares Global Healthcare ETF | 1.52% | 1.50% | 1.38% | 1.17% | 1.12% | 1.27% | 1.42% | 2.11% | 1.46% | 1.73% | 2.85% | 1.38% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Diverse High Performers. 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 Diverse High Performers was 55.75%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current Diverse High Performers drawdown is 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.75% | Oct 15, 2007 | 352 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1112 |
| -31.96% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -22.75% | Jan 4, 2022 | 195 | Oct 12, 2022 | 327 | Feb 1, 2024 | 522 |
| -18.03% | Jun 24, 2015 | 161 | Feb 11, 2016 | 122 | Aug 5, 2016 | 283 |
| -16.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.49, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | VWO | XLF | XLV | IXJ | XLK | XLY | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.82 | 0.75 | 0.76 | 0.88 | 0.87 | 0.96 |
| VWO | 0.74 | 1.00 | 0.61 | 0.53 | 0.59 | 0.67 | 0.64 | 0.82 |
| XLF | 0.82 | 0.61 | 1.00 | 0.60 | 0.61 | 0.63 | 0.71 | 0.81 |
| XLV | 0.75 | 0.53 | 0.60 | 1.00 | 0.92 | 0.61 | 0.61 | 0.82 |
| IXJ | 0.76 | 0.59 | 0.61 | 0.92 | 1.00 | 0.63 | 0.63 | 0.83 |
| XLK | 0.88 | 0.67 | 0.63 | 0.61 | 0.63 | 1.00 | 0.78 | 0.84 |
| XLY | 0.87 | 0.64 | 0.71 | 0.61 | 0.63 | 0.78 | 1.00 | 0.85 |
| Portfolio | 0.96 | 0.82 | 0.81 | 0.82 | 0.83 | 0.84 | 0.85 | 1.00 |