50smh50qqq
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50smh50qqq, 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 May 5, 2000, corresponding to the inception date of SMH
Returns By Period
As of Nov 15, 2024, the 50smh50qqq returned 33.66% Year-To-Date and 23.65% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 50smh50qqq | 33.66% | 2.03% | 9.95% | 44.12% | 27.21% | 23.65% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 24.75% | 3.63% | 12.88% | 32.82% | 21.02% | 18.32% |
SMH VanEck Vectors Semiconductor ETF | 41.92% | 0.41% | 6.88% | 54.88% | 32.98% | 28.72% |
Monthly Returns
The table below presents the monthly returns of 50smh50qqq, 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 | 4.05% | 9.75% | 3.85% | -4.61% | 9.24% | 7.45% | -3.48% | -0.15% | 1.73% | -1.20% | 33.66% | ||
| 2023 | 13.73% | 0.32% | 9.74% | -2.76% | 12.15% | 5.90% | 4.68% | -2.12% | -6.14% | -3.11% | 13.14% | 7.63% | 64.07% |
| 2022 | -9.78% | -3.56% | 2.63% | -14.20% | 2.37% | -12.92% | 14.48% | -7.37% | -12.12% | 3.11% | 12.89% | -8.91% | -32.51% |
| 2021 | 2.01% | 3.15% | 1.36% | 2.82% | 0.63% | 5.75% | 1.60% | 3.58% | -5.53% | 7.32% | 6.69% | 1.78% | 35.20% |
| 2020 | 0.16% | -5.09% | -9.24% | 14.57% | 6.04% | 7.30% | 8.07% | 8.20% | -3.19% | -1.31% | 15.29% | 5.57% | 52.91% |
| 2019 | 9.84% | 5.00% | 3.39% | 7.42% | -11.94% | 9.83% | 4.30% | -2.09% | 2.54% | 5.70% | 4.16% | 8.55% | 55.04% |
| 2018 | 8.83% | -0.63% | -3.10% | -3.16% | 7.91% | -1.49% | 2.97% | 4.33% | -1.27% | -10.40% | 1.59% | -7.45% | -3.62% |
| 2017 | 4.53% | 3.50% | 3.17% | 1.36% | 5.87% | -3.57% | 4.46% | 2.63% | 2.54% | 6.75% | 0.28% | 0.50% | 36.60% |
| 2016 | -6.80% | -0.07% | 8.06% | -3.97% | 6.40% | -1.04% | 9.27% | 2.70% | 3.60% | -1.59% | 2.27% | 1.81% | 21.22% |
| 2015 | -2.77% | 7.63% | -2.65% | 1.11% | 5.02% | -5.68% | 0.06% | -5.95% | -0.81% | 10.02% | 1.76% | -0.93% | 5.64% |
| 2014 | -2.44% | 5.59% | 0.86% | -1.19% | 4.11% | 4.95% | -0.15% | 5.49% | -0.95% | 1.65% | 6.27% | -0.80% | 25.38% |
| 2013 | 4.38% | 1.38% | 2.07% | 3.41% | 3.46% | -1.98% | 4.31% | -2.01% | 6.06% | 4.10% | 1.80% | 4.60% | 36.12% |
Expense Ratio
50smh50qqq features an expense ratio of 0.28%, falling within the medium range. 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 50smh50qqq is 22, indicating that it is in the bottom 22% 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.91 | 2.55 | 1.35 | 2.43 | 8.85 |
SMH VanEck Vectors Semiconductor ETF | 1.60 | 2.12 | 1.28 | 2.22 | 6.05 |
Dividends
Dividend yield
50smh50qqq provided a 0.51% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.51% | 0.61% | 1.58% | 0.72% | 0.96% | 3.37% | 2.33% | 1.85% | 1.33% | 2.64% | 1.86% | 2.06% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 50smh50qqq. 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 50smh50qqq was 87.19%, occurring on Oct 9, 2002. Recovery took 3678 trading sessions.
The current 50smh50qqq drawdown is 5.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.19% | Jun 5, 2000 | 593 | Oct 9, 2002 | 3678 | May 11, 2017 | 4271 |
| -40.37% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -30.75% | Feb 20, 2020 | 18 | Mar 16, 2020 | 57 | Jun 5, 2020 | 75 |
| -23.01% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -19.3% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current 50smh50qqq volatility is 6.07%, 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
| QQQ | SMH | |
|---|---|---|
| QQQ | 1.00 | 0.83 |
| SMH | 0.83 | 1.00 |