Port 2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Port 2, 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 every 3 months.
The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Port 2 | -12.48% | -8.09% | -13.42% | 2.81% | 16.26% | N/A |
| Portfolio components: | ||||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.18% | 0.68% | 3.22% | 7.26% | 4.12% | 2.80% |
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
COWZ Pacer US Cash Cows 100 ETF | -10.71% | -8.71% | -13.88% | -7.29% | 19.50% | N/A |
VGT Vanguard Information Technology ETF | -18.60% | -10.35% | -16.03% | 5.91% | 18.85% | 17.84% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
ITB iShares U.S. Home Construction ETF | -13.26% | -6.07% | -30.59% | -12.13% | 24.86% | 13.52% |
Monthly Returns
The table below presents the monthly returns of Port 2, 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 | 1.24% | -2.01% | -5.79% | -6.37% | -12.48% | ||||||||
| 2024 | 1.44% | 5.01% | 3.28% | -4.84% | 5.51% | 4.02% | 1.16% | 0.79% | 1.94% | -1.26% | 4.70% | -2.51% | 20.36% |
| 2023 | 7.70% | -1.18% | 5.25% | -0.18% | 3.62% | 6.03% | 3.70% | -1.56% | -4.88% | -2.54% | 9.73% | 6.05% | 35.28% |
| 2022 | -6.44% | -2.69% | 2.17% | -8.57% | 1.22% | -9.19% | 9.52% | -4.59% | -9.06% | 6.61% | 6.29% | -5.83% | -20.73% |
| 2021 | 0.68% | 2.19% | 3.96% | 3.81% | 0.39% | 3.15% | 2.18% | 2.86% | -4.61% | 6.01% | 2.02% | 3.32% | 28.80% |
| 2020 | 0.94% | -5.96% | -10.02% | 12.02% | 5.62% | 3.93% | 5.89% | 7.37% | -3.05% | -2.34% | 10.91% | 4.00% | 30.40% |
| 2019 | 7.10% | 3.38% | 2.23% | 4.34% | -7.09% | 6.59% | 2.17% | -1.41% | 2.13% | 2.82% | 3.36% | 2.76% | 31.40% |
| 2018 | 4.87% | -2.31% | -2.01% | -0.64% | 3.62% | 0.15% | 2.30% | 3.76% | -0.34% | -6.85% | 0.86% | -6.74% | -4.05% |
| 2017 | 2.35% | 3.17% | 1.23% | 1.06% | 2.16% | -0.88% | 2.30% | 1.13% | 1.63% | 3.92% | 2.13% | 0.99% | 23.27% |
| 2016 | -0.84% | -0.84% |
Expense Ratio
Port 2 has an expense ratio of 0.16%, 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 Port 2 is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.91 | 6.42 | 1.91 | 7.51 | 26.27 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
COWZ Pacer US Cash Cows 100 ETF | -0.39 | -0.43 | 0.94 | -0.33 | -1.26 |
VGT Vanguard Information Technology ETF | 0.02 | 0.23 | 1.03 | 0.02 | 0.08 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
ITB iShares U.S. Home Construction ETF | -0.47 | -0.52 | 0.94 | -0.39 | -0.94 |
Dividends
Dividend yield
Port 2 provided a 2.02% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.02% | 1.83% | 2.00% | 2.98% | 2.10% | 1.48% | 1.69% | 1.89% | 1.50% | 1.25% | 1.11% | 1.25% |
| Portfolio components: | ||||||||||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.77% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
COWZ Pacer US Cash Cows 100 ETF | 2.02% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.63% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
ITB iShares U.S. Home Construction ETF | 1.11% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% |
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 Port 2. 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 Port 2 was 27.72%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Port 2 drawdown is 11.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -26.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | 196 | Jul 28, 2023 | 398 |
| -20.56% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -17.28% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -10.67% | Jul 17, 2024 | 16 | Aug 7, 2024 | 44 | Oct 9, 2024 | 60 |
Volatility
Volatility Chart
The current Port 2 volatility is 13.78%, 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
| VTIP | ITB | SCHD | COWZ | SMH | QQQ | VGT | |
|---|---|---|---|---|---|---|---|
| VTIP | 1.00 | 0.17 | 0.09 | 0.09 | 0.04 | 0.08 | 0.08 |
| ITB | 0.17 | 1.00 | 0.61 | 0.65 | 0.49 | 0.52 | 0.52 |
| SCHD | 0.09 | 0.61 | 1.00 | 0.86 | 0.56 | 0.59 | 0.60 |
| COWZ | 0.09 | 0.65 | 0.86 | 1.00 | 0.59 | 0.60 | 0.61 |
| SMH | 0.04 | 0.49 | 0.56 | 0.59 | 1.00 | 0.85 | 0.88 |
| QQQ | 0.08 | 0.52 | 0.59 | 0.60 | 0.85 | 1.00 | 0.97 |
| VGT | 0.08 | 0.52 | 0.60 | 0.61 | 0.88 | 0.97 | 1.00 |