test222
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test222, 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 30, 2021, corresponding to the inception date of IAUM
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
test222 | 34.70% | 2.63% | 9.09% | 35.17% | N/A | N/A |
Portfolio components: | ||||||
Schwab U.S. Large-Cap Growth ETF | 38.35% | 4.05% | 15.16% | 38.34% | 20.45% | 16.84% |
Columbia India Consumer ETF | 12.67% | -2.49% | -5.36% | 15.32% | 14.16% | 9.94% |
Vanguard Russell 1000 Growth ETF | 36.31% | 4.35% | 14.34% | 36.49% | 19.55% | 16.80% |
WisdomTree Japan Hedged Equity Fund | 27.50% | 0.67% | 2.37% | 27.78% | 18.45% | 11.29% |
VanEck Vectors Semiconductor ETF | 42.52% | 1.88% | -2.56% | 43.83% | 29.94% | 27.69% |
iShares Gold Trust Micro ETF of Benef Interest | 26.41% | -3.56% | 11.95% | 27.02% | N/A | N/A |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of test222, 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 | 3.13% | 7.52% | 3.27% | -3.15% | 6.28% | 6.14% | -1.33% | 0.91% | 2.21% | -0.63% | 4.09% | 34.70% | |
2023 | 9.80% | -0.93% | 7.35% | 0.02% | 7.01% | 5.76% | 3.50% | -1.18% | -4.82% | -1.30% | 10.35% | 4.88% | 46.98% |
2022 | -7.59% | -2.74% | 2.80% | -10.81% | -0.50% | -8.34% | 11.24% | -5.12% | -9.29% | 3.44% | 7.32% | -6.92% | -25.66% |
2021 | 2.11% | 3.15% | -4.34% | 6.77% | 2.21% | 1.96% | 12.10% |
Expense Ratio
test222 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 test222 is 69, 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 | |
---|---|---|---|---|---|
Schwab U.S. Large-Cap Growth ETF | 2.45 | 3.12 | 1.45 | 3.43 | 13.54 |
Columbia India Consumer ETF | 0.92 | 1.42 | 1.17 | 0.80 | 2.15 |
Vanguard Russell 1000 Growth ETF | 2.36 | 3.01 | 1.44 | 3.07 | 12.03 |
WisdomTree Japan Hedged Equity Fund | 1.22 | 1.59 | 1.24 | 1.14 | 3.87 |
VanEck Vectors Semiconductor ETF | 1.48 | 1.99 | 1.26 | 2.06 | 5.09 |
iShares Gold Trust Micro ETF of Benef Interest | 1.86 | 2.48 | 1.33 | 3.42 | 9.93 |
USD Cash | — | — | — | — | — |
Dividends
Dividend yield
test222 provided a 0.39% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.39% | 0.72% | 1.41% | 0.84% | 0.74% | 1.83% | 1.62% | 1.30% | 1.09% | 1.86% | 1.64% | 1.39% |
Portfolio components: | ||||||||||||
Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Columbia India Consumer ETF | 2.88% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
Vanguard Russell 1000 Growth ETF | 0.41% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
WisdomTree Japan Hedged Equity Fund | 0.86% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
iShares Gold Trust Micro ETF of Benef Interest | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 test222. 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 test222 was 30.90%, occurring on Oct 14, 2022. Recovery took 197 trading sessions.
The current test222 drawdown is 1.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.9% | Dec 28, 2021 | 209 | Oct 14, 2022 | 197 | Jul 18, 2023 | 406 |
-13.33% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 6, 2024 | 85 |
-8.8% | Jul 19, 2023 | 72 | Oct 26, 2023 | 13 | Nov 14, 2023 | 85 |
-6.56% | Apr 12, 2024 | 6 | Apr 19, 2024 | 17 | May 14, 2024 | 23 |
-6.44% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current test222 volatility is 4.72%, 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
USD=X | IAUM | INCO | DXJ | SMH | SCHG | VONG | |
---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
IAUM | 0.00 | 1.00 | 0.15 | 0.02 | 0.11 | 0.11 | 0.11 |
INCO | 0.00 | 0.15 | 1.00 | 0.36 | 0.38 | 0.42 | 0.42 |
DXJ | 0.00 | 0.02 | 0.36 | 1.00 | 0.51 | 0.52 | 0.53 |
SMH | 0.00 | 0.11 | 0.38 | 0.51 | 1.00 | 0.84 | 0.85 |
SCHG | 0.00 | 0.11 | 0.42 | 0.52 | 0.84 | 1.00 | 0.99 |
VONG | 0.00 | 0.11 | 0.42 | 0.53 | 0.85 | 0.99 | 1.00 |