new eft
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | Large Cap Growth Equities | 50% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in new eft, 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 Jan 23, 2004, corresponding to the inception date of ITOT
Returns By Period
As of Nov 13, 2024, the new eft returned 26.51% Year-To-Date and 13.19% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| new eft | 26.51% | 2.48% | 13.52% | 35.18% | 15.46% | 13.19% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 26.84% | 2.15% | 13.41% | 34.92% | 15.77% | 13.40% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 26.18% | 2.81% | 13.62% | 35.43% | 15.14% | 12.97% |
Monthly Returns
The table below presents the monthly returns of new eft, 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 | 1.32% | 5.27% | 3.27% | -4.21% | 4.97% | 3.30% | 1.50% | 2.27% | 2.10% | -0.83% | 26.51% | ||
| 2023 | 6.60% | -2.42% | 3.18% | 1.31% | 0.44% | 6.70% | 3.44% | -1.79% | -4.76% | -2.44% | 9.30% | 4.99% | 26.21% |
| 2022 | -5.61% | -2.72% | 3.50% | -8.94% | 0.06% | -8.31% | 9.26% | -3.96% | -9.23% | 8.09% | 5.39% | -5.77% | -18.82% |
| 2021 | -0.65% | 2.96% | 4.08% | 5.21% | 0.55% | 2.31% | 2.13% | 2.93% | -4.60% | 6.84% | -1.08% | 4.18% | 27.21% |
| 2020 | -0.07% | -8.25% | -13.00% | 12.94% | 5.03% | 2.10% | 5.81% | 7.03% | -3.66% | -2.21% | 11.45% | 4.09% | 19.56% |
| 2019 | 8.18% | 3.38% | 1.68% | 3.94% | -6.33% | 6.94% | 1.40% | -1.77% | 1.86% | 2.18% | 3.69% | 2.90% | 30.96% |
| 2018 | 5.45% | -3.80% | -2.20% | 0.33% | 2.61% | 0.64% | 3.52% | 3.36% | 0.34% | -7.09% | 1.92% | -9.01% | -4.91% |
| 2017 | 1.88% | 3.77% | 0.12% | 0.98% | 1.23% | 0.79% | 1.98% | 0.20% | 2.22% | 2.28% | 3.08% | 1.21% | 21.56% |
| 2016 | -5.44% | 0.03% | 6.99% | 0.49% | 1.74% | 0.20% | 3.85% | 0.22% | 0.10% | -2.03% | 4.04% | 2.08% | 12.37% |
| 2015 | -2.89% | 5.66% | -1.44% | 0.80% | 1.32% | -1.90% | 2.06% | -6.12% | -2.55% | 8.35% | 0.41% | -1.80% | 1.09% |
| 2014 | -3.44% | 4.54% | 0.84% | 0.56% | 2.26% | 2.18% | -1.53% | 4.02% | -1.57% | 2.49% | 2.62% | 0.12% | 13.55% |
| 2013 | 5.22% | 1.29% | 3.98% | 1.88% | 2.39% | -1.49% | 5.38% | -3.01% | 3.37% | 4.49% | 3.01% | 2.55% | 32.81% |
Expense Ratio
new eft has an expense ratio of 0.03%, 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 risk-adjusted rank of new eft is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.45 | 20.15 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.52 | 19.70 |
Dividends
Dividend yield
new eft provided a 1.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.46% | 1.66% | 1.19% | 1.49% | 1.93% | 2.17% | 1.72% | 1.92% | 2.14% | 2.02% | 1.93% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
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 new eft. 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 new eft was 55.23%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.
The current new eft drawdown is 0.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.23% | Oct 10, 2007 | 355 | Mar 9, 2009 | 769 | Mar 26, 2012 | 1124 |
| -34.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.94% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.75% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -13.67% | May 22, 2015 | 183 | Feb 11, 2016 | 47 | Apr 20, 2016 | 230 |
Volatility
Volatility Chart
The current new eft volatility is 3.95%, 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
| ITOT | IVV | |
|---|---|---|
| ITOT | 1.00 | 0.98 |
| IVV | 0.98 | 1.00 |