My_Inv)ETF_03192024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 10% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My_Inv)ETF_03192024, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 27, 2024, the My_Inv)ETF_03192024 returned 15.96% Year-To-Date and 13.37% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| My_Inv)ETF_03192024 | 15.96% | 2.55% | 10.19% | 25.92% | 16.39% | 13.37% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
VXUS Vanguard Total International Stock ETF | 10.22% | 3.32% | 8.41% | 17.82% | 7.83% | 4.59% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
XLK Technology Select Sector SPDR Fund | 15.29% | 2.25% | 7.89% | 31.03% | 23.98% | 20.19% |
Monthly Returns
The table below presents the monthly returns of My_Inv)ETF_03192024, 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 | 1.20% | 4.21% | 3.04% | -4.29% | 4.73% | 3.30% | 1.43% | 15.96% | |||||
| 2023 | 6.28% | -2.24% | 4.23% | 0.80% | 0.85% | 5.98% | 3.39% | -1.85% | -4.85% | -2.17% | 9.28% | 4.88% | 26.30% |
| 2022 | -4.82% | -3.12% | 3.12% | -8.07% | 0.97% | -8.37% | 8.42% | -4.33% | -9.48% | 8.17% | 6.67% | -5.37% | -17.08% |
| 2021 | -0.84% | 3.10% | 4.69% | 4.41% | 1.07% | 2.28% | 2.02% | 2.76% | -4.59% | 6.32% | -0.28% | 4.72% | 28.31% |
| 2020 | 0.09% | -8.03% | -11.89% | 12.42% | 5.05% | 2.63% | 5.55% | 7.34% | -3.66% | -2.43% | 11.66% | 4.16% | 21.76% |
| 2019 | 7.32% | 3.98% | 2.32% | 4.21% | -6.98% | 7.32% | 1.56% | -1.60% | 2.33% | 2.49% | 3.56% | 3.25% | 33.12% |
| 2018 | 5.68% | -3.58% | -2.51% | 0.01% | 2.77% | 0.26% | 3.36% | 3.14% | 0.55% | -7.06% | 1.40% | -8.22% | -5.10% |
| 2017 | 1.91% | 3.66% | 0.85% | 1.18% | 2.14% | -0.22% | 2.59% | 0.79% | 1.93% | 3.39% | 2.71% | 1.35% | 24.61% |
| 2016 | -4.20% | -0.33% | 7.30% | -0.65% | 2.00% | 0.38% | 4.28% | 0.28% | 0.66% | -1.55% | 2.35% | 2.13% | 12.90% |
| 2015 | -2.73% | 6.01% | -2.09% | 1.68% | 1.00% | -2.74% | 1.74% | -5.98% | -2.03% | 8.70% | 0.28% | -1.69% | 1.30% |
| 2014 | -3.71% | 4.50% | 0.96% | 0.91% | 2.35% | 1.88% | -0.87% | 3.44% | -1.33% | 1.91% | 2.89% | -1.14% | 12.12% |
| 2013 | 4.31% | 1.14% | 3.39% | 2.35% | 1.66% | -1.85% | 4.78% | -2.66% | 3.49% | 4.60% | 2.64% | 2.56% | 29.48% |
Expense Ratio
My_Inv)ETF_03192024 has an expense ratio of 0.06%, 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 My_Inv)ETF_03192024 is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
VXUS Vanguard Total International Stock ETF | 1.54 | 2.20 | 1.27 | 1.07 | 7.23 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
XLK Technology Select Sector SPDR Fund | 1.63 | 2.18 | 1.29 | 1.97 | 7.35 |
Dividends
Dividend yield
My_Inv)ETF_03192024 granted a 1.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My_Inv)ETF_03192024 | 1.75% | 1.90% | 2.04% | 1.62% | 1.80% | 2.07% | 2.28% | 1.96% | 2.23% | 2.29% | 2.14% | 2.02% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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 My_Inv)ETF_03192024. 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 My_Inv)ETF_03192024 was 33.09%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current My_Inv)ETF_03192024 drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -24.73% | Jan 5, 2022 | 194 | Oct 12, 2022 | 291 | Dec 8, 2023 | 485 |
| -19.17% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.94% | May 22, 2015 | 66 | Aug 25, 2015 | 162 | Apr 18, 2016 | 228 |
| -10.24% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
Volatility
Volatility Chart
The current My_Inv)ETF_03192024 volatility is 6.11%, 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
| XLK | VXUS | SCHD | VOO | |
|---|---|---|---|---|
| XLK | 1.00 | 0.71 | 0.69 | 0.89 |
| VXUS | 0.71 | 1.00 | 0.76 | 0.82 |
| SCHD | 0.69 | 0.76 | 1.00 | 0.86 |
| VOO | 0.89 | 0.82 | 0.86 | 1.00 |