myportfolio
fimi
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in myportfolio, 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 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Sep 19, 2024, the myportfolio returned 17.58% Year-To-Date and 14.03% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| myportfolio | 17.58% | 0.39% | 7.75% | 28.63% | 16.06% | 14.13% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 15.96% | 2.14% | 7.99% | 24.48% | 12.50% | 11.84% |
VUG Vanguard Growth ETF | 20.25% | -1.17% | 7.91% | 34.51% | 18.16% | 15.17% |
VOO Vanguard S&P 500 ETF | 18.91% | 0.47% | 7.91% | 29.41% | 15.31% | 12.97% |
QQQ Invesco QQQ | 15.46% | -1.84% | 5.90% | 30.03% | 20.70% | 17.86% |
DGRO iShares Core Dividend Growth ETF | 16.47% | 2.14% | 8.26% | 23.89% | 12.27% | 11.96% |
Monthly Returns
The table below presents the monthly returns of myportfolio, 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 | 1.61% | 4.81% | 2.51% | -4.06% | 4.75% | 3.79% | 1.27% | 2.44% | 17.58% | ||||
| 2023 | 6.58% | -1.93% | 4.84% | 1.45% | 1.44% | 6.35% | 3.24% | -1.70% | -4.77% | -2.02% | 9.24% | 4.71% | 29.92% |
| 2022 | -6.38% | -3.45% | 3.51% | -9.13% | -0.45% | -7.72% | 9.55% | -4.26% | -9.34% | 7.28% | 5.86% | -6.06% | -20.77% |
| 2021 | -1.26% | 1.55% | 4.28% | 5.12% | 0.30% | 2.82% | 2.86% | 2.95% | -5.03% | 7.17% | -0.16% | 4.05% | 26.93% |
| 2020 | 1.04% | -7.59% | -10.51% | 12.88% | 5.16% | 2.77% | 6.02% | 7.84% | -3.60% | -2.59% | 10.95% | 3.71% | 25.90% |
| 2019 | 7.74% | 3.65% | 2.24% | 4.34% | -6.27% | 6.99% | 1.95% | -0.98% | 1.54% | 2.23% | 3.51% | 2.93% | 33.39% |
| 2018 | 6.20% | -3.16% | -2.64% | 0.03% | 3.18% | 0.71% | 3.74% | 3.84% | 0.62% | -7.25% | 2.04% | -8.59% | -2.40% |
| 2017 | 2.67% | 4.34% | 0.68% | 1.74% | 2.17% | -0.12% | 2.11% | 0.72% | 1.54% | 2.82% | 3.22% | 1.08% | 25.44% |
| 2016 | -4.69% | -0.03% | 6.66% | -0.55% | 2.22% | 0.16% | 4.17% | 0.15% | 0.22% | -1.84% | 2.64% | 1.48% | 10.61% |
| 2015 | -2.71% | 5.99% | -2.34% | 1.12% | 1.44% | -2.22% | 2.82% | -6.19% | -2.20% | 8.70% | 0.30% | -1.60% | 2.23% |
| 2014 | 1.73% | -1.48% | 4.25% | -1.18% | 2.72% | 3.31% | -0.60% | 8.91% |
Expense Ratio
myportfolio has an expense ratio of 0.08%, 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 myportfolio is 64, 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 | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 2.32 | 3.22 | 1.42 | 2.43 | 12.24 |
VUG Vanguard Growth ETF | 1.87 | 2.47 | 1.33 | 1.73 | 9.28 |
VOO Vanguard S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
QQQ Invesco QQQ | 1.58 | 2.13 | 1.28 | 2.02 | 7.34 |
DGRO iShares Core Dividend Growth ETF | 2.27 | 3.17 | 1.41 | 1.95 | 11.04 |
Dividends
Dividend yield
myportfolio granted a 1.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| myportfolio | 1.24% | 1.40% | 1.50% | 1.13% | 1.34% | 1.50% | 1.76% | 1.53% | 1.78% | 1.85% | 1.48% | 1.18% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.71% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VUG Vanguard Growth ETF | 0.51% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
DGRO iShares Core Dividend Growth ETF | 2.20% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 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 myportfolio. 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 myportfolio was 31.96%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current myportfolio drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -26.62% | Dec 30, 2021 | 198 | Oct 12, 2022 | 294 | Dec 13, 2023 | 492 |
| -19.34% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.27% | Nov 4, 2015 | 68 | Feb 11, 2016 | 42 | Apr 13, 2016 | 110 |
| -11.77% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current myportfolio volatility is 3.86%, 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 | DGRO | VIG | VUG | VOO | |
|---|---|---|---|---|---|
| QQQ | 1.00 | 0.74 | 0.77 | 0.97 | 0.90 |
| DGRO | 0.74 | 1.00 | 0.96 | 0.78 | 0.92 |
| VIG | 0.77 | 0.96 | 1.00 | 0.82 | 0.93 |
| VUG | 0.97 | 0.78 | 0.82 | 1.00 | 0.94 |
| VOO | 0.90 | 0.92 | 0.93 | 0.94 | 1.00 |