Q2ETFSMHXLK25
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 70% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Q2ETFSMHXLK25, 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 May 5, 2000, corresponding to the inception date of SMH
Returns By Period
As of Sep 21, 2024, the Q2ETFSMHXLK25 returned 30.17% Year-To-Date and 26.08% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Q2ETFSMHXLK25 | 30.17% | -3.94% | 5.08% | 59.75% | 31.83% | 26.08% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
XLK Technology Select Sector SPDR Fund | 16.01% | -1.35% | 6.20% | 36.40% | 23.78% | 20.28% |
Monthly Returns
The table below presents the monthly returns of Q2ETFSMHXLK25, 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 | 5.21% | 11.30% | 4.66% | -5.12% | 10.77% | 8.23% | -4.67% | -0.78% | 30.17% | ||||
| 2023 | 14.56% | 0.81% | 10.21% | -4.27% | 14.28% | 5.66% | 4.62% | -2.38% | -6.98% | -2.90% | 14.69% | 7.97% | 68.08% |
| 2022 | -9.62% | -3.33% | 1.44% | -13.66% | 4.21% | -14.50% | 15.52% | -8.55% | -13.19% | 3.84% | 16.00% | -8.65% | -31.20% |
| 2021 | 2.37% | 4.89% | 1.27% | 1.38% | 1.47% | 5.73% | 1.40% | 3.12% | -5.51% | 7.20% | 9.32% | 2.62% | 40.55% |
| 2020 | -0.70% | -5.09% | -10.42% | 14.03% | 5.97% | 7.92% | 7.86% | 7.37% | -2.08% | -1.21% | 16.96% | 5.99% | 52.91% |
| 2019 | 9.54% | 6.96% | 3.45% | 8.44% | -13.50% | 11.17% | 5.44% | -2.06% | 3.36% | 6.08% | 4.58% | 10.50% | 65.39% |
| 2018 | 8.34% | -0.10% | -2.60% | -4.76% | 9.21% | -2.99% | 2.82% | 3.98% | -1.59% | -10.94% | 1.82% | -6.88% | -5.51% |
| 2017 | 3.80% | 3.19% | 3.70% | 0.59% | 6.70% | -4.21% | 4.74% | 3.11% | 3.99% | 8.17% | -0.53% | 0.44% | 38.61% |
| 2016 | -5.79% | 0.79% | 9.10% | -4.84% | 7.39% | -0.27% | 10.11% | 3.37% | 4.10% | -1.44% | 2.91% | 2.40% | 29.93% |
| 2015 | -3.47% | 8.03% | -3.08% | 1.03% | 6.02% | -7.40% | -2.25% | -5.15% | 0.04% | 9.22% | 2.26% | -0.81% | 3.00% |
| 2014 | -2.85% | 5.53% | 3.27% | -1.36% | 3.74% | 5.30% | -0.53% | 5.16% | -0.95% | 0.93% | 7.05% | -0.21% | 27.46% |
| 2013 | 4.84% | 1.92% | 1.57% | 3.52% | 3.18% | -1.97% | 2.74% | -2.89% | 5.89% | 3.77% | 0.95% | 5.49% | 32.69% |
Expense Ratio
Q2ETFSMHXLK25 features an expense ratio of 0.28%, falling within the medium range. 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 Q2ETFSMHXLK25 is 33, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
XLK Technology Select Sector SPDR Fund | 1.60 | 2.14 | 1.28 | 2.02 | 7.25 |
Dividends
Dividend yield
Q2ETFSMHXLK25 granted a 0.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Q2ETFSMHXLK25 | 0.46% | 0.64% | 1.97% | 0.91% | 1.24% | 4.55% | 3.11% | 2.41% | 1.65% | 3.53% | 2.14% | 2.69% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
XLK Technology Select Sector SPDR Fund | 0.52% | 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 Q2ETFSMHXLK25. 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 Q2ETFSMHXLK25 was 90.80%, occurring on Nov 20, 2008. Recovery took 2620 trading sessions.
The current Q2ETFSMHXLK25 drawdown is 12.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -90.8% | Jun 5, 2000 | 2137 | Nov 20, 2008 | 2620 | Apr 17, 2019 | 4757 |
| -41.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 166 | Jun 14, 2023 | 368 |
| -32.66% | Feb 20, 2020 | 22 | Mar 20, 2020 | 55 | Jun 9, 2020 | 77 |
| -22.52% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -17.45% | May 8, 2000 | 12 | May 23, 2000 | 7 | Jun 2, 2000 | 19 |
Volatility
Volatility Chart
The current Q2ETFSMHXLK25 volatility is 11.75%, 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
| SMH | XLK | |
|---|---|---|
| SMH | 1.00 | 0.85 |
| XLK | 0.85 | 1.00 |