Test 02
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test 02, 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 21, 2024, the Test 02 returned 19.39% Year-To-Date and 13.72% 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% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Test 02 | 19.39% | 2.48% | 9.36% | 32.10% | 15.87% | 13.64% |
| Portfolio components: | ||||||
DGRO iShares Core Dividend Growth ETF | 17.39% | 2.71% | 9.63% | 26.87% | 12.39% | 12.04% |
DGRW WisdomTree U.S. Dividend Growth Fund | 18.73% | 2.33% | 9.58% | 30.78% | 15.23% | 13.17% |
DLN WisdomTree US LargeCap Dividend ETF | 19.14% | 2.55% | 10.20% | 28.27% | 12.30% | 10.95% |
IUSG iShares Core S&P U.S. Growth ETF | 25.90% | 2.36% | 10.98% | 38.26% | 16.77% | 14.59% |
IWF iShares Russell 1000 Growth ETF | 23.35% | 2.50% | 10.16% | 40.51% | 19.21% | 16.13% |
IWY iShares Russell Top 200 Growth ETF | 25.02% | 2.47% | 11.16% | 42.12% | 20.98% | 17.41% |
MGV Vanguard Mega Cap Value ETF | 18.29% | 2.85% | 9.13% | 26.85% | 12.27% | 10.75% |
PRF Invesco FTSE RAFI US 1000 ETF | 15.94% | 2.66% | 7.41% | 27.80% | 13.54% | 10.76% |
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.63% | 13.11% |
VTI Vanguard Total Stock Market ETF | 19.49% | 2.68% | 9.27% | 33.25% | 14.85% | 12.55% |
VIG Vanguard Dividend Appreciation ETF | 17.01% | 2.91% | 9.53% | 27.40% | 12.67% | 11.93% |
VTV Vanguard Value ETF | 17.65% | 3.00% | 8.94% | 26.80% | 11.98% | 10.53% |
VYM Vanguard High Dividend Yield ETF | 16.16% | 2.93% | 8.29% | 25.13% | 10.91% | 10.00% |
QQQ Invesco QQQ | 18.15% | 1.60% | 8.25% | 35.53% | 21.23% | 18.04% |
XLK Technology Select Sector SPDR Fund | 16.01% | 0.97% | 6.20% | 36.11% | 23.72% | 20.21% |
Monthly Returns
The table below presents the monthly returns of Test 02, 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% | 4.54% | 3.26% | -4.14% | 4.58% | 3.29% | 1.74% | 2.34% | 19.39% | ||||
| 2023 | 5.30% | -2.21% | 3.60% | 1.39% | 0.20% | 6.22% | 3.32% | -1.74% | -4.48% | -2.01% | 8.62% | 4.76% | 24.47% |
| 2022 | -4.62% | -2.81% | 3.43% | -7.87% | 0.52% | -7.87% | 8.46% | -3.89% | -9.05% | 8.91% | 5.72% | -5.41% | -15.52% |
| 2021 | -0.72% | 2.10% | 4.95% | 4.58% | 0.89% | 2.15% | 2.38% | 2.78% | -4.82% | 6.84% | -0.48% | 4.83% | 28.00% |
| 2020 | -0.01% | -8.21% | -11.72% | 12.40% | 4.66% | 2.11% | 5.27% | 7.20% | -3.52% | -2.70% | 11.41% | 3.89% | 19.36% |
| 2019 | 7.37% | 3.71% | 1.90% | 4.01% | -6.54% | 7.06% | 1.68% | -1.61% | 2.12% | 2.19% | 3.64% | 2.94% | 31.55% |
| 2018 | 5.63% | -3.42% | -2.65% | 0.17% | 2.86% | 0.40% | 3.79% | 3.49% | 0.60% | -6.62% | 1.97% | -8.79% | -3.58% |
| 2017 | 1.91% | 4.04% | 0.38% | 1.18% | 1.62% | 0.28% | 2.08% | 0.68% | 2.00% | 2.84% | 3.21% | 1.22% | 23.59% |
| 2016 | -4.58% | 0.12% | 6.85% | -0.22% | 1.85% | 0.45% | 3.94% | 0.10% | 0.16% | -1.70% | 3.61% | 1.97% | 12.78% |
| 2015 | -2.99% | 5.99% | -1.73% | 1.07% | 1.22% | -2.27% | 2.14% | -6.02% | -2.20% | 8.55% | 0.38% | -1.53% | 1.77% |
| 2014 | 1.64% | -1.25% | 3.94% | -1.20% | 2.37% | 3.16% | -0.54% | 8.26% |
Expense Ratio
Test 02 has an expense ratio of 0.14%, 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 Test 02 is 74, 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 | |
|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 2.45 | 3.40 | 1.44 | 2.10 | 14.78 |
DGRW WisdomTree U.S. Dividend Growth Fund | 2.59 | 3.57 | 1.47 | 2.88 | 16.39 |
DLN WisdomTree US LargeCap Dividend ETF | 2.56 | 3.51 | 1.47 | 2.71 | 16.25 |
IUSG iShares Core S&P U.S. Growth ETF | 2.14 | 2.83 | 1.39 | 1.72 | 11.10 |
IWF iShares Russell 1000 Growth ETF | 2.21 | 2.87 | 1.39 | 2.39 | 10.94 |
IWY iShares Russell Top 200 Growth ETF | 2.24 | 2.90 | 1.39 | 2.81 | 10.71 |
MGV Vanguard Mega Cap Value ETF | 2.44 | 3.38 | 1.43 | 2.75 | 14.27 |
PRF Invesco FTSE RAFI US 1000 ETF | 2.22 | 3.03 | 1.39 | 2.46 | 13.65 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
VTI Vanguard Total Stock Market ETF | 2.35 | 3.15 | 1.42 | 2.19 | 14.43 |
VIG Vanguard Dividend Appreciation ETF | 2.51 | 3.48 | 1.46 | 2.63 | 15.84 |
VTV Vanguard Value ETF | 2.34 | 3.23 | 1.41 | 2.51 | 13.43 |
VYM Vanguard High Dividend Yield ETF | 2.10 | 2.94 | 1.37 | 2.33 | 12.05 |
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
XLK Technology Select Sector SPDR Fund | 1.60 | 2.14 | 1.28 | 2.02 | 7.25 |
Dividends
Dividend yield
Test 02 granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Test 02 | 1.34% | 1.68% | 1.80% | 1.40% | 1.69% | 1.87% | 2.09% | 1.75% | 2.03% | 2.12% | 1.79% | 1.64% |
| Portfolio components: | ||||||||||||
DGRO iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.52% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
DLN WisdomTree US LargeCap Dividend ETF | 2.04% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 3.01% | 2.34% | 2.40% |
IUSG iShares Core S&P U.S. Growth ETF | 0.76% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
IWF iShares Russell 1000 Growth ETF | 0.53% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
MGV Vanguard Mega Cap Value ETF | 1.72% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.27% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
VTV Vanguard Value ETF | 1.76% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 Test 02. 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 Test 02 was 33.29%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Test 02 drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 96 | Aug 7, 2020 | 119 |
| -22.92% | Jan 5, 2022 | 186 | Sep 30, 2022 | 294 | Dec 1, 2023 | 480 |
| -19% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.02% | May 22, 2015 | 66 | Aug 25, 2015 | 151 | Apr 1, 2016 | 217 |
| -10.1% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Test 02 volatility is 4.12%, 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 | QQQ | IWY | VYM | MGV | VTV | IWF | IUSG | PRF | VIG | DGRO | DLN | DGRW | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLK | 1.00 | 0.96 | 0.95 | 0.67 | 0.68 | 0.67 | 0.95 | 0.94 | 0.72 | 0.78 | 0.75 | 0.76 | 0.83 | 0.88 | 0.89 |
| QQQ | 0.96 | 1.00 | 0.97 | 0.66 | 0.67 | 0.67 | 0.97 | 0.96 | 0.73 | 0.77 | 0.74 | 0.75 | 0.82 | 0.89 | 0.90 |
| IWY | 0.95 | 0.97 | 1.00 | 0.68 | 0.70 | 0.70 | 0.99 | 0.98 | 0.75 | 0.81 | 0.77 | 0.78 | 0.85 | 0.91 | 0.93 |
| VYM | 0.67 | 0.66 | 0.68 | 1.00 | 0.98 | 0.98 | 0.71 | 0.74 | 0.96 | 0.91 | 0.96 | 0.97 | 0.91 | 0.87 | 0.87 |
| MGV | 0.68 | 0.67 | 0.70 | 0.98 | 1.00 | 0.99 | 0.72 | 0.76 | 0.96 | 0.91 | 0.96 | 0.96 | 0.91 | 0.88 | 0.88 |
| VTV | 0.67 | 0.67 | 0.70 | 0.98 | 0.99 | 1.00 | 0.72 | 0.76 | 0.97 | 0.91 | 0.97 | 0.96 | 0.91 | 0.89 | 0.89 |
| IWF | 0.95 | 0.97 | 0.99 | 0.71 | 0.72 | 0.72 | 1.00 | 0.99 | 0.78 | 0.84 | 0.79 | 0.80 | 0.87 | 0.94 | 0.94 |
| IUSG | 0.94 | 0.96 | 0.98 | 0.74 | 0.76 | 0.76 | 0.99 | 1.00 | 0.80 | 0.86 | 0.82 | 0.83 | 0.89 | 0.95 | 0.96 |
| PRF | 0.72 | 0.73 | 0.75 | 0.96 | 0.96 | 0.97 | 0.78 | 0.80 | 1.00 | 0.91 | 0.96 | 0.96 | 0.92 | 0.93 | 0.92 |
| VIG | 0.78 | 0.77 | 0.81 | 0.91 | 0.91 | 0.91 | 0.84 | 0.86 | 0.91 | 1.00 | 0.96 | 0.94 | 0.96 | 0.92 | 0.93 |
| DGRO | 0.75 | 0.74 | 0.77 | 0.96 | 0.96 | 0.97 | 0.79 | 0.82 | 0.96 | 0.96 | 1.00 | 0.98 | 0.95 | 0.92 | 0.92 |
| DLN | 0.76 | 0.75 | 0.78 | 0.97 | 0.96 | 0.96 | 0.80 | 0.83 | 0.96 | 0.94 | 0.98 | 1.00 | 0.96 | 0.92 | 0.93 |
| DGRW | 0.83 | 0.82 | 0.85 | 0.91 | 0.91 | 0.91 | 0.87 | 0.89 | 0.92 | 0.96 | 0.95 | 0.96 | 1.00 | 0.94 | 0.95 |
| VTI | 0.88 | 0.89 | 0.91 | 0.87 | 0.88 | 0.89 | 0.94 | 0.95 | 0.93 | 0.92 | 0.92 | 0.92 | 0.94 | 1.00 | 0.99 |
| VOO | 0.89 | 0.90 | 0.93 | 0.87 | 0.88 | 0.89 | 0.94 | 0.96 | 0.92 | 0.93 | 0.92 | 0.93 | 0.95 | 0.99 | 1.00 |