Large Cap
The last portfolio assembled, for the goal of "Setting aside 20% of my income", showed a drawdown of 8.11% for the entire time. Diversified with a focus on Large Cap Growth Equities.
By. Farid B
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Large Cap, 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 every 3 months.
The earliest data available for this chart is Oct 17, 2022, corresponding to the inception date of BBLU
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
Large Cap | 2.65% | 1.10% | 19.93% | 29.02% | N/A | N/A |
Portfolio components: | ||||||
Ea Bridgeway Blue Chip ETF | 2.68% | 1.98% | 17.89% | 24.76% | N/A | N/A |
MicroSectors FANG+ ETN | 3.78% | 2.51% | 33.81% | 43.27% | 30.21% | N/A |
WisdomTree Bloomberg Floating Rate Treasury Fund | 0.44% | 0.40% | 2.55% | 5.29% | 2.63% | 2.48% |
Aberdeen Standard Physical Gold Shares ETF | 8.42% | 7.86% | 19.12% | 40.22% | 12.54% | 8.45% |
Invesco NASDAQ 100 ETF | 2.61% | 1.17% | 19.72% | 23.24% | N/A | N/A |
VanEck Vectors Semiconductor ETF | -0.29% | -4.13% | 11.53% | 24.41% | 27.87% | 25.99% |
Monthly Returns
The table below presents the monthly returns of Large Cap, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.22% | 2.65% | |||||||||||
2024 | 2.92% | 7.43% | 3.12% | -2.71% | 6.07% | 6.14% | -1.22% | 0.05% | 2.20% | 0.47% | 3.58% | 2.08% | 34.00% |
2023 | 10.24% | 0.33% | 7.75% | -0.73% | 8.46% | 5.13% | 3.34% | -1.62% | -4.83% | -1.05% | 9.55% | 4.89% | 48.42% |
2022 | 1.31% | 8.49% | -5.40% | 3.97% |
Expense Ratio
Large Cap features an expense ratio of 0.29%, 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 Large Cap is 64, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Ea Bridgeway Blue Chip ETF | 2.15 | 2.96 | 1.39 | 2.93 | 12.36 |
MicroSectors FANG+ ETN | 1.90 | 2.46 | 1.32 | 2.80 | 8.87 |
WisdomTree Bloomberg Floating Rate Treasury Fund | 16.55 | 55.96 | 14.12 | 89.70 | 770.86 |
Aberdeen Standard Physical Gold Shares ETF | 2.52 | 3.24 | 1.43 | 4.71 | 12.89 |
Invesco NASDAQ 100 ETF | 1.38 | 1.87 | 1.25 | 1.85 | 6.42 |
VanEck Vectors Semiconductor ETF | 0.81 | 1.24 | 1.16 | 1.18 | 2.77 |
Dividends
Dividend yield
Large Cap provided a 1.41% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.41% | 1.44% | 1.51% | 7.03% | 0.12% | 0.20% | 0.64% | 0.61% | 0.42% | 0.18% | 0.32% | 0.17% |
Portfolio components: | ||||||||||||
Ea Bridgeway Blue Chip ETF | 1.35% | 1.39% | 1.68% | 32.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MicroSectors FANG+ ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WisdomTree Bloomberg Floating Rate Treasury Fund | 5.05% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% |
Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco NASDAQ 100 ETF | 0.59% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Vectors Semiconductor ETF | 0.44% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
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 Large Cap. 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 Large Cap was 14.19%, occurring on Aug 7, 2024. Recovery took 65 trading sessions.
The current Large Cap drawdown is 1.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.19% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
-9.22% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
-7.76% | Dec 2, 2022 | 18 | Dec 28, 2022 | 15 | Jan 20, 2023 | 33 |
-7.04% | Apr 12, 2024 | 6 | Apr 19, 2024 | 17 | May 14, 2024 | 23 |
-5.9% | Feb 3, 2023 | 25 | Mar 10, 2023 | 9 | Mar 23, 2023 | 34 |
Volatility
Volatility Chart
The current Large Cap volatility is 6.10%, 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
USFR | SGOL | BBLU | SMH | FNGS | QQQM | |
---|---|---|---|---|---|---|
USFR | 1.00 | -0.00 | -0.05 | -0.04 | -0.05 | -0.05 |
SGOL | -0.00 | 1.00 | 0.13 | 0.14 | 0.14 | 0.14 |
BBLU | -0.05 | 0.13 | 1.00 | 0.73 | 0.75 | 0.86 |
SMH | -0.04 | 0.14 | 0.73 | 1.00 | 0.80 | 0.87 |
FNGS | -0.05 | 0.14 | 0.75 | 0.80 | 1.00 | 0.92 |
QQQM | -0.05 | 0.14 | 0.86 | 0.87 | 0.92 | 1.00 |