PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

Inter Refactor

Last updated Feb 21, 2024

Asset Allocation


QQQM 50%VT 20%SMH 10%IJH 10%VNQ 10%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

50%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

20%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

10%

VNQ
Vanguard Real Estate ETF
REIT

10%

Performance

The chart shows the growth of an initial investment of $10,000 in Inter Refactor, 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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
16.58%
13.40%
Inter Refactor
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Inter Refactor3.67%2.05%16.59%31.04%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
4.37%1.45%18.12%43.03%N/AN/A
VT
Vanguard Total World Stock ETF
2.73%3.15%12.36%17.09%10.26%8.42%
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%
IJH
iShares Core S&P Mid-Cap ETF
1.15%2.62%10.20%7.10%9.62%9.21%
VNQ
Vanguard Real Estate ETF
-4.69%-1.38%7.70%-1.39%3.68%6.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.87%
20233.87%-2.27%-5.32%-2.94%10.82%6.62%

Sharpe Ratio

The current Inter Refactor Sharpe ratio is 1.99. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.99

The Sharpe ratio of Inter Refactor lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
1.99
1.75
Inter Refactor
Benchmark (^GSPC)
Portfolio components

Dividend yield

Inter Refactor granted a 1.33% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Inter Refactor1.33%1.34%1.65%1.04%1.07%1.57%1.53%1.25%1.28%1.47%1.21%1.28%
QQQM
Invesco NASDAQ 100 ETF
0.62%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
2.03%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
IJH
iShares Core S&P Mid-Cap ETF
1.44%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
VNQ
Vanguard Real Estate ETF
4.15%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Expense Ratio

The Inter Refactor features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQM
Invesco NASDAQ 100 ETF
2.53
VT
Vanguard Total World Stock ETF
1.37
SMH
VanEck Vectors Semiconductor ETF
2.33
IJH
iShares Core S&P Mid-Cap ETF
0.40
VNQ
Vanguard Real Estate ETF
-0.09

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VNQSMHQQQMIJHVT
VNQ1.000.470.570.750.71
SMH0.471.000.870.680.79
QQQM0.570.871.000.710.87
IJH0.750.680.711.000.89
VT0.710.790.870.891.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.46%
-1.08%
Inter Refactor
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Inter Refactor. 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 Inter Refactor was 32.58%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current Inter Refactor drawdown is 1.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.58%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-8.06%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-7.3%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-6.63%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-6.27%Apr 27, 202112May 12, 202118Jun 8, 202130

Volatility Chart

The current Inter Refactor volatility is 3.95%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
3.95%
3.37%
Inter Refactor
Benchmark (^GSPC)
Portfolio components
0 comments