Inter Refactor
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Inter Refactor | 12.76% | -2.72% | 9.91% | 20.69% | N/A | N/A |
| Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 15.65% | -5.26% | 11.00% | 26.18% | 18.05% | 15.64% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
QQQM Invesco NASDAQ 100 ETF | 12.27% | -4.63% | 8.46% | 22.61% | N/A | N/A |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
VEU Vanguard FTSE All-World ex-US ETF | 5.62% | 0.21% | 6.96% | 8.49% | 5.95% | 4.09% |
Monthly Returns
The table below presents the monthly returns of Inter Refactor, 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 | 1.35% | 5.35% | 2.24% | -4.07% | 5.62% | 4.52% | 12.76% | ||||||
| 2023 | 8.83% | -1.97% | 6.20% | 1.34% | 3.04% | 6.30% | 3.54% | -1.82% | -4.89% | -2.10% | 10.07% | 4.78% | 37.29% |
| 2022 | -6.60% | -3.78% | 3.39% | -10.69% | -0.69% | -8.45% | 10.25% | -4.63% | -9.93% | 5.43% | 6.30% | -6.70% | -25.29% |
| 2021 | -0.39% | 1.51% | 2.80% | 5.46% | 0.00% | 3.78% | 2.16% | 3.25% | -4.90% | 6.88% | -0.25% | 2.80% | 25.07% |
| 2020 | -7.30% | 11.00% | 4.52% | 7.56% |
Expense Ratio
Inter Refactor has an expense ratio of 0.07%, 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 Inter Refactor is 58, 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 | |
|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 1.53 | 2.10 | 1.27 | 1.55 | 8.33 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
QQQM Invesco NASDAQ 100 ETF | 1.34 | 1.86 | 1.24 | 1.59 | 6.74 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VEU Vanguard FTSE All-World ex-US ETF | 0.70 | 1.06 | 1.12 | 0.46 | 2.01 |
Dividends
Dividend yield
Inter Refactor granted a 1.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Inter Refactor | 1.22% | 1.29% | 1.44% | 1.09% | 1.04% | 1.34% | 1.51% | 1.33% | 1.53% | 1.54% | 1.48% | 1.37% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VEU Vanguard FTSE All-World ex-US ETF | 3.10% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 30.08%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Inter Refactor drawdown is 5.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.08% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -7.3% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6.68% | Feb 16, 2021 | 15 | Mar 8, 2021 | 19 | Apr 5, 2021 | 34 |
| -6.21% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -6.18% | Sep 7, 2021 | 20 | Oct 4, 2021 | 16 | Oct 26, 2021 | 36 |
Volatility
Volatility Chart
The current Inter Refactor volatility is 4.68%, 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
| VEU | MGK | QQQM | VTI | VOO | |
|---|---|---|---|---|---|
| VEU | 1.00 | 0.68 | 0.70 | 0.81 | 0.79 |
| MGK | 0.68 | 1.00 | 0.99 | 0.91 | 0.92 |
| QQQM | 0.70 | 0.99 | 1.00 | 0.91 | 0.92 |
| VTI | 0.81 | 0.91 | 0.91 | 1.00 | 0.99 |
| VOO | 0.79 | 0.92 | 0.92 | 0.99 | 1.00 |