test
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test, 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 | 7.50% | -1.61% | 17.65% | 26.26% | 11.73% | 10.64% |
| test | 6.89% | -1.27% | 18.79% | 30.80% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 7.25% | -1.42% | 18.62% | 25.76% | 12.77% | 12.09% |
QQQM Invesco NASDAQ 100 ETF | 6.53% | -1.13% | 18.94% | 35.89% | N/A | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.47% | 5.29% | 2.28% | -4.36% | ||||||||
| 2023 | -2.37% | 10.12% | 5.45% |
Expense Ratio
test has an expense ratio of 0.09% which is considered to be low. 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 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.25 | 3.20 | 1.38 | 1.74 | 8.51 |
QQQM Invesco NASDAQ 100 ETF | 2.34 | 3.19 | 1.39 | 1.84 | 11.57 |
Dividends
Dividend yield
test granted a 1.03% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| test | 1.03% | 1.04% | 1.25% | 0.81% | 0.79% | 0.89% | 1.02% | 0.85% | 0.96% | 0.99% | 0.88% | 0.87% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 test. 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 was 30.27%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current test drawdown is 2.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.27% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -7.56% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -7.33% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -6.26% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -6.19% | Apr 2, 2024 | 14 | Apr 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current test volatility is 4.92%, 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
| QQQM | VTI | |
|---|---|---|
| QQQM | 1.00 | 0.91 |
| VTI | 0.91 | 1.00 |