Inverst
Hung
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 25% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Inverst, 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 Sep 9, 2010, corresponding to the inception date of VOOG
Returns By Period
As of Dec 31, 2024, the Inverst returned 6.34% Year-To-Date and 21.44% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| Inverst | 0.00% | -6.81% | -10.27% | 10.20% | 18.34% | 21.36% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | 0.00% | -14.97% | -26.30% | -12.84% | 20.04% | 46.41% |
VOOG Vanguard S&P 500 Growth ETF | 0.00% | 0.82% | 8.32% | 39.25% | 17.10% | 15.30% |
Monthly Returns
The table below presents the monthly returns of Inverst, 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 | 9.03% | 11.71% | -2.95% | -8.79% | 5.95% | 1.37% | -6.49% | 2.46% | 6.79% | -6.85% | 0.63% | 5.70% | |
| 2023 | 10.11% | 0.95% | 14.74% | -3.78% | 16.95% | 0.82% | 1.69% | -4.24% | -3.79% | -3.35% | 15.88% | 13.24% | 71.92% |
| 2022 | -15.01% | 1.82% | -3.98% | -17.16% | 8.22% | -16.82% | 17.78% | -7.73% | -17.26% | 0.37% | 14.79% | -11.67% | -43.29% |
| 2021 | -3.59% | -0.63% | -1.92% | 5.51% | -1.33% | 10.82% | 8.14% | 4.23% | -6.44% | 12.89% | 16.75% | -4.17% | 44.39% |
| 2020 | 2.35% | -5.45% | -5.95% | 14.66% | 4.49% | 1.40% | 23.70% | 13.31% | -7.28% | -5.54% | 16.22% | 1.36% | 59.90% |
| 2019 | 13.85% | 1.78% | 4.36% | 5.24% | -3.90% | 7.60% | 0.89% | 0.54% | -2.38% | 6.52% | 7.53% | 8.11% | 61.33% |
| 2018 | 11.53% | -4.03% | -5.44% | 1.47% | 8.01% | 2.23% | 7.37% | 12.62% | 7.11% | -19.07% | 5.14% | -9.77% | 12.75% |
| 2017 | 0.39% | 11.05% | 1.10% | -0.66% | -1.37% | 1.89% | 3.95% | 0.07% | 0.53% | -0.22% | 2.12% | -0.43% | 19.37% |
| 2016 | -6.38% | -0.87% | 8.26% | 0.40% | 4.86% | 1.04% | 7.90% | 0.84% | -0.67% | -1.17% | 4.60% | 6.02% | 26.60% |
| 2015 | -1.72% | 6.86% | -2.53% | -0.56% | 1.65% | -1.45% | 2.24% | -6.11% | -2.44% | 10.05% | 0.70% | -0.28% | 5.54% |
| 2014 | -3.97% | 5.67% | 0.16% | 0.41% | 2.76% | 2.32% | -1.71% | 4.50% | -2.82% | 0.96% | 2.69% | -1.11% | 9.81% |
Expense Ratio
Inverst has an expense ratio of 0.08%, 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 Inverst is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | -0.38 | -0.24 | 0.97 | -0.41 | -0.71 |
VOOG Vanguard S&P 500 Growth ETF | 2.10 | 2.72 | 1.38 | 2.88 | 11.45 |
Dividends
Dividend yield
Inverst provided a 0.36% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.36% | 0.84% | 0.70% | 0.40% | 0.66% | 0.94% | 1.01% | 0.99% | 1.10% | 1.17% | 0.96% |
| Portfolio components: | |||||||||||
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.48% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
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 Inverst. 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 Inverst was 50.81%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Inverst drawdown is 17.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.81% | Nov 30, 2021 | 221 | Oct 14, 2022 | 316 | Jan 19, 2024 | 537 |
| -31.29% | Feb 20, 2020 | 22 | Mar 20, 2020 | 76 | Jul 9, 2020 | 98 |
| -30.27% | Sep 28, 2018 | 60 | Dec 24, 2018 | 113 | Jun 7, 2019 | 173 |
| -25.28% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -23.99% | Mar 8, 2024 | 105 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Inverst volatility is 6.93%, 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
| AMD | VOOG | |
|---|---|---|
| AMD | 1.00 | 0.55 |
| VOOG | 0.55 | 1.00 |