Inverst
Hung
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG
Returns By Period
As of Sep 5, 2024, the Inverst returned 14.21% Year-To-Date and 24.13% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
| Inverst | 14.21% | 5.92% | -4.38% | 29.42% | 22.31% | 24.17% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -4.44% | 8.21% | -33.36% | 28.91% | 35.88% | 42.45% |
VOOG Vanguard S&P 500 Growth ETF | 20.33% | 5.24% | 7.91% | 27.36% | 15.74% | 14.23% |
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 | 5.52% | 9.23% | -0.17% | -5.95% | 6.39% | 4.66% | -3.72% | 2.26% | 14.21% | ||||
| 2023 | 8.24% | -0.27% | 11.30% | -1.08% | 9.38% | 3.47% | 2.40% | -2.37% | -4.33% | -2.91% | 12.31% | 8.63% | 52.37% |
| 2022 | -11.45% | -1.68% | 0.50% | -14.79% | 3.11% | -12.45% | 15.46% | -6.68% | -13.89% | 2.10% | 10.64% | -10.03% | -36.54% |
| 2021 | -2.07% | -0.31% | 0.60% | 6.08% | -1.13% | 8.48% | 6.18% | 4.21% | -6.23% | 11.08% | 9.58% | -1.30% | 39.28% |
| 2020 | 2.32% | -6.00% | -7.33% | 14.48% | 5.10% | 2.69% | 17.38% | 11.96% | -6.39% | -4.25% | 13.01% | 2.57% | 50.38% |
| 2019 | 13.76% | 1.81% | 4.29% | 5.05% | -4.10% | 7.44% | 0.96% | 0.23% | -1.74% | 5.59% | 6.75% | 7.10% | 56.92% |
| 2018 | 13.74% | -4.95% | -6.69% | 2.23% | 10.17% | 3.35% | 8.06% | 13.92% | 8.94% | -16.02% | 3.99% | -9.21% | 24.85% |
| 2017 | 0.01% | 12.14% | 1.00% | -0.80% | -1.60% | 1.99% | 4.20% | -0.16% | 0.41% | -0.99% | 1.97% | -0.77% | 18.01% |
| 2016 | -9.59% | -1.17% | 12.20% | 5.11% | 10.38% | 4.26% | 11.75% | 2.11% | -1.92% | -0.41% | 7.17% | 9.59% | 58.75% |
| 2015 | -2.12% | 9.66% | -4.99% | -3.54% | 1.52% | -0.24% | -2.28% | -6.13% | -2.83% | 12.91% | 3.21% | 5.56% | 9.21% |
| 2014 | -5.15% | 6.04% | 1.37% | 0.67% | 1.94% | 2.71% | -2.52% | 4.84% | -5.38% | -2.24% | 2.26% | -1.40% | 2.42% |
| 2013 | 5.08% | -0.10% | 3.35% | 4.17% | 12.82% | -0.13% | 1.61% | -4.94% | 6.46% | 0.64% | 4.43% | 3.41% | 42.29% |
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 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.60 | 1.14 | 1.14 | 0.68 | 1.59 |
VOOG Vanguard S&P 500 Growth ETF | 1.56 | 2.13 | 1.29 | 1.23 | 7.49 |
Dividends
Dividend yield
Inverst granted a 0.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Inverst | 0.55% | 0.84% | 0.70% | 0.40% | 0.66% | 0.94% | 1.01% | 0.99% | 1.10% | 1.17% | 0.96% | 1.10% |
| 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% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.74% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
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 42.09%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Inverst drawdown is 11.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.09% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -30.89% | Feb 20, 2020 | 22 | Mar 20, 2020 | 76 | Jul 9, 2020 | 98 |
| -28.37% | Apr 3, 2012 | 157 | Nov 15, 2012 | 121 | May 13, 2013 | 278 |
| -27.58% | Sep 28, 2018 | 60 | Dec 24, 2018 | 112 | Jun 6, 2019 | 172 |
| -24.95% | May 2, 2011 | 108 | Oct 3, 2011 | 100 | Feb 27, 2012 | 208 |
Volatility
Volatility Chart
The current Inverst volatility is 7.83%, 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 |