The Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
HACK ETFMG Prime Cyber Security ETF | Technology Equities, Cybersecurity | 50% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in The Portfolio, 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
Returns
As of Sep 23, 2023, the The Portfolio returned 17.02% Year-To-Date and 10.69% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 8.86% |
| The Portfolio | 0.24% | 9.72% | 17.02% | 22.78% | 9.05% | 10.69% |
| Portfolio components: | ||||||
HACK ETFMG Prime Cyber Security ETF | 2.05% | 11.75% | 16.62% | 18.50% | 5.92% | 8.93% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -1.56% | 7.65% | 17.30% | 26.89% | 11.79% | 11.91% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| HACK | MOAT | |
|---|---|---|
| HACK | 1.00 | 0.70 |
| MOAT | 0.70 | 1.00 |
Dividend yield
The Portfolio granted a 0.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| The Portfolio | 0.63% | 0.74% | 0.68% | 1.30% | 0.75% | 0.99% | 0.58% | 1.27% | 1.17% | 0.75% | 0.45% | 0.35% |
| Portfolio components: | ||||||||||||
HACK ETFMG Prime Cyber Security ETF | 0.19% | 0.24% | 0.26% | 1.12% | 0.15% | 0.09% | 0.01% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
Expense Ratio
The The Portfolio has a high expense ratio of 0.54%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.61 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the The Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the The Portfolio is 31.63%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.63% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -31.21% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -28.59% | Jun 24, 2015 | 161 | Feb 11, 2016 | 233 | Jan 13, 2017 | 394 |
| -18.47% | Sep 17, 2018 | 69 | Dec 24, 2018 | 41 | Feb 25, 2019 | 110 |
| -10.05% | Sep 3, 2020 | 41 | Oct 30, 2020 | 16 | Nov 23, 2020 | 57 |
Volatility Chart
The current The Portfolio volatility is 3.39%, 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.