45+ max return TDIV
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 45+ max return TDIV, 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 Aug 14, 2012, corresponding to the inception date of TDIV
Returns By Period
As of Sep 21, 2024, the 45+ max return TDIV returned 31.61% Year-To-Date and 22.43% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
45+ max return TDIV | 31.61% | 0.34% | 8.14% | 56.16% | 27.42% | 22.32% |
Portfolio components: | ||||||
VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 34.87% | 28.26% |
Vanguard S&P 500 Growth ETF | 26.71% | 2.32% | 11.72% | 39.03% | 17.08% | 14.81% |
Schwab U.S. Large-Cap Growth ETF | 24.83% | 2.25% | 10.85% | 42.60% | 20.17% | 16.30% |
First Trust NASDAQ Technology Dividend Index Fund | 24.63% | 3.88% | 14.48% | 41.75% | 17.09% | 13.80% |
Monthly Returns
The table below presents the monthly returns of 45+ max return TDIV, 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 | 4.60% | 10.41% | 4.46% | -4.41% | 9.77% | 7.48% | -3.06% | 0.10% | 31.61% | ||||
2023 | 12.75% | -0.29% | 8.86% | -3.07% | 10.90% | 5.97% | 4.38% | -1.86% | -6.29% | -3.20% | 13.15% | 7.34% | 57.34% |
2022 | -9.22% | -3.35% | 2.13% | -13.33% | 3.23% | -13.07% | 13.95% | -7.77% | -12.30% | 3.72% | 13.55% | -8.21% | -30.55% |
2021 | 1.96% | 3.82% | 2.04% | 2.58% | 1.14% | 5.09% | 1.46% | 3.18% | -5.27% | 6.89% | 6.86% | 2.68% | 36.96% |
2020 | -0.54% | -5.58% | -10.81% | 13.73% | 5.53% | 6.37% | 7.77% | 6.79% | -2.28% | -1.26% | 15.45% | 5.38% | 44.47% |
2019 | 9.44% | 5.65% | 2.81% | 7.03% | -11.72% | 9.91% | 4.29% | -2.02% | 2.90% | 4.83% | 4.00% | 8.60% | 53.69% |
2018 | 7.90% | -0.92% | -2.32% | -3.72% | 7.15% | -2.16% | 3.13% | 3.74% | -0.85% | -10.36% | 2.49% | -7.11% | -4.56% |
2017 | 3.61% | 3.20% | 2.76% | 0.70% | 5.27% | -2.99% | 3.70% | 2.29% | 3.50% | 6.61% | 0.48% | 0.62% | 33.72% |
2016 | -6.32% | 1.13% | 8.56% | -3.56% | 5.85% | -0.06% | 8.80% | 2.45% | 3.17% | -1.99% | 3.17% | 1.91% | 24.33% |
2015 | -3.01% | 7.39% | -2.56% | 0.72% | 4.85% | -6.10% | -1.49% | -5.32% | -0.86% | 8.78% | 1.56% | -1.20% | 1.57% |
2014 | -3.02% | 5.45% | 2.66% | -0.98% | 3.48% | 4.70% | -0.93% | 5.07% | -1.31% | 1.28% | 5.99% | -0.14% | 24.00% |
2013 | 5.59% | 1.79% | 2.27% | 3.10% | 3.17% | -1.74% | 3.45% | -3.01% | 5.69% | 3.99% | 1.21% | 4.66% | 34.21% |
Expense Ratio
45+ max return TDIV features an expense ratio of 0.28%, falling within the medium range. 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 45+ max return TDIV is 44, 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 | |
---|---|---|---|---|---|
VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
Vanguard S&P 500 Growth ETF | 2.16 | 2.84 | 1.39 | 1.73 | 11.03 |
Schwab U.S. Large-Cap Growth ETF | 2.30 | 2.98 | 1.41 | 2.64 | 12.32 |
First Trust NASDAQ Technology Dividend Index Fund | 2.29 | 3.07 | 1.39 | 3.22 | 12.86 |
Dividends
Dividend yield
45+ max return TDIV granted a 0.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
45+ max return TDIV | 0.57% | 0.81% | 1.85% | 0.94% | 1.24% | 3.88% | 2.85% | 2.22% | 1.64% | 3.10% | 2.01% | 2.39% |
Portfolio components: | ||||||||||||
VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Vanguard S&P 500 Growth ETF | 0.70% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
First Trust NASDAQ Technology Dividend Index Fund | 1.27% | 1.74% | 2.51% | 1.76% | 2.07% | 2.27% | 2.97% | 2.27% | 2.45% | 2.52% | 2.80% | 2.31% |
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 45+ max return TDIV. 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 45+ max return TDIV was 39.78%, occurring on Oct 14, 2022. Recovery took 275 trading sessions.
The current 45+ max return TDIV drawdown is 9.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-39.78% | Dec 28, 2021 | 202 | Oct 14, 2022 | 275 | Nov 17, 2023 | 477 |
-32.24% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
-21.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 57 | Mar 19, 2019 | 137 |
-18.95% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-18.29% | May 29, 2015 | 62 | Aug 25, 2015 | 197 | Jun 7, 2016 | 259 |
Volatility
Volatility Chart
The current 45+ max return TDIV volatility is 9.61%, 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
SMH | TDIV | SCHG | VOOG | |
---|---|---|---|---|
SMH | 1.00 | 0.87 | 0.79 | 0.78 |
TDIV | 0.87 | 1.00 | 0.85 | 0.86 |
SCHG | 0.79 | 0.85 | 1.00 | 0.98 |
VOOG | 0.78 | 0.86 | 0.98 | 1.00 |