Original
Started 3/4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AIQ Global X Artificial Intelligence & Technology ETF | Large Cap Growth Equities | 8.40% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 27.70% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 27.20% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 36.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Original, 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 May 16, 2018, corresponding to the inception date of AIQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Original | 17.23% | -2.25% | 13.52% | 24.42% | 18.41% | N/A |
| Portfolio components: | ||||||
AIQ Global X Artificial Intelligence & Technology ETF | 9.82% | -3.57% | 7.54% | 18.76% | 15.26% | N/A |
XLV Health Care Select Sector SPDR Fund | 10.17% | 2.06% | 7.88% | 12.42% | 12.06% | 10.99% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
VT Vanguard Total World Stock ETF | 10.09% | -0.31% | 9.27% | 15.40% | 10.32% | 8.42% |
Monthly Returns
The table below presents the monthly returns of Original, 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 | 2.84% | 6.89% | 3.70% | -4.62% | 5.88% | 4.08% | 17.23% | ||||||
| 2023 | 7.22% | -2.25% | 5.42% | -0.39% | 3.20% | 5.28% | 3.43% | -2.11% | -4.74% | -3.38% | 9.89% | 6.16% | 29.99% |
| 2022 | -7.55% | -2.41% | 2.89% | -9.24% | 2.18% | -8.36% | 8.29% | -6.27% | -8.40% | 6.09% | 10.33% | -5.03% | -18.47% |
| 2021 | 1.63% | 2.00% | 2.45% | 2.74% | 1.72% | 3.06% | 2.05% | 2.66% | -5.03% | 5.54% | 1.37% | 4.91% | 27.73% |
| 2020 | -1.90% | -6.11% | -9.35% | 12.58% | 4.91% | 2.83% | 6.47% | 4.87% | -1.94% | -1.92% | 12.69% | 4.93% | 28.76% |
| 2019 | 7.98% | 3.64% | 1.49% | 3.11% | -7.81% | 8.12% | 1.34% | -1.71% | 1.69% | 4.77% | 4.23% | 6.21% | 37.12% |
| 2018 | -0.48% | -0.75% | 4.09% | 3.07% | 0.51% | -9.02% | 4.63% | -7.95% | -6.67% |
Expense Ratio
Original has an expense ratio of 0.22%, 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 Original is 73, 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 | |
|---|---|---|---|---|---|
AIQ Global X Artificial Intelligence & Technology ETF | 1.04 | 1.48 | 1.19 | 0.80 | 4.02 |
XLV Health Care Select Sector SPDR Fund | 1.11 | 1.59 | 1.20 | 0.99 | 3.68 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
VT Vanguard Total World Stock ETF | 1.32 | 1.92 | 1.23 | 0.99 | 4.23 |
Dividends
Dividend yield
Original granted a 1.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Original | 1.22% | 1.33% | 1.84% | 1.28% | 1.42% | 3.13% | 2.35% | 1.90% | 1.68% | 2.38% | 1.79% | 1.98% |
| Portfolio components: | ||||||||||||
AIQ Global X Artificial Intelligence & Technology ETF | 0.18% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLV Health Care Select Sector SPDR Fund | 1.50% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
SMH 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% |
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
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 Original. 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 Original was 30.66%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Original drawdown is 5.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -28.44% | Dec 28, 2021 | 200 | Oct 12, 2022 | 198 | Jul 28, 2023 | 398 |
| -18.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -11.08% | Jul 31, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
| -8.57% | May 6, 2019 | 20 | Jun 3, 2019 | 20 | Jul 1, 2019 | 40 |
Volatility
Volatility Chart
The current Original volatility is 4.65%, 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
| XLV | SMH | AIQ | VT | |
|---|---|---|---|---|
| XLV | 1.00 | 0.46 | 0.54 | 0.69 |
| SMH | 0.46 | 1.00 | 0.83 | 0.78 |
| AIQ | 0.54 | 0.83 | 1.00 | 0.86 |
| VT | 0.69 | 0.78 | 0.86 | 1.00 |