LD 2024Port Weighted R3
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LD 2024Port Weighted R3, 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 Jun 6, 2014, corresponding to the inception date of ANET
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| LD 2024Port Weighted R3 | 38.20% | 1.36% | 17.67% | 49.17% | 25.11% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 17.07% | 0.77% | 10.34% | 27.17% | 12.67% | 11.62% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 22.04% | 1.61% | 11.71% | 33.21% | 17.72% | 14.21% |
SCHX Schwab U.S. Large-Cap ETF | 27.78% | 2.56% | 14.31% | 36.43% | 17.31% | 15.08% |
LLY Eli Lilly and Company | 41.16% | -11.90% | 4.19% | 34.71% | 50.68% | 30.91% |
AVGO Broadcom Inc. | 59.57% | -3.34% | 23.50% | 83.91% | 45.78% | 38.43% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 96.89% | 77.92% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 22.67% | 3.10% | 6.41% | 32.99% | 11.96% | 10.49% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.31% | -0.39% | 2.80% | 6.42% | 3.50% | 2.38% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.69% | 0.41% | 2.42% | 5.28% | 2.50% | 2.37% |
ANET Arista Networks, Inc. | 67.95% | -4.33% | 21.32% | 83.81% | 52.63% | 35.27% |
FICO Fair Isaac Corporation | 101.73% | 13.49% | 71.62% | 128.60% | 46.71% | 41.95% |
HTHIY Hitachi Ltd ADR | 79.06% | -3.93% | 38.58% | 95.77% | 34.56% | 22.41% |
IRM Iron Mountain Incorporated | 67.21% | -5.53% | 40.95% | 90.92% | 35.19% | 18.71% |
KKR KKR & Co. Inc. | 86.02% | 12.32% | 42.65% | 131.88% | 40.42% | 24.51% |
PGR The Progressive Corporation | 65.75% | 4.15% | 25.48% | 65.49% | 32.30% | 28.80% |
TGOPY 3i Group PLC ADR | 44.09% | 2.04% | 18.53% | 74.37% | 33.94% | N/A |
Monthly Returns
The table below presents the monthly returns of LD 2024Port Weighted R3, 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 | 3.12% | 6.64% | 4.63% | -3.53% | 5.12% | 4.47% | 2.98% | 3.43% | 2.64% | -0.47% | 38.20% | ||
| 2023 | 6.49% | -0.10% | 3.44% | 0.91% | 1.93% | 5.84% | 2.97% | 1.84% | -3.75% | -1.61% | 9.20% | 5.83% | 37.47% |
| 2022 | -4.74% | -1.39% | 3.72% | -7.41% | 2.07% | -7.40% | 8.17% | -2.54% | -8.30% | 8.89% | 8.19% | -4.27% | -7.04% |
| 2021 | 1.23% | 3.30% | 4.20% | 4.47% | 2.02% | 2.38% | 1.74% | 1.82% | -3.96% | 6.88% | 0.22% | 5.90% | 34.15% |
| 2020 | 0.67% | -6.95% | -9.95% | 9.40% | 5.55% | 2.04% | 5.37% | 4.57% | -1.47% | -1.73% | 10.88% | 5.38% | 23.88% |
| 2019 | 7.87% | 4.50% | 3.36% | 2.34% | -6.12% | 6.34% | 1.16% | -1.89% | 2.04% | 1.79% | 2.61% | 3.05% | 29.75% |
| 2018 | 4.49% | -3.28% | -1.22% | 0.57% | 2.50% | 0.48% | 2.64% | 3.32% | 1.12% | -7.45% | 1.14% | -6.68% | -3.14% |
| 2017 | 2.54% | 3.29% | 1.38% | 1.12% | 3.08% | 1.06% | 2.74% | 0.87% | 2.57% | 3.02% | 2.92% | 0.77% | 28.48% |
| 2016 | 0.52% | 0.88% | 0.54% | -1.34% | 3.62% | 3.50% | 7.87% |
Expense Ratio
LD 2024Port Weighted R3 has an expense ratio of 0.07%, 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 risk-adjusted rank of LD 2024Port Weighted R3 is 97, placing it in the top 3% 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.23 | 4.41 | 1.60 | 5.55 | 21.29 |
SCHX Schwab U.S. Large-Cap ETF | 3.15 | 4.18 | 1.59 | 4.58 | 20.63 |
LLY Eli Lilly and Company | 1.29 | 1.90 | 1.26 | 1.98 | 6.53 |
AVGO Broadcom Inc. | 1.90 | 2.53 | 1.32 | 3.44 | 10.50 |
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 2.29 | 3.18 | 1.39 | 2.14 | 12.27 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.16 | 5.62 | 1.73 | 4.12 | 26.07 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 14.84 | 54.23 | 13.20 | 89.28 | 737.46 |
ANET Arista Networks, Inc. | 2.33 | 2.84 | 1.39 | 4.59 | 14.09 |
FICO Fair Isaac Corporation | 4.52 | 4.59 | 1.67 | 8.08 | 27.07 |
HTHIY Hitachi Ltd ADR | 2.35 | 2.78 | 1.41 | 4.39 | 20.06 |
IRM Iron Mountain Incorporated | 3.84 | 4.25 | 1.62 | 9.24 | 32.52 |
KKR KKR & Co. Inc. | 4.50 | 5.34 | 1.72 | 6.63 | 41.86 |
PGR The Progressive Corporation | 3.15 | 4.15 | 1.55 | 9.10 | 24.11 |
TGOPY 3i Group PLC ADR | 3.26 | 3.92 | 1.54 | 8.60 | 24.65 |
Dividends
Dividend yield
LD 2024Port Weighted R3 provided a 1.96% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.96% | 2.31% | 2.85% | 2.36% | 2.68% | 2.72% | 2.84% | 2.36% | 2.44% | 2.38% | 2.20% | 1.82% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.29% | 4.64% | 2.93% | 4.05% | 5.77% | 4.27% | 3.73% | 4.71% | 3.94% | 3.85% | 2.46% | 1.38% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.19% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
IVOG Vanguard S&P Mid-Cap 400 Growth ETF | 0.94% | 1.15% | 1.05% | 0.47% | 0.74% | 1.17% | 1.01% | 0.93% | 1.03% | 1.04% | 0.81% | 0.66% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% | 0.00% |
ANET Arista Networks, 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% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
HTHIY Hitachi Ltd ADR | 0.50% | 1.49% | 1.98% | 5.60% | 11.92% | 10.22% | 13.45% | 8.07% | 9.93% | 8.43% | 6.96% | 10.06% |
IRM Iron Mountain Incorporated | 2.33% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
KKR KKR & Co. Inc. | 0.56% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% | 6.66% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
TGOPY 3i Group PLC ADR | 1.74% | 2.24% | 14.49% | 2.82% | 2.89% | 3.32% | 4.86% | 2.81% | 4.55% | 0.00% | 0.00% | 0.00% |
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 LD 2024Port Weighted R3. 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 LD 2024Port Weighted R3 was 30.48%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current LD 2024Port Weighted R3 drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -17.99% | Dec 28, 2021 | 192 | Sep 30, 2022 | 85 | Feb 2, 2023 | 277 |
| -17.09% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
| -8.4% | Jan 29, 2018 | 9 | Feb 8, 2018 | 87 | Jun 14, 2018 | 96 |
| -6.93% | Sep 5, 2023 | 39 | Oct 27, 2023 | 12 | Nov 14, 2023 | 51 |
Volatility
Volatility Chart
The current LD 2024Port Weighted R3 volatility is 3.64%, 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
| USFR | HTHIY | VTIP | LLY | TGOPY | PGR | IRM | NVDA | FICO | ANET | AVGO | KKR | SCHD | FNDX | IVOG | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.04 | -0.01 | 0.02 | -0.04 | -0.00 | -0.01 | -0.00 | 0.03 | 0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.01 | 0.01 |
| HTHIY | 0.04 | 1.00 | 0.09 | 0.02 | 0.15 | -0.02 | 0.08 | 0.05 | 0.04 | 0.05 | 0.08 | 0.09 | 0.09 | 0.11 | 0.08 | 0.10 |
| VTIP | -0.01 | 0.09 | 1.00 | 0.04 | 0.11 | 0.00 | 0.18 | 0.03 | 0.11 | 0.02 | 0.06 | 0.08 | 0.10 | 0.11 | 0.11 | 0.12 |
| LLY | 0.02 | 0.02 | 0.04 | 1.00 | 0.08 | 0.26 | 0.20 | 0.20 | 0.22 | 0.24 | 0.23 | 0.20 | 0.31 | 0.32 | 0.27 | 0.36 |
| TGOPY | -0.04 | 0.15 | 0.11 | 0.08 | 1.00 | 0.11 | 0.18 | 0.23 | 0.25 | 0.23 | 0.26 | 0.34 | 0.33 | 0.36 | 0.36 | 0.36 |
| PGR | -0.00 | -0.02 | 0.00 | 0.26 | 0.11 | 1.00 | 0.25 | 0.17 | 0.26 | 0.24 | 0.22 | 0.28 | 0.45 | 0.43 | 0.36 | 0.39 |
| IRM | -0.01 | 0.08 | 0.18 | 0.20 | 0.18 | 0.25 | 1.00 | 0.22 | 0.30 | 0.27 | 0.30 | 0.33 | 0.50 | 0.50 | 0.47 | 0.47 |
| NVDA | -0.00 | 0.05 | 0.03 | 0.20 | 0.23 | 0.17 | 0.22 | 1.00 | 0.46 | 0.56 | 0.63 | 0.47 | 0.40 | 0.47 | 0.55 | 0.64 |
| FICO | 0.03 | 0.04 | 0.11 | 0.22 | 0.25 | 0.26 | 0.30 | 0.46 | 1.00 | 0.47 | 0.44 | 0.44 | 0.43 | 0.49 | 0.60 | 0.60 |
| ANET | 0.01 | 0.05 | 0.02 | 0.24 | 0.23 | 0.24 | 0.27 | 0.56 | 0.47 | 1.00 | 0.54 | 0.46 | 0.42 | 0.48 | 0.56 | 0.60 |
| AVGO | 0.01 | 0.08 | 0.06 | 0.23 | 0.26 | 0.22 | 0.30 | 0.63 | 0.44 | 0.54 | 1.00 | 0.46 | 0.50 | 0.54 | 0.58 | 0.66 |
| KKR | 0.01 | 0.09 | 0.08 | 0.20 | 0.34 | 0.28 | 0.33 | 0.47 | 0.44 | 0.46 | 0.46 | 1.00 | 0.57 | 0.65 | 0.68 | 0.67 |
| SCHD | -0.01 | 0.09 | 0.10 | 0.31 | 0.33 | 0.45 | 0.50 | 0.40 | 0.43 | 0.42 | 0.50 | 0.57 | 1.00 | 0.91 | 0.79 | 0.81 |
| FNDX | 0.01 | 0.11 | 0.11 | 0.32 | 0.36 | 0.43 | 0.50 | 0.47 | 0.49 | 0.48 | 0.54 | 0.65 | 0.91 | 1.00 | 0.86 | 0.90 |
| IVOG | 0.01 | 0.08 | 0.11 | 0.27 | 0.36 | 0.36 | 0.47 | 0.55 | 0.60 | 0.56 | 0.58 | 0.68 | 0.79 | 0.86 | 1.00 | 0.88 |
| SCHX | 0.01 | 0.10 | 0.12 | 0.36 | 0.36 | 0.39 | 0.47 | 0.64 | 0.60 | 0.60 | 0.66 | 0.67 | 0.81 | 0.90 | 0.88 | 1.00 |