20230828
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 29% |
QQQ Invesco QQQ | Large Cap Blend Equities | 14% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 57% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 20230828, 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 VOO
Returns By Period
As of Sep 17, 2024, the 20230828 returned 16.41% Year-To-Date and 11.43% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| 20230828 | 16.41% | 1.51% | 8.75% | 25.63% | 13.91% | 11.43% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 19.24% | 1.55% | 10.13% | 28.44% | 15.24% | 12.92% |
QQQ Invesco QQQ | 15.90% | -0.38% | 8.35% | 28.50% | 20.58% | 17.81% |
EFA iShares MSCI EAFE ETF | 10.98% | 2.32% | 6.03% | 18.62% | 7.68% | 5.20% |
Monthly Returns
The table below presents the monthly returns of 20230828, 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 | 1.04% | 4.58% | 3.02% | -3.84% | 5.19% | 2.41% | 1.18% | 2.47% | 16.41% | ||||
| 2023 | 7.68% | -2.36% | 4.39% | 1.83% | 0.20% | 5.91% | 3.20% | -2.27% | -4.48% | -2.37% | 9.13% | 4.95% | 27.75% |
| 2022 | -5.26% | -3.31% | 2.94% | -8.87% | 0.53% | -8.51% | 8.49% | -4.83% | -9.38% | 6.89% | 7.73% | -4.95% | -19.06% |
| 2021 | -0.77% | 2.20% | 3.59% | 4.70% | 1.20% | 1.85% | 2.02% | 2.70% | -4.41% | 6.03% | -1.42% | 4.01% | 23.45% |
| 2020 | -0.42% | -7.71% | -12.15% | 11.07% | 5.20% | 2.94% | 4.96% | 6.92% | -3.59% | -2.90% | 11.93% | 4.28% | 19.08% |
| 2019 | 7.70% | 3.01% | 1.92% | 3.92% | -6.24% | 6.76% | 0.59% | -1.76% | 2.16% | 2.84% | 2.96% | 3.11% | 29.66% |
| 2018 | 5.86% | -3.70% | -2.24% | 0.71% | 1.62% | 0.16% | 3.25% | 2.00% | 0.55% | -7.46% | 1.19% | -7.83% | -6.63% |
| 2017 | 2.69% | 3.16% | 1.30% | 1.68% | 2.38% | 0.11% | 2.51% | 0.45% | 1.80% | 2.46% | 2.22% | 1.21% | 24.25% |
| 2016 | -5.37% | -1.30% | 6.78% | 0.39% | 1.57% | -0.83% | 4.25% | 0.38% | 0.72% | -1.87% | 1.67% | 2.13% | 8.32% |
| 2015 | -1.74% | 6.03% | -1.63% | 1.90% | 1.08% | -2.36% | 2.47% | -6.61% | -2.99% | 8.33% | 0.12% | -1.89% | 1.81% |
| 2014 | -3.79% | 5.10% | -0.02% | 0.85% | 2.39% | 1.90% | -1.37% | 3.04% | -1.99% | 1.66% | 2.24% | -1.61% | 8.36% |
| 2013 | 4.40% | 0.44% | 2.88% | 3.01% | 0.92% | -1.97% | 5.45% | -2.37% | 4.89% | 4.19% | 2.37% | 2.54% | 29.84% |
Expense Ratio
20230828 has an expense ratio of 0.14%, 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 20230828 is 53, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.11 | 2.85 | 1.38 | 2.31 | 11.43 |
QQQ Invesco QQQ | 1.48 | 2.01 | 1.26 | 1.90 | 6.98 |
EFA iShares MSCI EAFE ETF | 1.42 | 2.01 | 1.25 | 1.26 | 7.00 |
Dividends
Dividend yield
20230828 granted a 1.63% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20230828 | 1.63% | 1.78% | 1.86% | 1.73% | 1.57% | 2.08% | 2.28% | 1.88% | 2.19% | 2.14% | 2.33% | 1.92% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
EFA iShares MSCI EAFE ETF | 2.83% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
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 20230828. 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 20230828 was 32.70%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 20230828 drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.7% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -26.92% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.9% | May 3, 2011 | 107 | Oct 3, 2011 | 111 | Mar 13, 2012 | 218 |
| -18.87% | Sep 21, 2018 | 65 | Dec 24, 2018 | 80 | Apr 22, 2019 | 145 |
| -15.8% | May 22, 2015 | 183 | Feb 11, 2016 | 122 | Aug 5, 2016 | 305 |
Volatility
Volatility Chart
The current 20230828 volatility is 4.12%, 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
| EFA | QQQ | VOO | |
|---|---|---|---|
| EFA | 1.00 | 0.71 | 0.82 |
| QQQ | 0.71 | 1.00 | 0.90 |
| VOO | 0.82 | 0.90 | 1.00 |