20230828
Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 9, 2025, the 20230828 returned 1.31% Year-To-Date and 11.18% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| 20230828 | 1.31% | 15.24% | -0.72% | 11.41% | 15.16% | 11.18% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
EFA iShares MSCI EAFE ETF | 13.15% | 17.26% | 8.03% | 10.87% | 11.73% | 5.49% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.23% | -0.22% | -4.07% | 0.79% | 1.72% | 1.31% | |||||||
| 2024 | 1.04% | 4.58% | 3.02% | -3.84% | 5.19% | 2.41% | 1.18% | 2.47% | 1.83% | -2.18% | 4.08% | -2.08% | 18.69% |
| 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% | -6.62% |
| 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% |
Expense Ratio
20230828 has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 20230828 is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
EFA iShares MSCI EAFE ETF | 0.62 | 1.00 | 1.14 | 0.79 | 2.36 |
Dividends
Dividend yield
20230828 provided a 1.68% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.73% | 1.78% | 1.86% | 1.73% | 1.57% | 2.08% | 2.29% | 1.88% | 2.19% | 2.14% | 2.33% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
EFA iShares MSCI EAFE ETF | 2.86% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
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 4.34%.
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 |
| -16.99% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current 20230828 volatility is 10.51%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | EFA | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.81 | 0.90 | 1.00 | 0.98 |
| EFA | 0.81 | 1.00 | 0.70 | 0.81 | 0.90 |
| QQQ | 0.90 | 0.70 | 1.00 | 0.90 | 0.90 |
| VOO | 1.00 | 0.81 | 0.90 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.90 | 0.90 | 0.98 | 1.00 |