20230828
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 57% |
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 29% |
QQQ Invesco QQQ | Large Cap Blend Equities | 14% |
Performance
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
Returns
As of Sep 21, 2023, the 20230828 returned 17.26% Year-To-Date and 10.52% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| 20230828 | 0.78% | 11.00% | 17.26% | 21.66% | 9.27% | 10.55% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 15.58% | 17.63% |
EFA iShares MSCI EAFE ETF | 1.50% | 4.77% | 10.18% | 23.49% | 3.64% | 3.98% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| EFA | QQQ | VOO | |
|---|---|---|---|
| EFA | 1.00 | 0.72 | 0.83 |
| QQQ | 0.72 | 1.00 | 0.89 |
| VOO | 0.83 | 0.89 | 1.00 |
Dividend yield
20230828 granted a 1.60% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20230828 | 1.60% | 1.88% | 1.80% | 1.66% | 2.24% | 2.52% | 2.12% | 2.52% | 2.52% | 2.83% | 2.38% | 2.93% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
EFA iShares MSCI EAFE ETF | 2.22% | 2.74% | 3.48% | 2.30% | 3.43% | 3.87% | 3.02% | 3.71% | 3.44% | 4.76% | 3.36% | 4.21% |
Expense Ratio
The 20230828 features an expense ratio of 0.14%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
QQQ Invesco QQQ | 1.14 | ||||
EFA iShares MSCI EAFE ETF | 1.15 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 20230828. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 20230828 is 32.70%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 Chart
The current 20230828 volatility is 3.52%, 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.