Cotes
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cotes, 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 Mar 30, 2021, corresponding to the inception date of ARKX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| Cotes | 24.12% | -0.16% | 10.09% | 24.12% | N/A | N/A |
| Portfolio components: | ||||||
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 26.99% | 0.20% | 11.34% | 26.99% | 14.84% | 13.15% |
VGT Vanguard Information Technology ETF | 31.58% | 2.72% | 10.05% | 31.58% | 21.85% | 20.80% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 26.97% | 0.02% | 11.80% | 26.97% | 14.37% | 12.64% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 26.85% | -0.35% | 10.05% | 26.85% | 14.77% | 13.13% |
VWENX Vanguard Wellington Fund Admiral Shares | 16.78% | 0.31% | 7.86% | 16.78% | 4.68% | 4.70% |
VCR Vanguard Consumer Discretionary ETF | 27.26% | 3.36% | 23.58% | 27.26% | 16.39% | 14.04% |
VHT Vanguard Health Care ETF | 3.81% | -5.13% | -2.81% | 3.81% | 7.37% | 8.82% |
VWIGX Vanguard International Growth Fund Investor Shares | 1.59% | -9.96% | -5.68% | 1.59% | 4.87% | 7.64% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 17.88% | -2.80% | 8.99% | 17.88% | 11.62% | 11.37% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 17.00% | -5.22% | 11.53% | 17.00% | 10.20% | 9.57% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 10.66% | -6.09% | 11.54% | 10.66% | 8.79% | 8.98% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 10.23% | -8.19% | 7.08% | 10.23% | 8.32% | 9.37% |
VXF Vanguard Extended Market ETF | 18.27% | -5.75% | 14.52% | 18.27% | 10.15% | 9.46% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.52% | -1.61% | 4.35% | 5.52% | 0.00% | 2.99% |
ARKX ARK Space Exploration & Innovation ETF | 30.82% | 2.91% | 35.12% | 30.82% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Cotes, 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 | 0.78% | 4.99% | 2.55% | -4.63% | 5.09% | 3.66% | 1.37% | 1.86% | 2.12% | -1.22% | 6.51% | 24.12% | |
| 2023 | 7.27% | -2.07% | 3.87% | 0.64% | 1.51% | 6.50% | 3.17% | -2.18% | -5.14% | -2.67% | 9.95% | 5.34% | 28.11% |
| 2022 | -6.73% | -2.99% | 2.82% | -9.28% | -0.51% | -8.09% | 9.90% | -4.34% | -9.28% | 7.33% | 5.58% | -6.36% | -21.88% |
| 2021 | 0.74% | 4.89% | 0.00% | 3.27% | 1.95% | 2.79% | -4.66% | 6.60% | -0.64% | 2.99% | 18.95% |
Expense Ratio
Cotes has an expense ratio of 0.11%, 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 Cotes is 48, 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.
Dividends
Dividend yield
Cotes provided a 0.97% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.97% | 1.56% | 1.47% | 1.08% | 1.29% | 1.58% | 1.80% | 1.49% | 1.72% | 1.72% | 1.59% | 1.41% |
| Portfolio components: | ||||||||||||
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.75% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% | 1.56% | 1.52% |
VGT Vanguard Information Technology ETF | 0.59% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.23% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VWENX Vanguard Wellington Fund Admiral Shares | 1.55% | 6.08% | 2.34% | 1.79% | 2.15% | 2.61% | 3.10% | 2.53% | 2.64% | 2.81% | 2.63% | 2.58% |
VCR Vanguard Consumer Discretionary ETF | 0.73% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
VHT Vanguard Health Care ETF | 1.51% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
VWIGX Vanguard International Growth Fund Investor Shares | 0.00% | 1.01% | 1.37% | 0.93% | 0.21% | 1.20% | 1.62% | 0.84% | 1.26% | 1.39% | 2.29% | 1.44% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.25% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.05% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.04% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% | 0.99% | 0.92% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.02% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
VXF Vanguard Extended Market ETF | 1.08% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.14% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.07% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
ARKX ARK Space Exploration & Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Cotes. 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 Cotes was 27.68%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current Cotes drawdown is 2.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.68% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -9.43% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -6.31% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.67% | Sep 7, 2021 | 20 | Oct 4, 2021 | 13 | Oct 21, 2021 | 33 |
| -5.06% | Apr 27, 2021 | 12 | May 12, 2021 | 20 | Jun 10, 2021 | 32 |
Volatility
Volatility Chart
The current Cotes volatility is 4.56%, 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
| VWOB | VHT | VWIGX | ARKX | VGT | VTMSX | VCR | VDADX | VIOG | VWENX | VXF | VFIAX | VIMAX | VTCLX | VTSAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VWOB | 1.00 | 0.41 | 0.52 | 0.48 | 0.45 | 0.44 | 0.48 | 0.49 | 0.46 | 0.62 | 0.50 | 0.50 | 0.53 | 0.50 | 0.51 |
| VHT | 0.41 | 1.00 | 0.58 | 0.58 | 0.57 | 0.59 | 0.55 | 0.76 | 0.62 | 0.71 | 0.65 | 0.71 | 0.71 | 0.71 | 0.71 |
| VWIGX | 0.52 | 0.58 | 1.00 | 0.77 | 0.78 | 0.68 | 0.77 | 0.67 | 0.72 | 0.77 | 0.80 | 0.79 | 0.79 | 0.81 | 0.81 |
| ARKX | 0.48 | 0.58 | 0.77 | 1.00 | 0.75 | 0.80 | 0.80 | 0.72 | 0.83 | 0.76 | 0.89 | 0.80 | 0.85 | 0.82 | 0.83 |
| VGT | 0.45 | 0.57 | 0.78 | 0.75 | 1.00 | 0.65 | 0.80 | 0.76 | 0.71 | 0.86 | 0.79 | 0.92 | 0.80 | 0.92 | 0.91 |
| VTMSX | 0.44 | 0.59 | 0.68 | 0.80 | 0.65 | 1.00 | 0.77 | 0.78 | 0.98 | 0.75 | 0.93 | 0.79 | 0.90 | 0.81 | 0.83 |
| VCR | 0.48 | 0.55 | 0.77 | 0.80 | 0.80 | 0.77 | 1.00 | 0.75 | 0.80 | 0.81 | 0.86 | 0.86 | 0.83 | 0.87 | 0.88 |
| VDADX | 0.49 | 0.76 | 0.67 | 0.72 | 0.76 | 0.78 | 0.75 | 1.00 | 0.79 | 0.90 | 0.79 | 0.91 | 0.89 | 0.91 | 0.90 |
| VIOG | 0.46 | 0.62 | 0.72 | 0.83 | 0.71 | 0.98 | 0.80 | 0.79 | 1.00 | 0.77 | 0.95 | 0.81 | 0.91 | 0.84 | 0.86 |
| VWENX | 0.62 | 0.71 | 0.77 | 0.76 | 0.86 | 0.75 | 0.81 | 0.90 | 0.77 | 1.00 | 0.81 | 0.95 | 0.87 | 0.95 | 0.94 |
| VXF | 0.50 | 0.65 | 0.80 | 0.89 | 0.79 | 0.93 | 0.86 | 0.79 | 0.95 | 0.81 | 1.00 | 0.86 | 0.95 | 0.88 | 0.91 |
| VFIAX | 0.50 | 0.71 | 0.79 | 0.80 | 0.92 | 0.79 | 0.86 | 0.91 | 0.81 | 0.95 | 0.86 | 1.00 | 0.91 | 1.00 | 0.99 |
| VIMAX | 0.53 | 0.71 | 0.79 | 0.85 | 0.80 | 0.90 | 0.83 | 0.89 | 0.91 | 0.87 | 0.95 | 0.91 | 1.00 | 0.93 | 0.94 |
| VTCLX | 0.50 | 0.71 | 0.81 | 0.82 | 0.92 | 0.81 | 0.87 | 0.91 | 0.84 | 0.95 | 0.88 | 1.00 | 0.93 | 1.00 | 1.00 |
| VTSAX | 0.51 | 0.71 | 0.81 | 0.83 | 0.91 | 0.83 | 0.88 | 0.90 | 0.86 | 0.94 | 0.91 | 0.99 | 0.94 | 1.00 | 1.00 |