'QTs and MGK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 33.33% |
VEQT.TO Vanguard All-Equity ETF Portfolio | All Cap Equities, Actively Managed | 33.33% |
XEQT.TO iShares Core Equity ETF Portfolio | Global Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 'QTs and MGK, 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 Aug 14, 2019, corresponding to the inception date of XEQT.TO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 'QTs and MGK | 20.28% | 0.90% | 15.79% | 39.29% | 13.94% | N/A |
| Portfolio components: | ||||||
MGK Vanguard Mega Cap Growth ETF | 28.29% | 3.60% | 21.58% | 49.33% | 19.96% | 16.42% |
XEQT.TO iShares Core Equity ETF Portfolio | 15.97% | -0.59% | 12.48% | 34.02% | 10.65% | N/A |
VEQT.TO Vanguard All-Equity ETF Portfolio | 16.41% | -0.29% | 13.05% | 34.38% | 10.70% | N/A |
Monthly Returns
The table below presents the monthly returns of 'QTs and MGK, 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 | 0.80% | 4.55% | 2.66% | -3.99% | 5.21% | 3.00% | 1.05% | 2.55% | 2.35% | 20.28% | |||
| 2023 | 8.93% | -2.76% | 4.43% | 1.80% | 0.56% | 6.17% | 3.32% | -2.23% | -4.77% | -2.74% | 10.07% | 4.85% | 29.82% |
| 2022 | -5.52% | -2.98% | 3.30% | -9.83% | -0.15% | -8.77% | 8.96% | -4.59% | -9.89% | 5.80% | 6.91% | -6.15% | -22.65% |
| 2021 | -0.38% | 2.45% | 2.97% | 5.18% | 1.23% | 2.44% | 1.51% | 2.53% | -4.39% | 6.61% | -1.67% | 2.90% | 23.07% |
| 2020 | 0.44% | -7.39% | -13.75% | 12.27% | 5.49% | 3.97% | 5.78% | 7.88% | -4.00% | -2.88% | 11.78% | 4.38% | 22.66% |
| 2019 | 2.32% | 2.25% | 2.03% | 3.33% | 2.98% | 13.59% |
Expense Ratio
'QTs and MGK has an expense ratio of 0.17%, 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 'QTs and MGK is 42, 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 | |
|---|---|---|---|---|---|
MGK Vanguard Mega Cap Growth ETF | 2.50 | 3.24 | 1.46 | 3.11 | 11.90 |
XEQT.TO iShares Core Equity ETF Portfolio | 2.37 | 3.33 | 1.43 | 2.25 | 16.54 |
VEQT.TO Vanguard All-Equity ETF Portfolio | 2.45 | 3.42 | 1.45 | 2.35 | 17.21 |
Dividends
Dividend yield
'QTs and MGK provided a 1.27% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 'QTs and MGK | 1.27% | 1.49% | 1.64% | 1.15% | 1.27% | 1.16% | 0.37% | 0.41% | 0.51% | 0.48% | 0.42% | 0.43% |
| Portfolio components: | ||||||||||||
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
XEQT.TO iShares Core Equity ETF Portfolio | 1.83% | 2.09% | 2.14% | 1.65% | 1.68% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.54% | 1.88% | 2.09% | 1.40% | 1.48% | 1.42% | 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 'QTs and MGK. 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 'QTs and MGK was 34.42%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 'QTs and MGK drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 4, 2020 | 118 |
| -28.57% | Nov 9, 2021 | 241 | Oct 14, 2022 | 323 | Jan 19, 2024 | 564 |
| -9.07% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -8.7% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -5.7% | Sep 7, 2021 | 20 | Oct 4, 2021 | 12 | Oct 20, 2021 | 32 |
Volatility
Volatility Chart
The current 'QTs and MGK volatility is 2.39%, 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
| MGK | XEQT.TO | VEQT.TO | |
|---|---|---|---|
| MGK | 1.00 | 0.76 | 0.78 |
| XEQT.TO | 0.76 | 1.00 | 0.97 |
| VEQT.TO | 0.78 | 0.97 | 1.00 |