Investable portfolio
Portfolio with all assets and etfs that replicate it
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 12.54% |
BTC-USD Bitcoin | 14.20% | |
ETH-USD Ethereum | 9.38% | |
IJR iShares Core S&P Small-Cap ETF | Small Cap Growth Equities | 10% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | Commodities, Actively Managed | 15.88% |
SRET Global X SuperDividend REIT ETF | REIT | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 15% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 13% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investable portfolio, 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 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Investable portfolio | 17.25% | -1.46% | 7.46% | 35.50% | 25.53% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.77% | 12.93% |
VYM Vanguard High Dividend Yield ETF | 14.43% | 1.96% | 10.80% | 21.53% | 11.42% | 9.84% |
IJR iShares Core S&P Small-Cap ETF | 8.26% | -1.13% | 9.00% | 19.09% | 10.62% | 9.32% |
SRET Global X SuperDividend REIT ETF | 4.18% | 2.94% | 15.56% | 11.40% | -5.60% | N/A |
BND Vanguard Total Bond Market ETF | 3.67% | 2.68% | 5.68% | 8.58% | -0.02% | 1.64% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.03% | 0.97% | 1.72% | -3.30% | 9.81% | N/A |
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.67% | 45.86% | 61.86% |
ETH-USD Ethereum | 17.53% | -18.04% | -17.36% | 62.26% | 73.71% | N/A |
Monthly Returns
The table below presents the monthly returns of Investable portfolio, 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 | -0.37% | 11.34% | 6.38% | -5.97% | 5.79% | -1.39% | 2.27% | 17.25% | |||||
| 2023 | 12.64% | -2.19% | 5.43% | 0.78% | -3.23% | 5.29% | 2.47% | -3.94% | -1.90% | 2.50% | 6.82% | 6.76% | 34.61% |
| 2022 | -5.85% | 2.34% | 4.48% | -6.65% | -2.71% | -12.52% | 11.75% | -5.55% | -8.62% | 7.73% | -0.74% | -4.11% | -20.90% |
| 2021 | 9.96% | 10.00% | 12.16% | 7.39% | -3.60% | -1.93% | 4.29% | 6.49% | -4.04% | 13.35% | -2.72% | -2.87% | 57.24% |
| 2020 | 5.92% | -3.51% | -22.36% | 15.83% | 5.64% | 1.28% | 10.83% | 6.44% | -5.65% | 3.43% | 21.01% | 15.09% | 57.62% |
| 2019 | 2.78% | 5.14% | 1.70% | 7.26% | 13.29% | 12.83% | -2.70% | -3.66% | 0.69% | 3.10% | -3.29% | 0.30% | 42.21% |
| 2018 | 2.01% | -5.94% | -9.61% | 12.03% | -3.27% | -4.68% | 3.83% | -3.25% | -1.95% | -5.78% | -9.62% | -5.28% | -28.82% |
| 2017 | 3.61% | 10.09% | 34.80% | 9.14% | 36.61% | 10.94% | 0.91% | 15.72% | -2.55% | 8.47% | 17.31% | 17.00% | 330.88% |
| 2016 | 9.08% | 40.95% | 39.35% | 1.10% | 7.95% | 5.05% | -0.73% | -1.12% | 2.47% | -0.79% | 1.36% | 6.50% | 164.60% |
| 2015 | -9.29% | -2.76% | 10.40% | 2.33% | 1.58% | 1.22% |
Expense Ratio
Investable portfolio 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 Investable portfolio is 21, indicating that it is in the bottom 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | 2.28 | 3.09 | 1.42 | 1.06 | 13.97 |
VYM Vanguard High Dividend Yield ETF | 2.13 | 2.91 | 1.38 | 1.21 | 12.60 |
IJR iShares Core S&P Small-Cap ETF | 0.66 | 1.03 | 1.12 | 0.24 | 3.33 |
SRET Global X SuperDividend REIT ETF | 0.46 | 0.70 | 1.09 | 0.03 | 0.86 |
BND Vanguard Total Bond Market ETF | 1.09 | 1.54 | 1.19 | 0.08 | 3.75 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.02 | 0.06 | 1.01 | -0.09 | -0.06 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
ETH-USD Ethereum | 0.54 | 1.23 | 1.13 | 0.22 | 1.94 |
Dividends
Dividend yield
Investable portfolio granted a 2.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investable portfolio | 2.50% | 2.53% | 4.01% | 9.65% | 1.93% | 2.16% | 2.27% | 2.50% | 2.87% | 1.98% | 1.11% | 1.09% |
| 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% |
VYM Vanguard High Dividend Yield ETF | 2.83% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
SRET Global X SuperDividend REIT ETF | 7.38% | 7.21% | 8.30% | 6.33% | 8.92% | 7.77% | 8.51% | 8.17% | 7.16% | 7.71% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.36% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.13% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 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 Investable portfolio. 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 Investable portfolio was 38.91%, occurring on Dec 25, 2018. Recovery took 413 trading sessions.
The current Investable portfolio drawdown is 2.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.91% | Dec 19, 2017 | 372 | Dec 25, 2018 | 413 | Feb 11, 2020 | 785 |
| -38.59% | Feb 15, 2020 | 33 | Mar 18, 2020 | 167 | Sep 1, 2020 | 200 |
| -30.71% | Nov 9, 2021 | 328 | Oct 2, 2022 | 498 | Feb 12, 2024 | 826 |
| -17.42% | Mar 14, 2016 | 7 | Mar 20, 2016 | 78 | Jun 6, 2016 | 85 |
| -16.92% | Jun 14, 2017 | 33 | Jul 16, 2017 | 40 | Aug 25, 2017 | 73 |
Volatility
Volatility Chart
The current Investable portfolio volatility is 6.67%, 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
| BND | ETH-USD | BTC-USD | PDBC | SRET | VOO | IJR | VYM | |
|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.03 | 0.03 | -0.06 | 0.11 | -0.02 | -0.06 | -0.07 |
| ETH-USD | 0.03 | 1.00 | 0.63 | 0.06 | 0.09 | 0.15 | 0.13 | 0.12 |
| BTC-USD | 0.03 | 0.63 | 1.00 | 0.06 | 0.11 | 0.14 | 0.14 | 0.11 |
| PDBC | -0.06 | 0.06 | 0.06 | 1.00 | 0.22 | 0.29 | 0.29 | 0.33 |
| SRET | 0.11 | 0.09 | 0.11 | 0.22 | 1.00 | 0.53 | 0.63 | 0.59 |
| VOO | -0.02 | 0.15 | 0.14 | 0.29 | 0.53 | 1.00 | 0.74 | 0.81 |
| IJR | -0.06 | 0.13 | 0.14 | 0.29 | 0.63 | 0.74 | 1.00 | 0.76 |
| VYM | -0.07 | 0.12 | 0.11 | 0.33 | 0.59 | 0.81 | 0.76 | 1.00 |