option_1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 40% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 30% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in option_1, 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 Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Oct 30, 2024, the option_1 returned 20.93% Year-To-Date and 15.50% of annualized return in the last 10 years.
| 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% |
| option_1 | 20.93% | 0.79% | 15.85% | 38.64% | 18.29% | 15.50% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 22.66% | 2.48% | 19.01% | 43.53% | 21.13% | 18.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | 29.73% | 2.98% | 21.15% | 50.51% | 20.41% | 16.54% |
XLV Health Care Select Sector SPDR Fund | 10.04% | -3.65% | 6.37% | 21.04% | 11.30% | 10.02% |
Monthly Returns
The table below presents the monthly returns of option_1, 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 | 2.39% | 5.13% | 1.82% | -4.44% | 5.01% | 5.25% | -0.16% | 2.52% | 1.26% | 20.93% | |||
| 2023 | 6.69% | -1.81% | 7.11% | 1.56% | 3.74% | 5.87% | 2.93% | -1.09% | -4.51% | -2.26% | 9.33% | 4.87% | 36.33% |
| 2022 | -8.24% | -3.28% | 5.00% | -10.87% | -0.98% | -6.59% | 9.85% | -5.32% | -8.12% | 5.82% | 4.84% | -6.56% | -23.89% |
| 2021 | 0.31% | -0.57% | 2.35% | 5.84% | -0.43% | 5.10% | 3.62% | 3.54% | -5.54% | 7.36% | 0.01% | 3.46% | 27.26% |
| 2020 | 1.25% | -6.36% | -7.30% | 14.17% | 5.76% | 3.04% | 6.89% | 8.13% | -4.14% | -3.16% | 9.89% | 4.44% | 34.65% |
| 2019 | 7.74% | 2.51% | 2.53% | 2.74% | -5.89% | 7.13% | 1.01% | -1.23% | 0.43% | 4.25% | 4.49% | 3.42% | 32.41% |
| 2018 | 7.62% | -2.70% | -3.25% | 0.70% | 3.51% | 1.33% | 3.87% | 5.12% | 0.96% | -8.01% | 2.65% | -8.86% | 1.51% |
| 2017 | 3.80% | 4.90% | 0.86% | 2.23% | 2.50% | 0.44% | 2.67% | 1.67% | 0.48% | 2.52% | 2.57% | 0.40% | 27.99% |
| 2016 | -7.19% | -0.70% | 5.61% | -0.52% | 3.00% | -0.96% | 5.82% | -0.46% | 0.95% | -3.33% | 1.61% | 0.93% | 4.13% |
| 2015 | -0.84% | 6.12% | -1.00% | 0.39% | 2.74% | -1.55% | 3.59% | -6.92% | -3.63% | 9.35% | 0.23% | -0.84% | 6.84% |
| 2014 | -1.22% | 5.48% | -1.66% | -0.30% | 3.67% | 2.57% | 0.23% | 4.74% | -0.65% | 3.49% | 3.79% | -1.45% | 19.93% |
| 2013 | 4.81% | 0.67% | 4.23% | 2.39% | 2.82% | -1.73% | 6.39% | -1.75% | 4.15% | 4.68% | 3.72% | 2.14% | 37.35% |
Expense Ratio
option_1 has an expense ratio of 0.13%, 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 option_1 is 56, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.67 | 3.42 | 1.47 | 3.38 | 12.40 |
SCHG Schwab U.S. Large-Cap Growth ETF | 3.20 | 4.02 | 1.57 | 3.88 | 17.26 |
XLV Health Care Select Sector SPDR Fund | 2.11 | 2.89 | 1.39 | 2.01 | 10.51 |
Dividends
Dividend yield
option_1 provided a 0.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| option_1 | 0.83% | 0.86% | 0.93% | 0.70% | 0.82% | 1.19% | 1.22% | 1.08% | 1.21% | 1.19% | 1.29% | 1.18% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
XLV Health Care Select Sector SPDR Fund | 1.53% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
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 option_1. 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 option_1 was 29.29%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current option_1 drawdown is 0.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -28.04% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
| -20.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 84 | Apr 26, 2019 | 142 |
| -16.15% | Jul 21, 2015 | 143 | Feb 11, 2016 | 115 | Jul 27, 2016 | 258 |
| -16.06% | Jul 8, 2011 | 22 | Aug 8, 2011 | 117 | Jan 25, 2012 | 139 |
Volatility
Volatility Chart
The current option_1 volatility is 3.18%, 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
| XLV | QQQ | SCHG | |
|---|---|---|---|
| XLV | 1.00 | 0.66 | 0.71 |
| QQQ | 0.66 | 1.00 | 0.96 |
| SCHG | 0.71 | 0.96 | 1.00 |