option_1
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of May 11, 2025, the option_1 returned -4.34% Year-To-Date and 14.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| option_1 | -4.34% | 5.87% | -6.47% | 6.84% | 14.91% | 14.14% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
SCHG Schwab U.S. Large-Cap Growth ETF | -6.76% | 8.57% | -6.25% | 12.24% | 17.79% | 15.33% |
XLV Health Care Select Sector SPDR Fund | -3.18% | -1.64% | -10.91% | -6.11% | 7.28% | 7.92% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.53% | -1.84% | -5.84% | -0.14% | 0.10% | -4.34% | |||||||
| 2024 | 2.39% | 5.13% | 1.82% | -4.44% | 5.01% | 5.25% | -0.16% | 2.52% | 1.26% | -1.87% | 4.45% | -1.40% | 21.25% |
| 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% | 6.90% | 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% | 32.42% |
| 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% | 5.62% | -0.52% | 3.00% | -0.96% | 5.82% | -0.46% | 0.95% | -3.33% | 1.61% | 0.93% | 4.14% |
| 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% | 2.58% | 0.23% | 4.74% | -0.65% | 3.49% | 3.79% | -1.45% | 19.94% |
Expense Ratio
option_1 has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of option_1 is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.50 | 0.86 | 1.12 | 0.53 | 1.78 |
XLV Health Care Select Sector SPDR Fund | -0.40 | -0.39 | 0.95 | -0.37 | -0.84 |
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Dividends
Dividend yield
option_1 provided a 0.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 0.84% | 0.86% | 0.93% | 0.70% | 0.82% | 1.19% | 1.22% | 1.08% | 1.22% | 1.19% | 1.29% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% | 1.35% |
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.
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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 9.13%.
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 |
| -18.64% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -16.15% | Jul 21, 2015 | 143 | Feb 11, 2016 | 115 | Jul 27, 2016 | 258 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | XLV | QQQ | SCHG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 0.90 | 0.95 | 0.94 |
| XLV | 0.76 | 1.00 | 0.65 | 0.70 | 0.80 |
| QQQ | 0.90 | 0.65 | 1.00 | 0.96 | 0.96 |
| SCHG | 0.95 | 0.70 | 0.96 | 1.00 | 0.97 |
| Portfolio | 0.94 | 0.80 | 0.96 | 0.97 | 1.00 |