Retirement
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 33% |
ARKK ARK Innovation ETF | Actively Managed, Innovation, Technology Equities | 33.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement, 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 Oct 31, 2014, corresponding to the inception date of ARKK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Retirement | 10.23% | 3.35% | 12.38% | 30.95% | 18.41% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.63% | 13.11% |
ARKK ARK Innovation ETF | -10.44% | 5.99% | -5.08% | 20.81% | 1.77% | N/A |
Monthly Returns
The table below presents the monthly returns of Retirement, 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 | -5.23% | 5.13% | -1.18% | -6.01% | 5.51% | 5.87% | 3.38% | 1.34% | 10.23% | ||||
| 2023 | 15.09% | -0.32% | 5.62% | -2.28% | 5.72% | 8.33% | 6.28% | -6.63% | -7.34% | -4.72% | 16.92% | 6.84% | 48.42% |
| 2022 | -8.99% | -4.89% | 1.59% | -15.75% | -3.64% | -8.73% | 13.71% | -4.79% | -10.40% | 6.78% | 0.08% | -11.28% | -40.08% |
| 2021 | 2.91% | -3.47% | -0.86% | 4.48% | -3.86% | 9.41% | 0.22% | 3.02% | -6.79% | 7.56% | -1.29% | 1.11% | 11.82% |
| 2020 | 2.95% | -5.83% | -12.27% | 18.03% | 9.10% | 10.28% | 11.67% | 15.97% | -5.95% | -3.29% | 14.82% | 9.44% | 78.73% |
| 2019 | 9.76% | 5.37% | 3.79% | 3.56% | -10.82% | 12.50% | 3.29% | -3.98% | 2.08% | 5.46% | 8.46% | 4.22% | 50.55% |
| 2018 | 5.28% | 0.57% | -4.28% | -0.36% | 8.99% | 1.12% | 1.80% | 11.53% | -1.70% | -6.64% | -4.23% | -11.35% | -1.54% |
| 2017 | 5.58% | 7.26% | 2.95% | 2.04% | 7.03% | -0.82% | 2.55% | 8.73% | -1.27% | 5.17% | 3.26% | 0.23% | 51.33% |
| 2016 | -10.20% | 0.54% | 10.43% | -4.91% | 3.88% | -1.54% | 6.46% | 0.88% | 4.78% | -3.88% | 0.83% | 2.23% | 8.11% |
| 2015 | 1.18% | 7.36% | -2.63% | 0.72% | 2.93% | -2.27% | -0.13% | -6.42% | -3.76% | 7.57% | 2.09% | -4.61% | 0.99% |
| 2014 | 4.77% | -3.27% | 1.34% |
Expense Ratio
Retirement has an expense ratio of 0.26%, 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 Retirement is 12, indicating that it is in the bottom 12% 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
ARKK ARK Innovation ETF | 0.41 | 0.82 | 1.09 | 0.19 | 1.09 |
Dividends
Dividend yield
Retirement granted a 0.57% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Retirement | 0.57% | 0.65% | 0.80% | 0.86% | 1.16% | 1.10% | 2.33% | 1.52% | 1.31% | 2.10% | 1.17% | 1.31% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 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 Retirement. 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 Retirement was 43.01%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Retirement drawdown is 3.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.01% | Nov 4, 2021 | 289 | Dec 28, 2022 | — | — | — |
| -33.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 49 | Jun 2, 2020 | 72 |
| -27.59% | Sep 4, 2018 | 78 | Dec 24, 2018 | 144 | Jul 23, 2019 | 222 |
| -23.9% | Jul 21, 2015 | 143 | Feb 11, 2016 | 217 | Dec 20, 2016 | 360 |
| -16.25% | Feb 16, 2021 | 15 | Mar 8, 2021 | 122 | Aug 30, 2021 | 137 |
Volatility
Volatility Chart
The current Retirement volatility is 6.33%, 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
| ARKK | AAPL | VOO | |
|---|---|---|---|
| ARKK | 1.00 | 0.54 | 0.66 |
| AAPL | 0.54 | 1.00 | 0.70 |
| VOO | 0.66 | 0.70 | 1.00 |