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Brokerage

Last updated Jul 25, 2024

Asset Allocation

VOO 35.2%VTI 25.26%SCHF 21.54%MGC 4.61%ECL 3.34%AMAT 2.78%AAPL 1.81%DHI 1.61%SMH 1.42%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

1.81%

AMAT
Applied Materials, Inc.		Technology

2.78%

DHI
D.R. Horton, Inc.		Consumer Cyclical

1.61%

ECL
Ecolab Inc.		Basic Materials

3.34%

ICVT
iShares Convertible Bond ETF		Preferred Stock/Convertible Bonds

0.95%

MGC
Vanguard Mega Cap ETF		Large Cap Blend Equities

4.61%

NXPI
NXP Semiconductors N.V.		Technology

0.99%

SCHF
Schwab International Equity ETF		Foreign Large Cap Equities

21.54%

SLV
iShares Silver Trust		Precious Metals

0.45%

SMH
VanEck Vectors Semiconductor ETF		Technology Equities

1.42%

USD=X
USD Cash

0.04%

VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities

35.20%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

25.26%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brokerage, 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

140.00%160.00%180.00%200.00%FebruaryMarchAprilMayJuneJuly
188.04%
157.62%
Brokerage
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2015, corresponding to the inception date of ICVT

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Brokerage12.93%-0.67%11.39%19.56%13.34%N/A
Portfolio components:
AAPL
Apple Inc		13.26%1.99%13.33%13.16%32.79%25.86%
AMAT
Applied Materials, Inc.		25.27%-12.86%21.65%39.53%31.92%26.93%
DHI
D.R. Horton, Inc.		14.11%23.08%23.43%37.10%31.28%24.60%
ECL
Ecolab Inc.		23.44%1.25%23.36%33.98%5.01%9.44%
SLV
iShares Silver Trust		16.67%-3.42%21.81%14.93%10.29%2.53%
ICVT
iShares Convertible Bond ETF		2.04%1.32%3.22%4.97%8.79%N/A
SMH
VanEck Vectors Semiconductor ETF		35.28%-9.33%25.65%51.14%33.09%28.86%
MGC
Vanguard Mega Cap ETF		15.25%-2.08%11.63%23.06%14.38%13.14%
VOO
Vanguard S&P 500 ETF		14.04%-1.30%11.13%20.75%13.60%12.62%
VTI
Vanguard Total Stock Market ETF		13.14%-0.48%10.85%20.07%12.85%12.04%
NXPI
NXP Semiconductors N.V.		8.62%-7.70%15.97%13.57%20.44%15.86%
SCHF
Schwab International Equity ETF		5.25%0.60%6.20%8.91%6.60%4.51%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of Brokerage, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.58%5.59%3.25%-3.87%5.16%2.49%12.93%
20237.64%-2.23%3.66%1.39%0.30%6.62%3.28%-2.26%-4.91%-2.63%9.80%5.34%27.86%
2022-5.99%-2.95%2.35%-8.57%0.66%-9.00%8.98%-4.67%-9.43%7.51%7.42%-4.98%-19.26%
2021-0.23%3.28%4.12%4.46%1.11%1.47%1.87%2.30%-4.63%5.98%-0.85%4.43%25.40%
2020-0.43%-7.67%-13.98%12.21%5.77%2.75%5.28%6.66%-3.13%-2.75%13.13%4.26%20.31%
20198.32%3.16%1.79%4.24%-6.37%7.14%1.30%-1.46%2.21%2.61%3.13%3.36%32.74%
20184.94%-3.64%-1.66%0.24%1.72%-0.30%3.03%2.09%0.17%-7.55%1.79%-8.13%-7.93%
20172.59%3.45%1.24%1.35%2.33%0.21%2.30%0.55%2.42%2.69%2.33%1.05%24.93%
2016-5.56%-0.69%7.44%0.63%2.00%-0.38%4.18%0.85%0.66%-2.18%2.62%1.97%11.53%
2015-1.79%1.25%-6.16%-2.93%7.76%0.75%-2.20%-3.82%

Expense Ratio

Brokerage has an expense ratio of 0.04%, 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.

SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
ICVT
iShares Convertible Bond ETF
Expense ratio chart for ICVT: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
MGC
Vanguard Mega Cap ETF
Expense ratio chart for MGC: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHF
Schwab International Equity ETF
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Brokerage is 70, 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.

The Risk-Adjusted Performance Rank of Brokerage is 7070
Brokerage
The Sharpe Ratio Rank of Brokerage is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of Brokerage is 7474Sortino Ratio Rank
The Omega Ratio Rank of Brokerage is 7474Omega Ratio Rank
The Calmar Ratio Rank of Brokerage is 6060Calmar Ratio Rank
The Martin Ratio Rank of Brokerage is 7373Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Brokerage
Sharpe ratio
The chart of Sharpe ratio for Brokerage, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for Brokerage, currently valued at 2.60, compared to the broader market-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for Brokerage, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Brokerage, currently valued at 1.63, compared to the broader market0.002.004.006.008.001.63
Martin ratio
The chart of Martin ratio for Brokerage, currently valued at 8.26, compared to the broader market0.0010.0020.0030.0040.008.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.981.551.191.302.92
AMAT
Applied Materials, Inc.		1.081.591.211.826.13
DHI
D.R. Horton, Inc.		1.091.651.221.583.71
ECL
Ecolab Inc.		1.883.151.401.048.02
SLV
iShares Silver Trust		0.781.271.160.752.98
ICVT
iShares Convertible Bond ETF		0.731.081.130.202.40
SMH
VanEck Vectors Semiconductor ETF		1.922.511.333.4710.99
MGC
Vanguard Mega Cap ETF		2.042.811.372.1411.01
VOO
Vanguard S&P 500 ETF		1.922.681.351.879.41
VTI
Vanguard Total Stock Market ETF		1.802.531.331.498.34
NXPI
NXP Semiconductors N.V.		0.510.891.110.622.31
SCHF
Schwab International Equity ETF		0.961.441.170.733.93
USD=X
USD Cash		—————

Sharpe Ratio

The current Brokerage Sharpe ratio is 1.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Brokerage with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.82
1.58
Brokerage
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Brokerage granted a 1.58% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Brokerage1.58%1.70%1.88%1.65%1.57%2.05%2.26%1.81%2.04%2.05%1.96%1.83%
Portfolio components:
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AMAT
Applied Materials, Inc.		0.67%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%1.61%2.21%
DHI
D.R. Horton, Inc.		0.67%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
ECL
Ecolab Inc.		0.92%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
SLV
iShares Silver Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICVT
iShares Convertible Bond ETF		2.25%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.44%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
MGC
Vanguard Mega Cap ETF		1.26%1.35%1.65%1.17%1.45%1.81%2.10%1.83%2.14%2.11%1.81%1.86%
VOO
Vanguard S&P 500 ETF		1.34%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
Vanguard Total Stock Market ETF		1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
NXPI
NXP Semiconductors N.V.		1.64%1.77%2.14%0.99%0.94%0.98%0.68%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF		2.77%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%
USD=X
USD Cash		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.

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.73%
-4.73%
Brokerage
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Brokerage. 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 Brokerage was 34.76%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Brokerage drawdown is 4.19%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.76%Feb 20, 202023Mar 23, 2020102Aug 12, 2020125
-27.24%Jan 5, 2022201Oct 12, 2022305Dec 13, 2023506
-19.1%Sep 21, 201867Dec 24, 201874Apr 5, 2019141
-16%Jun 24, 2015168Feb 11, 2016108Jul 12, 2016276
-10%Jan 29, 20189Feb 8, 2018144Aug 29, 2018153

Volatility

Volatility Chart

The current Brokerage volatility is 3.87%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.87%
3.80%
Brokerage
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
USD=XSLVDHIECLAAPLNXPIICVTAMATSCHFSMHMGCVOOVTI
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.00
SLV0.001.000.140.120.090.120.170.120.300.130.160.160.17
DHI0.000.141.000.410.340.390.400.390.470.420.500.520.53
ECL0.000.120.411.000.400.420.410.400.580.460.650.660.65
AAPL0.000.090.340.401.000.490.520.530.530.620.720.700.68
NXPI0.000.120.390.420.491.000.530.670.570.770.620.630.64
ICVT0.000.170.400.410.520.531.000.550.600.650.680.680.71
AMAT0.000.120.390.400.530.670.551.000.570.850.660.660.66
SCHF0.000.300.470.580.530.570.600.571.000.660.800.810.82
SMH0.000.130.420.460.620.770.650.850.661.000.770.760.77
MGC0.000.160.500.650.720.620.680.660.800.771.000.990.98
VOO0.000.160.520.660.700.630.680.660.810.760.991.000.99
VTI0.000.170.530.650.680.640.710.660.820.770.980.991.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2015