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Brokerage

Last updated Mar 2, 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
ICVT
iShares Convertible Bond ETF
Preferred Stock/Convertible Bonds

0.95%

SLV
iShares Silver Trust
Precious Metals

0.45%

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%

SCHF
Schwab International Equity ETF
Foreign Large Cap Equities

21.54%

MGC
Vanguard Mega Cap ETF
Large Cap Blend Equities

4.61%

ECL
Ecolab Inc.
Basic Materials

3.34%

AMAT
Applied Materials, Inc.
Technology

2.78%

AAPL
Apple Inc.
Technology

1.81%

DHI
D.R. Horton, Inc.
Consumer Cyclical

1.61%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

1.42%

NXPI
NXP Semiconductors N.V.
Technology

0.99%

S&P 500

Performance

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


100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2024FebruaryMarch
173.80%
145.11%
Brokerage
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Brokerage7.35%4.84%14.69%27.81%14.13%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.31%26.85%
AMAT
Applied Materials, Inc.
29.95%25.23%37.06%78.26%40.01%29.06%
DHI
D.R. Horton, Inc.
0.86%4.35%27.84%66.32%31.51%21.55%
ECL
Ecolab Inc.
13.69%13.13%24.16%39.71%6.66%8.69%
SLV
iShares Silver Trust
-2.80%2.02%-4.51%8.29%8.18%0.46%
ICVT
iShares Convertible Bond ETF
0.27%1.40%4.76%8.67%9.77%N/A
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%35.24%29.36%
MGC
Vanguard Mega Cap ETF
8.70%3.66%15.92%33.55%15.09%13.19%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.35%12.70%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.54%11.99%
NXPI
NXP Semiconductors N.V.
12.12%19.78%23.83%43.70%23.52%17.10%
SCHF
Schwab International Equity ETF
3.00%3.59%9.99%13.29%6.84%4.73%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.58%5.59%
2023-2.26%-4.91%-2.63%9.80%5.34%

Sharpe Ratio

The current Brokerage Sharpe ratio is 2.80. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.80

The Sharpe ratio of Brokerage lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Chart placeholderNot enough data

Dividend yield

Brokerage granted a 1.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Brokerage1.60%1.70%1.88%1.65%1.57%2.05%2.26%1.81%2.03%2.05%1.96%1.82%
AAPL
Apple Inc.
0.53%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.
0.61%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.
0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.00%
ECL
Ecolab Inc.
0.96%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.21%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
1.90%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
0.47%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
1.24%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
1.35%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
1.34%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.
1.58%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
2.88%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%

Expense Ratio

The Brokerage has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Brokerage
AAPL
Apple Inc.
1.27
AMAT
Applied Materials, Inc.
2.36
DHI
D.R. Horton, Inc.
2.41
ECL
Ecolab Inc.
2.28
SLV
iShares Silver Trust
0.40
ICVT
iShares Convertible Bond ETF
1.16
SMH
VanEck Vectors Semiconductor ETF
3.14
MGC
Vanguard Mega Cap ETF
2.96
VOO
Vanguard S&P 500 ETF
2.61
VTI
Vanguard Total Stock Market ETF
2.31
NXPI
NXP Semiconductors N.V.
1.51
SCHF
Schwab International Equity ETF
1.15
USD=X
USD Cash

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
SLV0.001.000.140.120.100.120.170.110.300.130.150.160.16
DHI0.000.141.000.410.350.390.390.400.460.430.510.520.53
ECL0.000.120.411.000.400.420.420.410.590.470.660.670.66
AAPL0.000.100.350.401.000.490.530.540.540.640.720.710.68
NXPI0.000.120.390.420.491.000.530.670.570.770.620.630.64
ICVT0.000.170.390.420.530.531.000.550.590.650.680.670.71
AMAT0.000.110.400.410.540.670.551.000.570.850.650.650.66
SCHF0.000.300.460.590.540.570.590.571.000.660.800.810.82
SMH0.000.130.430.470.640.770.650.850.661.000.770.760.77
MGC0.000.150.510.660.720.620.680.650.800.771.000.990.98
VOO0.000.160.520.670.710.630.670.650.810.760.991.000.99
VTI0.000.160.530.660.680.640.710.660.820.770.980.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 Chart

The current Brokerage volatility is 3.05%, 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%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.05%
3.47%
Brokerage
Benchmark (^GSPC)
Portfolio components
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