My portfolio - Mid stage
Equity 80%: Of which 30-50% in S&P500, 30-50% in NASDAQ100, 0-40% in Europe/ China/ India if in early cycle; Bonds 20%: Of which 90% in Investment grade corporate LT/ Int bonds, 10% in UST/ MM Bonds
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio - Mid stage, 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 Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Sep 20, 2024, the My portfolio - Mid stage returned 16.86% Year-To-Date and 13.24% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| My portfolio - Mid stage | 16.86% | 1.15% | 8.85% | 31.17% | 14.86% | 13.28% |
| Portfolio components: | ||||||
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 5.58% | 1.74% | 7.63% | 17.73% | -0.20% | 3.08% |
FLOT iShares Floating Rate Bond ETF | 4.79% | 0.51% | 2.95% | 6.50% | 2.90% | 2.23% |
VXUS Vanguard Total International Stock ETF | 11.37% | 1.53% | 7.11% | 21.20% | 7.16% | 5.04% |
QQQ Invesco QQQ | 18.37% | 0.18% | 8.46% | 35.80% | 21.27% | 18.18% |
SPY SPDR S&P 500 ETF | 20.89% | 1.85% | 9.90% | 33.74% | 15.60% | 13.14% |
Monthly Returns
The table below presents the monthly returns of My portfolio - Mid stage, 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 | 1.29% | 3.72% | 2.19% | -4.23% | 5.06% | 4.07% | 0.39% | 1.81% | 16.86% | ||||
| 2023 | 8.13% | -2.10% | 6.16% | 1.00% | 2.84% | 5.46% | 2.84% | -1.60% | -4.89% | -2.42% | 9.94% | 5.32% | 33.87% |
| 2022 | -6.48% | -3.55% | 2.70% | -10.69% | -0.20% | -7.67% | 9.64% | -4.62% | -9.43% | 4.42% | 6.21% | -6.32% | -24.99% |
| 2021 | -0.79% | 0.47% | 2.14% | 4.78% | -0.12% | 4.11% | 2.53% | 2.84% | -4.61% | 6.28% | 0.53% | 2.20% | 21.83% |
| 2020 | 1.90% | -5.25% | -9.61% | 12.12% | 4.94% | 3.85% | 6.29% | 6.58% | -3.93% | -2.42% | 9.91% | 3.46% | 28.78% |
| 2019 | 7.49% | 2.42% | 3.14% | 3.88% | -5.50% | 6.55% | 1.69% | -0.36% | 0.91% | 2.68% | 3.22% | 2.81% | 32.32% |
| 2018 | 5.57% | -2.65% | -2.62% | -0.01% | 3.31% | 0.57% | 2.98% | 3.55% | 0.12% | -6.89% | 0.49% | -6.41% | -2.80% |
| 2017 | 2.86% | 3.67% | 0.75% | 1.77% | 2.54% | -0.47% | 2.55% | 1.18% | 0.65% | 2.92% | 2.11% | 1.08% | 23.80% |
| 2016 | -4.68% | -0.36% | 6.36% | -0.71% | 2.31% | 0.14% | 4.79% | 0.56% | 0.72% | -1.75% | 0.70% | 1.65% | 9.69% |
| 2015 | -1.05% | 4.53% | -1.58% | 0.84% | 0.95% | -2.42% | 3.06% | -5.55% | -1.67% | 8.19% | 0.32% | -1.59% | 3.38% |
| 2014 | -1.56% | 4.25% | -0.64% | 0.58% | 3.14% | 2.17% | -0.11% | 4.19% | -1.39% | 2.32% | 3.20% | -0.90% | 16.08% |
| 2013 | 2.53% | 0.91% | 2.63% | 2.51% | 1.42% | -2.35% | 4.77% | -1.71% | 3.47% | 4.21% | 2.42% | 2.22% | 25.33% |
Expense Ratio
My portfolio - Mid stage 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 My portfolio - Mid stage is 60, 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 | |
|---|---|---|---|---|---|
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 1.30 | 1.90 | 1.22 | 0.48 | 4.35 |
FLOT iShares Floating Rate Bond ETF | 8.87 | 17.09 | 4.98 | 14.60 | 170.86 |
VXUS Vanguard Total International Stock ETF | 1.49 | 2.09 | 1.26 | 1.05 | 9.00 |
QQQ Invesco QQQ | 1.87 | 2.49 | 1.33 | 2.41 | 8.88 |
SPY SPDR S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.70 | 15.57 |
Dividends
Dividend yield
My portfolio - Mid stage granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio - Mid stage | 1.52% | 1.74% | 1.84% | 1.23% | 1.44% | 1.72% | 2.05% | 1.79% | 2.01% | 2.05% | 2.06% | 2.05% |
| Portfolio components: | ||||||||||||
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 4.65% | 4.59% | 4.56% | 3.16% | 3.22% | 3.73% | 4.56% | 3.94% | 4.21% | 4.58% | 4.12% | 5.08% |
FLOT iShares Floating Rate Bond ETF | 5.95% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% | 0.47% |
VXUS Vanguard Total International Stock ETF | 2.86% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SPY SPDR S&P 500 ETF | 0.92% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 My portfolio - Mid stage. 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 My portfolio - Mid stage was 29.47%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -28.46% | Feb 20, 2020 | 22 | Mar 20, 2020 | 71 | Jul 1, 2020 | 93 |
| -17.17% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -12.01% | Jul 25, 2011 | 11 | Aug 8, 2011 | 111 | Jan 17, 2012 | 122 |
| -11.64% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
Volatility
Volatility Chart
The current My portfolio - Mid stage volatility is 4.20%, 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
| IGLB | FLOT | VXUS | QQQ | SPY | |
|---|---|---|---|---|---|
| IGLB | 1.00 | 0.07 | 0.04 | 0.06 | 0.03 |
| FLOT | 0.07 | 1.00 | 0.11 | 0.09 | 0.10 |
| VXUS | 0.04 | 0.11 | 1.00 | 0.72 | 0.83 |
| QQQ | 0.06 | 0.09 | 0.72 | 1.00 | 0.90 |
| SPY | 0.03 | 0.10 | 0.83 | 0.90 | 1.00 |