me
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 50% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in me, 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 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Jul 25, 2024, the me returned 13.37% Year-To-Date and 14.38% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| me | 12.65% | -1.95% | 10.03% | 20.41% | 15.81% | 14.36% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
VT Vanguard Total World Stock ETF | 10.09% | -0.31% | 9.27% | 15.40% | 10.32% | 8.47% |
Monthly Returns
The table below presents the monthly returns of me, 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 | 1.02% | 4.66% | 2.34% | -4.61% | 6.31% | 4.80% | 12.65% | ||||||
| 2023 | 8.67% | -1.32% | 6.36% | 0.56% | 3.60% | 6.02% | 3.29% | -2.51% | -5.39% | -2.31% | 11.17% | 5.04% | 36.92% |
| 2022 | -6.21% | -3.54% | 2.57% | -9.97% | -0.56% | -8.76% | 10.16% | -4.87% | -10.67% | 6.90% | 6.83% | -6.17% | -23.97% |
| 2021 | -0.47% | 2.08% | 1.82% | 4.64% | 0.15% | 4.22% | 1.99% | 2.90% | -4.94% | 6.67% | 0.29% | 3.14% | 24.40% |
| 2020 | 1.13% | -7.26% | -12.16% | 12.28% | 6.55% | 5.08% | 5.62% | 8.59% | -3.93% | -3.19% | 12.45% | 5.32% | 30.84% |
| 2019 | 7.99% | 5.08% | 2.59% | 4.92% | -7.45% | 7.57% | 1.77% | -2.15% | 1.79% | 3.27% | 4.09% | 3.72% | 37.43% |
| 2018 | 6.51% | -2.16% | -2.37% | 0.20% | 3.82% | -0.60% | 2.75% | 4.89% | 0.13% | -8.15% | 0.13% | -7.78% | -3.70% |
| 2017 | 3.65% | 3.82% | 1.87% | 1.98% | 3.18% | -0.98% | 3.39% | 1.77% | 1.44% | 4.75% | 1.48% | 0.83% | 30.68% |
| 2016 | -5.87% | -1.04% | 8.45% | -1.83% | 2.93% | -1.25% | 5.86% | 1.36% | 1.64% | -1.26% | 0.86% | 1.56% | 11.19% |
| 2015 | -2.57% | 7.13% | -1.84% | 1.92% | 1.41% | -3.08% | 1.39% | -6.21% | -2.51% | 8.88% | 0.56% | -2.47% | 1.59% |
| 2014 | -3.39% | 5.04% | 0.15% | -0.07% | 2.74% | 2.67% | -0.62% | 3.46% | -2.32% | 1.43% | 3.14% | -1.63% | 10.72% |
| 2013 | 3.11% | 0.10% | 2.51% | 1.61% | 1.82% | -2.92% | 5.31% | -1.44% | 4.73% | 3.68% | 2.55% | 3.35% | 26.92% |
Expense Ratio
me has an expense ratio of 0.08%, 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 me is 47, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
VT Vanguard Total World Stock ETF | 1.32 | 1.92 | 1.23 | 0.99 | 4.23 |
Dividends
Dividend yield
me granted a 1.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| me | 1.32% | 1.36% | 1.56% | 1.23% | 1.24% | 1.71% | 1.91% | 1.55% | 1.85% | 1.87% | 1.78% | 1.56% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the me. 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 me was 47.62%, occurring on Mar 9, 2009. Recovery took 270 trading sessions.
The current me drawdown is 5.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.62% | Aug 12, 2008 | 144 | Mar 9, 2009 | 270 | Apr 5, 2010 | 414 |
| -32.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -30.65% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -20.44% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -20.18% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
Volatility
Volatility Chart
The current me volatility is 5.03%, 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
| VGT | VT | |
|---|---|---|
| VGT | 1.00 | 0.84 |
| VT | 0.84 | 1.00 |