ETF Portfolio
My First Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
KSA iShares MSCI Saudi Arabia ETF | Emerging Markets Equities | 20% |
SPRE SP Funds S&P Global REIT Sharia ETF | REIT | 20% |
SPSK SP Funds Dow Jones Global Sukuk ETF | Total Bond Market | 20% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF Portfolio, 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 Dec 30, 2020, corresponding to the inception date of SPRE
Returns By Period
| 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% |
| ETF Portfolio | 6.31% | 1.38% | 6.76% | 10.46% | N/A | N/A |
| Portfolio components: | ||||||
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 15.01% | -3.88% | 11.34% | 20.58% | N/A | N/A |
SPRE SP Funds S&P Global REIT Sharia ETF | 1.26% | 4.22% | 5.54% | 5.29% | N/A | N/A |
SPSK SP Funds Dow Jones Global Sukuk ETF | 1.03% | 0.73% | 2.10% | 4.30% | N/A | N/A |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.70% |
KSA iShares MSCI Saudi Arabia ETF | -0.21% | 3.20% | -2.04% | 0.84% | 6.95% | N/A |
Monthly Returns
The table below presents the monthly returns of ETF Portfolio, 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 | -1.18% | 3.32% | 2.64% | -2.87% | 1.17% | 2.19% | 6.31% | ||||||
| 2023 | 5.34% | -4.07% | 4.77% | 1.62% | -0.96% | 2.58% | 1.58% | -1.74% | -4.75% | -0.87% | 6.21% | 5.13% | 15.02% |
| 2022 | -1.64% | -0.27% | 2.38% | -1.89% | -3.96% | -5.71% | 4.85% | -2.77% | -7.41% | 2.10% | 2.70% | -1.95% | -13.40% |
| 2021 | -0.64% | -0.79% | 3.96% | 4.55% | 2.12% | 0.80% | 2.63% | 1.97% | -2.96% | 4.57% | -1.39% | 4.58% | 20.76% |
| 2020 | 0.01% | 0.01% |
Expense Ratio
ETF Portfolio features an expense ratio of 0.59%, falling within the medium range. 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 ETF Portfolio is 28, 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 | |
|---|---|---|---|---|---|
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 1.42 | 1.99 | 1.25 | 1.74 | 6.07 |
SPRE SP Funds S&P Global REIT Sharia ETF | 0.21 | 0.44 | 1.05 | 0.10 | 0.52 |
SPSK SP Funds Dow Jones Global Sukuk ETF | 0.58 | 0.92 | 1.11 | 0.38 | 3.83 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.66 | 6.97 |
KSA iShares MSCI Saudi Arabia ETF | -0.01 | 0.09 | 1.01 | -0.01 | -0.03 |
Dividends
Dividend yield
ETF Portfolio granted a 2.02% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| ETF Portfolio | 2.02% | 2.08% | 1.91% | 1.58% | 0.90% | 0.43% | 0.50% | 0.46% | 0.61% | 0.01% |
| Portfolio components: | ||||||||||
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.69% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPRE SP Funds S&P Global REIT Sharia ETF | 3.86% | 4.16% | 4.17% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPSK SP Funds Dow Jones Global Sukuk ETF | 2.78% | 2.95% | 2.22% | 2.56% | 1.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KSA iShares MSCI Saudi Arabia ETF | 2.77% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.05% | 0.04% |
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 ETF Portfolio. 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 ETF Portfolio was 18.56%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current ETF Portfolio drawdown is 2.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.56% | Apr 21, 2022 | 123 | Oct 14, 2022 | 345 | Mar 1, 2024 | 468 |
| -4.12% | Apr 10, 2024 | 15 | Apr 30, 2024 | 45 | Jul 5, 2024 | 60 |
| -4.07% | Sep 7, 2021 | 17 | Sep 29, 2021 | 17 | Oct 22, 2021 | 34 |
| -4% | Feb 11, 2021 | 15 | Mar 4, 2021 | 9 | Mar 17, 2021 | 24 |
| -3.73% | Jan 3, 2022 | 18 | Jan 27, 2022 | 39 | Mar 24, 2022 | 57 |
Volatility
Volatility Chart
The current ETF Portfolio volatility is 2.73%, 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
| SPSK | GLD | KSA | SPUS | SPRE | |
|---|---|---|---|---|---|
| SPSK | 1.00 | 0.22 | 0.04 | 0.18 | 0.21 |
| GLD | 0.22 | 1.00 | 0.19 | 0.12 | 0.20 |
| KSA | 0.04 | 0.19 | 1.00 | 0.34 | 0.30 |
| SPUS | 0.18 | 0.12 | 0.34 | 1.00 | 0.59 |
| SPRE | 0.21 | 0.20 | 0.30 | 0.59 | 1.00 |