NTSX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | Diversified Portfolio, Actively Managed | 100% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | Diversified Portfolio | 0% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NTSX, 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 Aug 2, 2018, corresponding to the inception date of NTSX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| NTSX | 22.64% | 1.31% | 12.33% | 31.76% | 11.99% | N/A |
| Portfolio components: | ||||||
NTSX WisdomTree U.S. Efficient Core Fund | 22.64% | 1.31% | 12.33% | 31.76% | 11.99% | N/A |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 15.60% | 1.24% | 9.20% | 20.51% | 7.66% | 7.72% |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
Monthly Returns
The table below presents the monthly returns of NTSX, 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 | 1.73% | 3.80% | 2.01% | -4.55% | 4.89% | 4.15% | 1.94% | 2.77% | 2.44% | -2.23% | 22.64% | ||
| 2023 | 6.96% | -3.77% | 5.28% | 1.31% | -0.17% | 4.86% | 2.48% | -1.95% | -5.82% | -3.29% | 10.68% | 5.40% | 22.70% |
| 2022 | -6.27% | -3.44% | 1.22% | -10.14% | -0.49% | -7.66% | 9.48% | -5.26% | -11.25% | 6.67% | 6.19% | -5.97% | -25.84% |
| 2021 | -1.42% | 0.61% | 3.09% | 4.93% | 0.74% | 3.21% | 3.25% | 2.67% | -5.23% | 6.19% | -0.28% | 2.99% | 22.21% |
| 2020 | 2.03% | -6.55% | -8.63% | 11.76% | 5.04% | 1.34% | 6.08% | 6.26% | -3.17% | -3.22% | 10.43% | 3.29% | 24.87% |
| 2019 | 7.86% | 2.48% | 2.86% | 3.45% | -4.27% | 6.63% | 1.33% | 0.40% | 1.09% | 1.65% | 3.07% | 2.16% | 32.15% |
| 2018 | 2.87% | -0.12% | -5.95% | 1.49% | -6.91% | -8.70% |
Expense Ratio
NTSX has an expense ratio of 0.20%, 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 NTSX is 54, 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 | |
|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 2.75 | 3.77 | 1.49 | 1.93 | 18.24 |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.59 | 3.53 | 1.50 | 1.82 | 15.91 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
Dividends
Dividend yield
NTSX provided a 1.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||||
NTSX WisdomTree U.S. Efficient Core Fund | 1.05% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.02% | 2.04% | 1.93% | 1.39% | 1.66% | 2.12% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% | 1.85% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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 NTSX. 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 NTSX was 31.34%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.
The current NTSX drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 416 | Jun 12, 2024 | 618 |
| -28.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -16.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -8.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -6.58% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current NTSX volatility is 3.62%, 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
| NTSX | VOO | VBIAX | |
|---|---|---|---|
| NTSX | 1.00 | 0.92 | 0.94 |
| VOO | 0.92 | 1.00 | 0.97 |
| VBIAX | 0.94 | 0.97 | 1.00 |