Compare
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 32.01% |
QQQ Invesco QQQ | Large Cap Blend Equities | 34.24% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.75% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
Jun 29, 2023 | Buy | Invesco QQQ | 819 | $0.00 |
Jun 29, 2023 | Buy | SPDR Dow Jones Industrial Average ETF | 876 | $0.00 |
Jun 29, 2023 | Buy | SPDR S&P 500 ETF | 682 | $0.00 |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Compare, 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
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Compare | 15.10% | 5.58% | 7.98% | 23.46% | N/A | N/A |
Portfolio components: | ||||||
QQQ Invesco QQQ | 16.64% | 6.13% | 7.58% | 27.00% | 21.34% | 17.88% |
DIA SPDR Dow Jones Industrial Average ETF | 11.56% | 4.89% | 7.51% | 21.37% | 11.65% | 11.66% |
SPY SPDR S&P 500 ETF | 19.34% | 5.78% | 10.73% | 26.68% | 15.86% | 12.90% |
Monthly Returns
The table below presents the monthly returns of Compare, 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 | 1.54% | 4.25% | 2.02% | -4.44% | 4.60% | 3.55% | 1.19% | 15.10% | |||||
2023 | 1.17% | 3.51% | -1.76% | -4.67% | -1.86% | 9.63% | 4.72% | 10.51% |
Expense Ratio
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 Compare is 55, 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 1.59 | 2.17 | 1.28 | 2.01 | 7.42 |
DIA SPDR Dow Jones Industrial Average ETF | 2.00 | 2.79 | 1.37 | 2.48 | 8.85 |
SPY SPDR S&P 500 ETF | 2.17 | 2.97 | 1.39 | 2.68 | 10.16 |
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 Compare. 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 Compare was 9.71%, occurring on Oct 27, 2023. Recovery took 18 trading sessions.
The current Compare drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-9.71% | Aug 1, 2023 | 63 | Oct 27, 2023 | 18 | Nov 22, 2023 | 81 |
-8.89% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-5.58% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
-2.27% | May 22, 2024 | 6 | May 30, 2024 | 5 | Jun 6, 2024 | 11 |
-2.11% | Dec 29, 2023 | 4 | Jan 4, 2024 | 10 | Jan 19, 2024 | 14 |
Volatility
Volatility Chart
The current Compare volatility is 5.59%, 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
DIA | QQQ | SPY | |
---|---|---|---|
DIA | 1.00 | 0.61 | 0.80 |
QQQ | 0.61 | 1.00 | 0.93 |
SPY | 0.80 | 0.93 | 1.00 |