testing new portfolio
QQQ (30%) - Focus on technology VEU (20%) - International equities XLI (10%) - Industrials sector VNQ (10%) - Real estate (REITs) BND (20%) - U.S. bonds BTC (10%) - Bitcoin
version with less volatility
QQQ (25%) - Technology and growth stocks. VEU (25%) - International equities. XLI (10%) - Industrials for sector diversification. VNQ (10%) - Real estate for income and stability. BND (25%) - U.S. bonds for stability and fixed income. BTC (5%) - Cryptocurrency for potential high returns.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 10% |
BTC-USD Bitcoin | 10% | |
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 10% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
XLI Industrial Select Sector SPDR Fund | Industrials Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in testing new 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 19, 2024, the testing new portfolio returned 18.08% Year-To-Date and 20.92% 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% |
| testing new portfolio | 20.08% | 3.25% | 7.64% | 37.84% | 19.83% | 21.20% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 18.37% | 0.65% | 8.58% | 33.32% | 21.22% | 18.11% |
VEU Vanguard FTSE All-World ex-US ETF | 11.82% | 2.17% | 6.68% | 19.60% | 7.29% | 5.04% |
XLI Industrial Select Sector SPDR Fund | 18.43% | 5.28% | 7.12% | 30.72% | 13.29% | 11.57% |
VNQ Vanguard Real Estate ETF | 13.46% | 6.74% | 16.06% | 26.86% | 4.88% | 7.23% |
BSV Vanguard Short-Term Bond ETF | 4.49% | 1.14% | 4.56% | 8.22% | 1.56% | 1.74% |
BTC-USD Bitcoin | 48.92% | 6.66% | -3.90% | 131.98% | 44.39% | 65.73% |
Monthly Returns
The table below presents the monthly returns of testing new 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 | -0.17% | 8.52% | 4.15% | -5.05% | 4.55% | 1.60% | 2.15% | 1.10% | 20.08% | ||||
| 2023 | 10.66% | -1.45% | 6.67% | 0.42% | 0.49% | 7.09% | 2.29% | -2.84% | -4.11% | 0.71% | 9.06% | 6.71% | 40.41% |
| 2022 | -7.11% | -1.40% | 3.35% | -9.51% | -2.30% | -9.62% | 9.84% | -5.18% | -9.08% | 6.08% | 4.39% | -4.97% | -24.63% |
| 2021 | 0.48% | 6.24% | 7.90% | 3.83% | -2.57% | 1.44% | 3.42% | 3.59% | -5.32% | 9.57% | -1.73% | 0.55% | 29.82% |
| 2020 | 3.78% | -6.69% | -13.23% | 12.56% | 5.44% | 2.97% | 6.85% | 6.78% | -3.50% | 0.81% | 15.22% | 10.06% | 44.53% |
| 2019 | 7.32% | 3.93% | 2.27% | 6.23% | 2.22% | 11.37% | 0.33% | -1.48% | 0.46% | 3.43% | 0.57% | 1.42% | 44.52% |
| 2018 | 1.45% | -2.64% | -4.50% | 2.88% | 0.40% | -1.68% | 5.38% | 0.95% | -0.40% | -7.31% | -2.26% | -7.60% | -15.03% |
| 2017 | 2.76% | 5.14% | -0.43% | 4.39% | 10.75% | 1.70% | 3.55% | 7.81% | -0.50% | 6.97% | 10.35% | 7.32% | 77.96% |
| 2016 | -6.11% | 2.01% | 5.45% | -0.06% | 3.50% | 3.22% | 3.52% | -0.45% | 1.36% | -0.28% | 2.66% | 4.57% | 20.57% |
| 2015 | -4.16% | 5.31% | -1.75% | 0.16% | 0.51% | -0.98% | 3.07% | -7.18% | -1.09% | 10.70% | 2.59% | 0.61% | 6.87% |
| 2014 | -0.85% | 0.12% | -1.96% | 0.52% | 6.31% | 1.65% | -1.66% | 1.44% | -3.08% | 1.64% | 3.64% | -2.36% | 5.13% |
| 2013 | 7.59% | 8.32% | 39.66% | 6.94% | 0.36% | -5.11% | 5.28% | 1.27% | 4.02% | 8.96% | 63.92% | -13.94% | 182.60% |
Expense Ratio
testing new portfolio 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 testing new portfolio is 41, 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 | 1.48 | 2.03 | 1.27 | 0.63 | 6.54 |
VEU Vanguard FTSE All-World ex-US ETF | 1.51 | 2.08 | 1.27 | 0.56 | 9.42 |
XLI Industrial Select Sector SPDR Fund | 2.30 | 3.19 | 1.40 | 1.69 | 15.11 |
VNQ Vanguard Real Estate ETF | 1.42 | 1.96 | 1.26 | 0.25 | 6.27 |
BSV Vanguard Short-Term Bond ETF | 2.47 | 3.69 | 1.49 | 0.36 | 11.52 |
BTC-USD Bitcoin | 1.36 | 2.04 | 1.20 | 0.80 | 6.02 |
Dividends
Dividend yield
testing new portfolio granted a 1.39% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| testing new portfolio | 1.39% | 1.60% | 1.54% | 1.17% | 1.35% | 1.62% | 1.86% | 1.59% | 1.81% | 1.71% | 1.81% | 1.62% |
| Portfolio components: | ||||||||||||
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.84% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
XLI Industrial Select Sector SPDR Fund | 1.05% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
VNQ Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
BSV Vanguard Short-Term Bond ETF | 3.08% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 testing new 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 testing new portfolio was 47.57%, occurring on Nov 25, 2011. Recovery took 480 trading sessions.
The current testing new portfolio drawdown is 0.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.57% | Jun 10, 2011 | 169 | Nov 25, 2011 | 480 | Mar 19, 2013 | 649 |
| -32.2% | Nov 9, 2021 | 341 | Oct 15, 2022 | 425 | Dec 14, 2023 | 766 |
| -31.59% | Feb 13, 2020 | 40 | Mar 23, 2020 | 130 | Jul 31, 2020 | 170 |
| -27.12% | Dec 17, 2017 | 374 | Dec 25, 2018 | 176 | Jun 19, 2019 | 550 |
| -24.99% | Dec 5, 2013 | 14 | Dec 18, 2013 | 892 | May 28, 2016 | 906 |
Volatility
Volatility Chart
The current testing new portfolio volatility is 4.50%, 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
| BTC-USD | BSV | VNQ | QQQ | VEU | XLI | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.00 | 0.06 | 0.09 | 0.09 | 0.07 |
| BSV | 0.00 | 1.00 | 0.10 | -0.08 | -0.05 | -0.13 |
| VNQ | 0.06 | 0.10 | 1.00 | 0.46 | 0.51 | 0.53 |
| QQQ | 0.09 | -0.08 | 0.46 | 1.00 | 0.67 | 0.62 |
| VEU | 0.09 | -0.05 | 0.51 | 0.67 | 1.00 | 0.70 |
| XLI | 0.07 | -0.13 | 0.53 | 0.62 | 0.70 | 1.00 |