invest2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in invest2, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the invest2 returned 24.79% Year-To-Date and 17.89% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| invest2 | 24.79% | 0.92% | 10.02% | 43.47% | 19.76% | 17.89% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
VOO Vanguard S&P 500 ETF | 20.75% | 1.67% | 9.72% | 33.60% | 15.64% | 13.20% |
IWY iShares Russell Top 200 Growth ETF | 25.02% | 0.87% | 11.16% | 42.04% | 20.95% | 17.49% |
PPA Invesco Aerospace & Defense ETF | 23.64% | 2.58% | 13.37% | 42.56% | 11.65% | 14.57% |
QQQ Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
XLF Financial Select Sector SPDR Fund | 22.37% | 4.25% | 10.67% | 36.32% | 12.36% | 13.75% |
Monthly Returns
The table below presents the monthly returns of invest2, 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 | 2.35% | 7.11% | 3.58% | -3.56% | 6.07% | 3.63% | 1.07% | 2.23% | 24.79% | ||||
| 2023 | 8.41% | -0.91% | 3.57% | 0.14% | 3.44% | 6.67% | 3.63% | -1.64% | -5.20% | -1.56% | 10.77% | 5.69% | 36.92% |
| 2022 | -5.68% | -0.76% | 2.35% | -11.03% | 0.83% | -9.12% | 10.35% | -4.87% | -10.06% | 8.52% | 7.52% | -6.05% | -19.16% |
| 2021 | -0.85% | 4.18% | 4.19% | 4.60% | 1.27% | 2.34% | 1.36% | 2.89% | -4.22% | 6.57% | 0.24% | 3.19% | 28.46% |
| 2020 | 0.58% | -7.83% | -13.78% | 12.16% | 5.17% | 2.92% | 5.32% | 7.58% | -3.87% | -2.21% | 14.89% | 5.07% | 24.78% |
| 2019 | 9.52% | 4.31% | 0.98% | 6.62% | -7.55% | 7.83% | 2.68% | -1.42% | 2.03% | 3.02% | 4.08% | 4.08% | 41.33% |
| 2018 | 7.44% | -1.78% | -2.97% | -1.34% | 3.86% | -1.05% | 4.23% | 3.08% | 0.19% | -8.73% | 1.62% | -8.97% | -5.65% |
| 2017 | 2.37% | 4.42% | 0.46% | 1.37% | 2.91% | -0.14% | 3.27% | 1.63% | 2.90% | 4.15% | 2.09% | 0.90% | 29.61% |
| 2016 | -6.54% | -0.42% | 6.92% | -0.21% | 3.21% | -0.65% | 5.53% | 1.61% | 4.89% | -0.82% | 6.09% | 1.58% | 22.40% |
| 2015 | -3.12% | 6.87% | -1.56% | 0.18% | 2.68% | -2.93% | 1.72% | -5.88% | -2.08% | 8.83% | 1.42% | -1.45% | 3.80% |
| 2014 | -2.53% | 4.72% | 0.83% | -0.66% | 2.76% | 2.45% | -1.32% | 4.70% | -0.77% | 2.51% | 3.93% | -0.08% | 17.45% |
| 2013 | 4.16% | 1.53% | 3.61% | 2.35% | 3.98% | -1.39% | 5.46% | -2.57% | 4.60% | 4.22% | 3.32% | 3.26% | 37.43% |
Expense Ratio
invest2 has an expense ratio of 0.26%, 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 risk-adjusted rank of invest2 is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
IWY iShares Russell Top 200 Growth ETF | 2.24 | 2.90 | 1.39 | 2.81 | 10.71 |
PPA Invesco Aerospace & Defense ETF | 2.89 | 3.98 | 1.52 | 4.62 | 24.02 |
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
XLF Financial Select Sector SPDR Fund | 2.61 | 3.41 | 1.44 | 1.59 | 15.12 |
Dividends
Dividend yield
invest2 granted a 0.71% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| invest2 | 0.71% | 0.96% | 1.43% | 0.91% | 1.19% | 2.06% | 1.82% | 1.46% | 1.59% | 2.12% | 1.59% | 1.75% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
PPA Invesco Aerospace & Defense ETF | 0.46% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
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% |
XLF Financial Select Sector SPDR Fund | 1.09% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
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 invest2. 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 invest2 was 35.21%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current invest2 drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.84% | Jan 5, 2022 | 196 | Oct 14, 2022 | 185 | Jul 13, 2023 | 381 |
| -21.69% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -20.77% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -15.17% | Dec 2, 2015 | 49 | Feb 11, 2016 | 74 | May 27, 2016 | 123 |
Volatility
Volatility Chart
The current invest2 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
| XLF | PPA | SMH | QQQ | IWY | VOO | |
|---|---|---|---|---|---|---|
| XLF | 1.00 | 0.73 | 0.56 | 0.61 | 0.64 | 0.80 |
| PPA | 0.73 | 1.00 | 0.58 | 0.63 | 0.67 | 0.78 |
| SMH | 0.56 | 0.58 | 1.00 | 0.82 | 0.77 | 0.76 |
| QQQ | 0.61 | 0.63 | 0.82 | 1.00 | 0.96 | 0.90 |
| IWY | 0.64 | 0.67 | 0.77 | 0.96 | 1.00 | 0.93 |
| VOO | 0.80 | 0.78 | 0.76 | 0.90 | 0.93 | 1.00 |