3-etf portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 30% |
VGT Vanguard Information Technology ETF | Technology Equities | 30% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3-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 Jan 30, 2004, corresponding to the inception date of VUG
Returns By Period
As of Aug 27, 2024, the 3-etf portfolio returned 19.93% Year-To-Date and 19.52% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| 3-etf portfolio | 19.93% | 2.01% | 10.10% | 36.14% | 23.08% | 19.52% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 21.13% | 3.84% | 11.24% | 34.17% | 18.54% | 15.11% |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
SOXX iShares PHLX Semiconductor ETF | 18.76% | -0.80% | 6.55% | 39.87% | 28.76% | 24.24% |
Monthly Returns
The table below presents the monthly returns of 3-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 | 2.00% | 7.65% | 2.23% | -4.95% | 7.75% | 6.77% | -2.54% | 19.93% | |||||
| 2023 | 11.87% | 0.06% | 8.68% | -1.85% | 9.13% | 6.60% | 3.86% | -2.48% | -6.33% | -3.20% | 13.43% | 6.90% | 54.66% |
| 2022 | -9.59% | -3.49% | 2.50% | -13.29% | 0.25% | -11.64% | 14.18% | -6.49% | -11.70% | 4.60% | 9.04% | -8.79% | -32.64% |
| 2021 | 0.35% | 2.78% | 1.50% | 4.16% | -0.23% | 6.13% | 2.46% | 3.27% | -5.22% | 7.70% | 4.65% | 2.20% | 33.37% |
| 2020 | 1.43% | -6.20% | -10.50% | 14.66% | 7.33% | 6.40% | 6.97% | 9.10% | -3.52% | -2.42% | 13.49% | 4.88% | 45.83% |
| 2019 | 9.09% | 5.59% | 3.50% | 7.29% | -10.30% | 9.16% | 3.67% | -1.59% | 1.64% | 4.00% | 4.49% | 4.79% | 47.89% |
| 2018 | 7.58% | -1.07% | -2.74% | -1.79% | 7.12% | -1.09% | 3.01% | 5.32% | -0.44% | -9.75% | 0.74% | -7.83% | -2.50% |
| 2017 | 3.96% | 4.08% | 2.51% | 1.44% | 5.03% | -2.46% | 3.70% | 2.28% | 2.22% | 6.06% | 1.24% | -0.06% | 34.11% |
| 2016 | -6.44% | 0.06% | 8.19% | -3.10% | 5.16% | -1.28% | 7.51% | 2.05% | 2.29% | -1.63% | 2.82% | 1.82% | 17.74% |
| 2015 | -3.12% | 7.86% | -3.10% | 1.11% | 3.98% | -4.50% | 0.51% | -5.82% | -1.93% | 9.70% | 1.12% | -2.30% | 2.26% |
| 2014 | -2.25% | 5.72% | 0.57% | -0.80% | 3.79% | 3.72% | -1.78% | 5.03% | -1.42% | 1.88% | 4.86% | -0.71% | 19.71% |
| 2013 | 4.71% | 1.61% | 2.98% | 1.33% | 3.68% | -1.81% | 4.55% | -2.04% | 5.25% | 3.80% | 2.28% | 4.21% | 34.80% |
Expense Ratio
3-etf portfolio has an expense ratio of 0.18%, 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 3-etf portfolio is 35, 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.14 | 2.81 | 1.38 | 1.94 | 10.28 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
SOXX iShares PHLX Semiconductor ETF | 1.31 | 1.84 | 1.23 | 1.69 | 5.60 |
Dividends
Dividend yield
3-etf portfolio granted a 0.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3-etf portfolio | 0.59% | 0.66% | 0.93% | 0.57% | 0.76% | 1.08% | 1.33% | 1.02% | 1.27% | 1.29% | 1.29% | 1.15% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SOXX iShares PHLX Semiconductor ETF | 0.64% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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 3-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 3-etf portfolio was 55.70%, occurring on Nov 20, 2008. Recovery took 553 trading sessions.
The current 3-etf portfolio drawdown is 7.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.7% | Oct 19, 2007 | 276 | Nov 20, 2008 | 553 | Feb 2, 2011 | 829 |
| -38.64% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -31.92% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -22.81% | Sep 5, 2018 | 77 | Dec 24, 2018 | 59 | Mar 21, 2019 | 136 |
| -21.15% | Feb 12, 2004 | 126 | Aug 12, 2004 | 321 | Nov 17, 2005 | 447 |
Volatility
Volatility Chart
The current 3-etf portfolio volatility is 10.56%, 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
| SOXX | VUG | VGT | |
|---|---|---|---|
| SOXX | 1.00 | 0.79 | 0.86 |
| VUG | 0.79 | 1.00 | 0.93 |
| VGT | 0.86 | 0.93 | 1.00 |