BROKER1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNDX Vanguard Total International Bond ETF | Total Bond Market | 10% |
FNV Franco-Nevada Corporation | Basic Materials | 20% |
NVDA NVIDIA Corporation | Technology | 10% |
SAP SAP SE | Technology | 5% |
STX Seagate Technology plc | Technology | 20% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | Inflation-Protected Bonds | 10% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 5% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 29, 2025, the BROKER1 returned 18.97% Year-To-Date and 19.39% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| BROKER1 | 18.97% | 12.22% | 15.56% | 24.48% | 18.73% | 19.39% |
| Portfolio components: | ||||||
FNV Franco-Nevada Corporation | 43.67% | -1.38% | 37.80% | 36.49% | 4.71% | 13.87% |
BNDX Vanguard Total International Bond ETF | 1.35% | 0.03% | 1.07% | 6.18% | -0.01% | 1.99% |
STX Seagate Technology plc | 37.07% | 42.82% | 19.18% | 24.75% | 21.73% | 13.06% |
SAP SAP SE | 22.12% | 5.37% | 29.59% | 56.18% | 20.38% | 16.77% |
VOOG Vanguard S&P 500 Growth ETF | 2.09% | 10.13% | 3.81% | 18.00% | 16.66% | 14.86% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 3.81% | -0.47% | 3.38% | 6.98% | 3.51% | 2.74% |
VGLT Vanguard Long-Term Treasury ETF | -0.39% | -3.82% | -5.05% | 0.16% | -8.82% | -0.58% |
NVDA NVIDIA Corporation | 0.40% | 23.99% | -0.38% | 18.40% | 72.44% | 73.82% |
Monthly Returns
The table below presents the monthly returns of BROKER1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.74% | 2.57% | -3.99% | 4.33% | 9.50% | 18.97% | |||||||
| 2024 | 3.11% | 6.21% | 5.54% | -3.34% | 6.59% | 4.92% | 1.52% | -0.62% | 3.79% | 0.12% | 0.64% | -3.68% | 26.97% |
| 2023 | 13.19% | -2.33% | 8.37% | -0.74% | 3.42% | 3.34% | 2.57% | 2.50% | -5.83% | -2.27% | 7.05% | 4.01% | 36.91% |
| 2022 | -6.18% | 0.07% | 0.85% | -9.73% | -0.87% | -8.53% | 7.28% | -8.67% | -9.35% | 2.21% | 10.25% | -5.27% | -26.52% |
| 2021 | -0.14% | 0.39% | 4.38% | 9.97% | 3.20% | 1.43% | 3.15% | 0.45% | -5.83% | 8.23% | 5.41% | 1.88% | 36.60% |
| 2020 | 2.17% | -3.91% | -3.87% | 11.85% | 6.47% | 0.69% | 5.31% | 4.60% | -1.82% | -4.08% | 7.40% | 1.32% | 27.76% |
| 2019 | 7.76% | 2.19% | 3.96% | 0.71% | -4.56% | 8.60% | 0.27% | 4.68% | 0.50% | 5.28% | 2.49% | 2.58% | 39.52% |
| 2018 | 9.37% | -3.31% | 1.40% | 0.42% | 1.70% | 0.73% | -0.37% | 0.56% | -2.19% | -8.11% | 1.96% | -3.85% | -2.61% |
| 2017 | 6.51% | 1.81% | 0.77% | -0.66% | 7.55% | -2.58% | -1.07% | 2.89% | 0.95% | 5.33% | 1.54% | 1.82% | 27.28% |
| 2016 | -6.42% | 9.54% | 5.67% | -5.09% | 2.90% | 5.61% | 10.65% | 0.27% | 5.58% | -4.06% | 3.66% | 2.74% | 33.72% |
| 2015 | 0.14% | 2.17% | -5.00% | 4.91% | -1.14% | -6.31% | -0.66% | 1.31% | -1.62% | 4.39% | -0.53% | -0.42% | -3.31% |
| 2014 | 1.74% | 4.32% | -1.36% | 0.22% | 1.07% | 5.99% | -0.31% | 3.73% | -5.60% | 2.16% | 4.36% | -0.68% | 16.17% |
Expense Ratio
BROKER1 has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 86, BROKER1 is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
FNV Franco-Nevada Corporation | 1.25 | 1.81 | 1.25 | 1.32 | 6.14 |
BNDX Vanguard Total International Bond ETF | 1.66 | 2.27 | 1.28 | 0.67 | 7.14 |
STX Seagate Technology plc | 0.60 | 1.18 | 1.17 | 0.73 | 2.03 |
SAP SAP SE | 1.95 | 2.64 | 1.33 | 2.83 | 11.65 |
VOOG Vanguard S&P 500 Growth ETF | 0.72 | 1.22 | 1.17 | 0.89 | 2.97 |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 2.55 | 3.72 | 1.53 | 4.57 | 11.02 |
VGLT Vanguard Long-Term Treasury ETF | 0.01 | -0.01 | 1.00 | -0.02 | -0.13 |
NVDA NVIDIA Corporation | 0.31 | 1.07 | 1.13 | 0.81 | 1.98 |
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Dividends
Dividend yield
BROKER1 provided a 1.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 2.08% | 2.20% | 2.57% | 1.76% | 1.60% | 1.99% | 2.66% | 2.32% | 2.45% | 2.42% | 1.84% |
| Portfolio components: | ||||||||||||
FNV Franco-Nevada Corporation | 0.87% | 1.22% | 1.23% | 0.94% | 0.84% | 0.82% | 0.72% | 1.35% | 1.14% | 1.46% | 1.81% | 1.59% |
BNDX Vanguard Total International Bond ETF | 4.28% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
STX Seagate Technology plc | 2.42% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% | 2.75% |
SAP SAP SE | 0.85% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
VOOG Vanguard S&P 500 Growth ETF | 0.55% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.27% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% | 0.00% | 0.85% |
VGLT Vanguard Long-Term Treasury ETF | 4.50% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
NVDA NVIDIA Corporation | 0.03% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BROKER1. 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 BROKER1 was 33.31%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.
The current BROKER1 drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.31% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
| -20.82% | Feb 20, 2020 | 22 | Mar 20, 2020 | 27 | Apr 29, 2020 | 49 |
| -16.56% | Jul 19, 2018 | 110 | Dec 24, 2018 | 122 | Jun 20, 2019 | 232 |
| -15.36% | May 4, 2015 | 184 | Jan 25, 2016 | 33 | Mar 11, 2016 | 217 |
| -15.16% | Feb 19, 2025 | 35 | Apr 8, 2025 | 20 | May 7, 2025 | 55 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BNDX | TDTT | FNV | VGLT | SAP | STX | NVDA | VOOG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.01 | 0.06 | 0.14 | -0.17 | 0.61 | 0.57 | 0.62 | 0.95 | 0.70 |
| BNDX | -0.01 | 1.00 | 0.41 | 0.15 | 0.70 | 0.06 | -0.02 | 0.01 | 0.02 | 0.12 |
| TDTT | 0.06 | 0.41 | 1.00 | 0.26 | 0.44 | 0.06 | 0.03 | 0.01 | 0.05 | 0.18 |
| FNV | 0.14 | 0.15 | 0.26 | 1.00 | 0.18 | 0.14 | 0.11 | 0.10 | 0.13 | 0.53 |
| VGLT | -0.17 | 0.70 | 0.44 | 0.18 | 1.00 | -0.06 | -0.11 | -0.09 | -0.13 | 0.04 |
| SAP | 0.61 | 0.06 | 0.06 | 0.14 | -0.06 | 1.00 | 0.38 | 0.44 | 0.61 | 0.54 |
| STX | 0.57 | -0.02 | 0.03 | 0.11 | -0.11 | 0.38 | 1.00 | 0.43 | 0.53 | 0.74 |
| NVDA | 0.62 | 0.01 | 0.01 | 0.10 | -0.09 | 0.44 | 0.43 | 1.00 | 0.68 | 0.69 |
| VOOG | 0.95 | 0.02 | 0.05 | 0.13 | -0.13 | 0.61 | 0.53 | 0.68 | 1.00 | 0.71 |
| Portfolio | 0.70 | 0.12 | 0.18 | 0.53 | 0.04 | 0.54 | 0.74 | 0.69 | 0.71 | 1.00 |