Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Gold, Precious Metals | 17.50% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 17.50% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 17.50% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 17.50% |
VOO Vanguard S&P 500 ETF | S&P 500 | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in QQQ+SMH+VOO+SCHD+IAU, 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 Every 3 months.
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 2, 2026, the QQQ+SMH+VOO+SCHD+IAU returned 3.65% Year-To-Date and 18.34% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio QQQ+SMH+VOO+SCHD+IAU | 1.06% | -3.05% | 3.65% | 8.24% | 34.55% | 25.87% | 16.46% | 18.34% |
| Portfolio components: | ||||||||
QQQ Invesco QQQ ETF | 1.24% | -3.79% | -4.76% | -2.89% | 24.21% | 22.83% | 13.16% | 18.99% |
SMH VanEck Semiconductor ETF | 2.24% | -3.55% | 8.84% | 17.83% | 85.04% | 44.53% | 26.15% | 31.58% |
VOO Vanguard S&P 500 ETF | 0.79% | -4.29% | -3.66% | -1.41% | 18.17% | 18.58% | 11.93% | 14.14% |
SCHD Schwab U.S. Dividend Equity ETF | -0.55% | -3.43% | 12.17% | 12.91% | 13.70% | 11.84% | 8.32% | 12.25% |
IAU iShares Gold Trust | 1.72% | -10.66% | 10.48% | 23.05% | 52.36% | 33.88% | 22.19% | 14.27% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, QQQ+SMH+VOO+SCHD+IAU's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, your investment would double in approximately 4.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Sep 2022 at -8.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QQQ+SMH+VOO+SCHD+IAU closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.44% | 2.27% | -5.79% | 1.06% | 3.65% | ||||||||
| 2025 | 2.81% | -0.81% | -2.94% | -0.41% | 6.06% | 6.17% | 1.63% | 2.67% | 6.00% | 3.80% | 0.68% | 0.85% | 29.41% |
| 2024 | 1.68% | 5.44% | 4.62% | -3.06% | 5.31% | 3.69% | 1.16% | 1.49% | 2.33% | 0.08% | 2.97% | -1.98% | 26.00% |
| 2023 | 8.07% | -2.09% | 5.91% | -0.47% | 3.36% | 4.62% | 3.75% | -1.71% | -5.15% | -1.12% | 8.80% | 5.38% | 32.23% |
| 2022 | -5.76% | -1.31% | 2.77% | -8.68% | 0.95% | -8.56% | 8.06% | -4.90% | -8.91% | 5.16% | 8.77% | -5.20% | -18.22% |
| 2021 | -0.32% | 1.93% | 3.36% | 3.59% | 2.31% | 1.20% | 1.85% | 2.48% | -4.54% | 5.70% | 1.68% | 3.68% | 25.06% |
Benchmark Metrics
QQQ+SMH+VOO+SCHD+IAU has an annualized alpha of 4.92%, beta of 0.89, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio captured 101.69% of S&P 500 Index gains but only 80.29% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 4.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.89 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 4.92%
- Beta
- 0.89
- R²
- 0.91
- Upside Capture
- 101.69%
- Downside Capture
- 80.29%
Expense Ratio
QQQ+SMH+VOO+SCHD+IAU has an expense ratio of 0.16%, 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.
Return for Risk
Risk / Return Rank
QQQ+SMH+VOO+SCHD+IAU ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 0.92 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.69 | 1.41 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.41 | +1.65 |
Martin ratioReturn relative to average drawdown | 14.37 | 6.61 | +7.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 65 | 1.07 | 1.66 | 1.24 | 2.00 | 7.32 |
SMH VanEck Semiconductor ETF | 95 | 2.32 | 2.92 | 1.41 | 5.39 | 19.22 |
VOO Vanguard S&P 500 ETF | 60 | 1.01 | 1.53 | 1.23 | 1.55 | 7.31 |
SCHD Schwab U.S. Dividend Equity ETF | 43 | 0.88 | 1.32 | 1.19 | 1.05 | 3.55 |
IAU iShares Gold Trust | 86 | 1.90 | 2.33 | 1.35 | 2.72 | 9.95 |
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Dividends
Dividend yield
QQQ+SMH+VOO+SCHD+IAU provided a 1.09% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 1.14% | 1.19% | 1.26% | 1.45% | 1.02% | 1.23% | 1.48% | 1.64% | 1.39% | 1.44% | 1.70% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
IAU iShares Gold Trust | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the QQQ+SMH+VOO+SCHD+IAU. 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 QQQ+SMH+VOO+SCHD+IAU was 27.09%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current QQQ+SMH+VOO+SCHD+IAU drawdown is 5.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.09% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -26.06% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -16.94% | Feb 20, 2025 | 34 | Apr 8, 2025 | 38 | Jun 3, 2025 | 72 |
| -15.78% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
| -12.64% | May 19, 2015 | 69 | Aug 25, 2015 | 148 | Mar 29, 2016 | 217 |
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 5 assets, with an effective number of assets of 4.71, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | IAU | SCHD | SMH | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | 0.82 | 0.77 | 0.90 | 1.00 | 0.93 |
| IAU | 0.04 | 1.00 | 0.03 | 0.04 | 0.04 | 0.04 | 0.22 |
| SCHD | 0.82 | 0.03 | 1.00 | 0.58 | 0.63 | 0.82 | 0.77 |
| SMH | 0.77 | 0.04 | 0.58 | 1.00 | 0.83 | 0.77 | 0.88 |
| QQQ | 0.90 | 0.04 | 0.63 | 0.83 | 1.00 | 0.90 | 0.91 |
| VOO | 1.00 | 0.04 | 0.82 | 0.77 | 0.90 | 1.00 | 0.93 |
| Portfolio | 0.93 | 0.22 | 0.77 | 0.88 | 0.91 | 0.93 | 1.00 |