ETFs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 33.33% |
TQQQ ProShares UltraPro QQQ | Leveraged Equities, Leveraged | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs, 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 Jul 25, 2024, the ETFs returned 15.87% Year-To-Date and 19.90% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ETFs | 14.53% | -5.06% | 10.20% | 26.56% | 20.47% | 19.80% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
TQQQ ProShares UltraPro QQQ | 25.72% | -15.03% | 14.97% | 49.76% | 30.14% | 34.56% |
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
Monthly Returns
The table below presents the monthly returns of ETFs, 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 | 1.90% | 6.45% | 2.08% | -6.33% | 7.69% | 7.66% | 14.53% | ||||||
| 2023 | 13.33% | -2.46% | 12.28% | 0.64% | 7.83% | 8.63% | 4.79% | -2.75% | -7.18% | -3.38% | 14.47% | 8.05% | 65.39% |
| 2022 | -10.55% | -5.41% | 3.08% | -15.40% | -1.91% | -9.98% | 16.14% | -8.21% | -14.56% | 5.38% | 6.50% | -11.14% | -40.81% |
| 2021 | -0.52% | 0.33% | 2.30% | 7.98% | -1.48% | 7.75% | 3.72% | 5.33% | -7.78% | 10.32% | 1.76% | 2.17% | 35.23% |
| 2020 | 3.02% | -8.55% | -16.16% | 19.78% | 9.13% | 7.76% | 9.72% | 15.70% | -9.67% | -4.35% | 14.71% | 6.83% | 49.56% |
| 2019 | 11.92% | 4.35% | 5.10% | 7.01% | -10.61% | 9.80% | 2.57% | -2.86% | 1.21% | 5.07% | 5.56% | 5.34% | 51.89% |
| 2018 | 10.83% | -3.62% | -5.65% | -0.10% | 6.74% | 1.06% | 3.73% | 7.32% | -0.46% | -11.12% | 0.00% | -9.73% | -3.44% |
| 2017 | 5.85% | 6.10% | 2.24% | 3.17% | 4.53% | -2.82% | 4.98% | 2.00% | 0.12% | 5.41% | 2.91% | 0.93% | 41.23% |
| 2016 | -8.27% | -1.65% | 8.19% | -3.03% | 4.51% | -2.11% | 8.93% | 1.10% | 2.21% | -2.24% | 1.27% | 1.60% | 9.64% |
| 2015 | -2.91% | 8.83% | -2.98% | 2.01% | 2.60% | -3.35% | 5.25% | -9.70% | -2.94% | 15.63% | 0.59% | -2.70% | 8.25% |
| 2014 | -3.14% | 6.59% | -2.76% | -0.36% | 5.38% | 4.01% | 0.48% | 6.73% | -1.53% | 3.13% | 5.94% | -2.87% | 22.86% |
| 2013 | 4.34% | 0.72% | 4.30% | 3.12% | 4.31% | -3.61% | 8.64% | -1.70% | 6.78% | 6.47% | 4.75% | 3.94% | 50.24% |
Expense Ratio
ETFs features an expense ratio of 0.34%, falling within the medium range. 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 ETFs 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
TQQQ ProShares UltraPro QQQ | 0.97 | 1.47 | 1.19 | 0.73 | 4.39 |
BSV Vanguard Short-Term Bond ETF | 2.01 | 3.17 | 1.38 | 0.93 | 10.53 |
Dividends
Dividend yield
ETFs granted a 1.89% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETFs | 1.89% | 1.72% | 1.25% | 0.90% | 1.11% | 1.41% | 1.39% | 1.14% | 1.17% | 1.17% | 1.11% | 1.11% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
TQQQ ProShares UltraPro QQQ | 1.36% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 2.99% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETFs. 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 ETFs was 43.56%, occurring on Oct 14, 2022. Recovery took 319 trading sessions.
The current ETFs drawdown is 9.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.56% | Nov 22, 2021 | 226 | Oct 14, 2022 | 319 | Jan 24, 2024 | 545 |
| -38.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -25.53% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -21.27% | Jul 25, 2011 | 50 | Oct 3, 2011 | 85 | Feb 3, 2012 | 135 |
| -19.19% | Sep 3, 2020 | 14 | Sep 23, 2020 | 66 | Dec 28, 2020 | 80 |
Volatility
Volatility Chart
The current ETFs volatility is 7.40%, 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
| BSV | TQQQ | VOO | |
|---|---|---|---|
| BSV | 1.00 | -0.08 | -0.11 |
| TQQQ | -0.08 | 1.00 | 0.90 |
| VOO | -0.11 | 0.90 | 1.00 |