Safe Port
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 30% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 5% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Safe Port, 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.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 21, 2025, the Safe Port returned -7.87% Year-To-Date and 10.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Safe Port | -12.40% | -8.19% | -11.62% | 5.49% | 16.24% | 12.95% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.32% | 2.18% | 4.83% | 2.52% | 1.75% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
XLG Invesco S&P 500® Top 50 ETF | -13.38% | -7.75% | -10.39% | 9.24% | 16.96% | 13.32% |
Monthly Returns
The table below presents the monthly returns of Safe Port, 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 | 1.61% | -1.85% | -6.14% | -6.42% | -12.40% | ||||||||
| 2024 | 2.37% | 5.96% | 2.87% | -4.00% | 6.25% | 5.23% | -0.61% | 1.11% | 1.83% | -0.67% | 4.09% | -0.73% | 25.79% |
| 2023 | 7.41% | -1.11% | 5.87% | -0.10% | 4.88% | 5.44% | 3.73% | -1.32% | -4.80% | -2.30% | 9.37% | 5.28% | 36.19% |
| 2022 | -6.28% | -3.33% | 3.54% | -10.08% | 0.82% | -8.57% | 9.28% | -4.82% | -9.02% | 5.53% | 6.68% | -6.54% | -22.59% |
| 2021 | 0.16% | 2.20% | 3.41% | 3.87% | 0.48% | 3.64% | 1.90% | 3.23% | -4.62% | 6.56% | 1.83% | 2.81% | 28.16% |
| 2020 | 0.64% | -6.47% | -8.29% | 12.09% | 4.40% | 3.70% | 6.03% | 7.84% | -3.91% | -1.90% | 10.79% | 3.87% | 29.94% |
| 2019 | 6.69% | 3.15% | 2.53% | 4.44% | -7.37% | 6.64% | 2.12% | -1.51% | 1.93% | 3.06% | 3.33% | 3.23% | 31.21% |
| 2018 | 5.84% | -2.42% | -2.96% | -0.57% | 3.67% | 0.19% | 3.11% | 3.68% | 0.17% | -6.56% | 1.22% | -7.30% | -2.83% |
| 2017 | 1.83% | 3.42% | 1.01% | 1.09% | 2.39% | -0.86% | 2.42% | 1.12% | 1.37% | 3.63% | 2.08% | 0.94% | 22.37% |
| 2016 | -3.86% | -0.37% | 5.44% | -1.16% | 2.53% | 0.09% | 4.26% | 0.46% | 0.99% | -1.34% | 1.86% | 1.68% | 10.74% |
| 2015 | -2.38% | 5.08% | -2.05% | 1.31% | 1.52% | -2.55% | 1.94% | -5.08% | -1.26% | 7.97% | 0.53% | -1.04% | 3.36% |
| 2014 | -2.85% | 3.31% | 0.50% | 0.55% | 2.07% | 1.75% | -0.35% | 3.39% | -0.39% | 1.65% | 2.97% | -1.18% | 11.82% |
Expense Ratio
Safe Port 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Safe Port is 34, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
XLG Invesco S&P 500® Top 50 ETF | 0.29 | 0.56 | 1.08 | 0.31 | 1.22 |
Dividends
Dividend yield
Safe Port provided a 2.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 2.55% | 2.57% | 1.64% | 0.90% | 1.18% | 1.83% | 1.89% | 1.43% | 1.35% | 1.42% | 1.36% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
XLG Invesco S&P 500® Top 50 ETF | 0.84% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% |
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 Safe Port. 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 Safe Port was 28.00%, occurring on Oct 12, 2022. Recovery took 292 trading sessions.
The current Safe Port drawdown is 10.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28% | Dec 28, 2021 | 200 | Oct 12, 2022 | 292 | Dec 11, 2023 | 492 |
| -26.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -20.57% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -17.59% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -11.99% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
Volatility
Volatility Chart
The current Safe Port volatility is 14.53%, 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
| BIL | SCHD | SMH | QQQ | XLG | |
|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.02 | -0.00 | 0.01 |
| SCHD | 0.01 | 1.00 | 0.61 | 0.66 | 0.76 |
| SMH | 0.02 | 0.61 | 1.00 | 0.82 | 0.76 |
| QQQ | -0.00 | 0.66 | 0.82 | 1.00 | 0.93 |
| XLG | 0.01 | 0.76 | 0.76 | 0.93 | 1.00 |