20240919
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 20240919, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Sep 19, 2024, the 20240919 returned 14.14% Year-To-Date and 10.03% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| 20240919 | 14.14% | 0.28% | 8.36% | 24.97% | 11.22% | 10.03% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.91% | 0.30% | 8.27% | 28.20% | 15.31% | 12.87% |
INDA iShares MSCI India ETF | 18.13% | 2.07% | 14.36% | 28.13% | 13.27% | 7.68% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 6.62% | 3.60% | 8.98% | 17.99% | -1.47% | 1.76% |
GLD SPDR Gold Trust | 23.19% | 1.68% | 16.49% | 31.41% | 10.54% | 7.25% |
SMH VanEck Vectors Semiconductor ETF | 32.13% | -8.07% | 4.42% | 59.18% | 34.34% | 27.82% |
IXN iShares Global Tech ETF | 17.03% | -3.96% | 6.05% | 34.03% | 21.91% | 18.84% |
VNQ Vanguard Real Estate ETF | 13.43% | 6.59% | 16.87% | 26.94% | 4.90% | 7.16% |
VEA Vanguard FTSE Developed Markets ETF | 9.32% | 0.33% | 3.96% | 17.24% | 7.59% | 5.37% |
TLT iShares 20+ Year Treasury Bond ETF | 3.41% | 2.06% | 9.38% | 11.62% | -4.57% | 1.08% |
TIP iShares TIPS Bond ETF | 4.76% | 1.79% | 5.44% | 8.12% | 2.34% | 2.37% |
Monthly Returns
The table below presents the monthly returns of 20240919, 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 | 0.55% | 3.14% | 2.55% | -3.85% | 4.68% | 3.18% | 1.49% | 1.73% | 14.14% | ||||
| 2023 | 7.05% | -2.81% | 4.26% | 0.65% | 1.15% | 3.79% | 1.96% | -2.38% | -4.68% | -2.73% | 9.21% | 6.05% | 22.53% |
| 2022 | -4.68% | -2.48% | 0.51% | -7.53% | -0.60% | -7.13% | 7.72% | -4.62% | -9.45% | 2.95% | 7.98% | -4.68% | -21.37% |
| 2021 | -0.81% | 1.32% | 1.32% | 2.64% | 1.77% | 2.32% | 2.20% | 2.32% | -3.40% | 4.10% | 0.88% | 2.58% | 18.42% |
| 2020 | 0.85% | -3.52% | -9.15% | 8.45% | 3.07% | 3.36% | 5.25% | 3.60% | -1.53% | -2.33% | 9.23% | 4.07% | 21.76% |
| 2019 | 5.35% | 1.96% | 3.44% | 2.34% | -3.10% | 4.40% | 0.36% | 1.05% | 1.32% | 2.26% | 1.65% | 2.91% | 26.43% |
| 2018 | 2.95% | -3.46% | -0.29% | -0.57% | 2.00% | -0.36% | 1.95% | 1.64% | -1.87% | -6.09% | 2.38% | -3.07% | -5.10% |
| 2017 | 2.60% | 2.65% | 1.62% | 1.32% | 2.45% | -0.47% | 2.58% | 1.28% | 0.52% | 3.01% | 0.81% | 1.50% | 21.71% |
| 2016 | -2.59% | -0.33% | 6.17% | -0.77% | 1.85% | 1.69% | 4.54% | 0.33% | 0.80% | -2.24% | -1.55% | 1.21% | 9.10% |
| 2015 | 2.02% | 2.38% | -1.29% | -0.46% | 0.95% | -3.24% | 1.57% | -4.96% | -0.32% | 4.84% | -0.21% | -0.89% | 0.00% |
| 2014 | -1.24% | 3.50% | 1.59% | 0.86% | 3.28% | 1.99% | -0.39% | 3.13% | -2.51% | 2.47% | 2.31% | -0.77% | 14.93% |
| 2013 | 2.25% | -0.09% | 1.48% | 3.59% | -2.24% | -2.99% | 1.76% | -3.20% | 4.46% | 3.50% | -0.10% | 1.62% | 10.13% |
Expense Ratio
20240919 has an expense ratio of 0.22%, 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 20240919 is 57, 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 | 2.21 | 2.98 | 1.40 | 2.41 | 12.12 |
INDA iShares MSCI India ETF | 2.00 | 2.52 | 1.40 | 2.36 | 16.72 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 1.18 | 1.78 | 1.21 | 0.51 | 4.98 |
GLD SPDR Gold Trust | 2.16 | 3.04 | 1.38 | 2.42 | 13.01 |
SMH VanEck Vectors Semiconductor ETF | 1.71 | 2.24 | 1.30 | 2.33 | 7.24 |
IXN iShares Global Tech ETF | 1.58 | 2.12 | 1.28 | 2.01 | 6.99 |
VNQ Vanguard Real Estate ETF | 1.42 | 2.06 | 1.26 | 0.76 | 5.14 |
VEA Vanguard FTSE Developed Markets ETF | 1.31 | 1.85 | 1.23 | 1.04 | 6.54 |
TLT iShares 20+ Year Treasury Bond ETF | 0.65 | 1.00 | 1.12 | 0.22 | 1.78 |
TIP iShares TIPS Bond ETF | 1.43 | 2.15 | 1.25 | 0.54 | 7.26 |
Dividends
Dividend yield
20240919 granted a 1.92% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20240919 | 1.92% | 2.04% | 2.62% | 2.69% | 1.38% | 2.64% | 2.58% | 2.20% | 2.17% | 2.15% | 2.18% | 2.12% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.50% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
GLD SPDR 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% |
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
IXN iShares Global Tech ETF | 0.47% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
VNQ Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VEA Vanguard FTSE Developed Markets ETF | 2.63% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
TLT iShares 20+ Year Treasury Bond ETF | 3.63% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
TIP iShares TIPS Bond ETF | 2.72% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
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 20240919. 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 20240919 was 27.36%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current 20240919 drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.36% | Dec 28, 2021 | 202 | Oct 14, 2022 | 345 | Mar 1, 2024 | 547 |
| -23.57% | Feb 20, 2020 | 20 | Mar 18, 2020 | 75 | Jul 6, 2020 | 95 |
| -12.16% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -10.54% | Apr 16, 2015 | 209 | Feb 11, 2016 | 78 | Jun 3, 2016 | 287 |
| -8.79% | May 22, 2013 | 23 | Jun 24, 2013 | 84 | Oct 22, 2013 | 107 |
Volatility
Volatility Chart
The current 20240919 volatility is 3.36%, 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
| GLD | TIP | TLT | VNQ | INDA | SMH | VNQI | IXN | VEA | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.38 | 0.28 | 0.11 | 0.12 | 0.02 | 0.17 | 0.03 | 0.15 | 0.02 |
| TIP | 0.38 | 1.00 | 0.75 | 0.16 | 0.02 | -0.05 | 0.06 | -0.03 | 0.01 | -0.05 |
| TLT | 0.28 | 0.75 | 1.00 | 0.04 | -0.13 | -0.18 | -0.11 | -0.18 | -0.20 | -0.23 |
| VNQ | 0.11 | 0.16 | 0.04 | 1.00 | 0.39 | 0.39 | 0.58 | 0.48 | 0.54 | 0.61 |
| INDA | 0.12 | 0.02 | -0.13 | 0.39 | 1.00 | 0.46 | 0.58 | 0.52 | 0.62 | 0.55 |
| SMH | 0.02 | -0.05 | -0.18 | 0.39 | 0.46 | 1.00 | 0.54 | 0.86 | 0.66 | 0.76 |
| VNQI | 0.17 | 0.06 | -0.11 | 0.58 | 0.58 | 0.54 | 1.00 | 0.62 | 0.83 | 0.69 |
| IXN | 0.03 | -0.03 | -0.18 | 0.48 | 0.52 | 0.86 | 0.62 | 1.00 | 0.75 | 0.88 |
| VEA | 0.15 | 0.01 | -0.20 | 0.54 | 0.62 | 0.66 | 0.83 | 0.75 | 1.00 | 0.82 |
| VOO | 0.02 | -0.05 | -0.23 | 0.61 | 0.55 | 0.76 | 0.69 | 0.88 | 0.82 | 1.00 |