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ETFs+AI Stocks - Portfolio
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Risk-Adjusted Performance
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ETFs+AI Stocks - Portfolio

Last updated Oct 16, 2024

Asset Allocation

VOO 20%QQQ 20%SCHD 15%XLK 15%SMH 10%TECB 5%VEA 4%VXUS 4%NVDA 2%GOOGL 1%META 1%MSFT 1%TSLA 1%AAPL 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
1%
GOOGL
Alphabet Inc.		Communication Services
1%
META
Meta Platforms, Inc.		Communication Services
1%
MSFT
Microsoft Corporation		Technology
1%
NVDA
NVIDIA Corporation		Technology
2%
QQQ
Invesco QQQ		Large Cap Blend Equities
20%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
15%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
TECB
iShares U.S. Tech Breakthrough Multisector ETF		Technology Equities
5%
TSLA
Tesla, Inc.		Consumer Cyclical
1%
VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities
4%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
20%
VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities
4%
XLK
Technology Select Sector SPDR Fund		Technology Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETFs+AI Stocks - Portfolio, 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

60.00%80.00%100.00%120.00%140.00%MayJuneJulyAugustSeptemberOctober
138.03%
76.86%
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 13, 2020, corresponding to the inception date of TECB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		21.92%3.36%15.12%32.96%14.22%11.94%
ETFs+AI Stocks - Portfolio24.24%3.65%16.64%38.46%N/AN/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		23.23%3.34%16.64%34.93%16.05%14.00%
SCHD
Schwab US Dividend Equity ETF		15.69%2.77%15.28%24.57%13.31%12.34%
QQQ
Invesco QQQ		20.38%3.87%15.61%34.22%21.32%19.11%
XLK
Technology Select Sector SPDR Fund		19.43%4.32%15.41%35.95%24.10%21.37%
SMH
VanEck Vectors Semiconductor ETF		41.34%5.71%16.37%67.64%35.19%30.02%
NVDA
NVIDIA Corporation		165.80%12.69%56.63%199.60%94.05%78.06%
GOOGL
Alphabet Inc.		18.74%4.68%6.69%18.72%21.58%20.34%
META
Meta Platforms, Inc.		66.13%9.94%18.87%81.49%25.39%22.77%
MSFT
Microsoft Corporation		11.96%-2.92%2.04%27.05%25.79%27.43%
TSLA
Tesla, Inc.		-11.63%-3.18%41.25%-13.84%66.18%30.72%
AAPL
Apple Inc		21.92%8.10%39.55%32.68%32.78%26.92%
TECB
iShares U.S. Tech Breakthrough Multisector ETF		21.74%3.66%14.87%39.89%N/AN/A
VEA
Vanguard FTSE Developed Markets ETF		9.15%-0.98%8.57%21.35%7.32%6.25%
VXUS
Vanguard Total International Stock ETF		10.68%0.65%10.38%21.82%6.79%5.69%

Monthly Returns

The table below presents the monthly returns of ETFs+AI Stocks - Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.22%6.07%3.05%-4.40%6.28%5.02%-0.15%1.42%2.23%24.24%
20239.69%-0.38%7.14%-0.17%5.48%6.17%3.93%-1.78%-5.30%-2.53%10.69%5.58%44.13%
2022-6.77%-3.72%3.42%-10.76%0.70%-9.60%10.48%-5.43%-10.48%6.09%8.19%-6.91%-24.63%
20210.11%2.49%3.31%4.56%0.68%4.37%2.10%3.56%-4.99%7.23%2.17%2.83%31.79%
2020-1.79%-6.50%-10.31%13.65%6.05%4.72%6.63%9.63%-4.14%-2.46%12.53%4.67%33.82%

Expense Ratio

ETFs+AI Stocks - Portfolio has an expense ratio of 0.13%, 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.

SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
TECB
iShares U.S. Tech Breakthrough Multisector ETF
Expense ratio chart for TECB: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETFs+AI Stocks - Portfolio is 45, 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.

The Risk-Adjusted Performance Rank of ETFs+AI Stocks - Portfolio is 4545
Combined Rank
The Sharpe Ratio Rank of ETFs+AI Stocks - Portfolio is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of ETFs+AI Stocks - Portfolio is 3636Sortino Ratio Rank
The Omega Ratio Rank of ETFs+AI Stocks - Portfolio is 3939Omega Ratio Rank
The Calmar Ratio Rank of ETFs+AI Stocks - Portfolio is 7676Calmar Ratio Rank
The Martin Ratio Rank of ETFs+AI Stocks - Portfolio is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ETFs+AI Stocks - Portfolio
Sharpe ratio
The chart of Sharpe ratio for ETFs+AI Stocks - Portfolio, currently valued at 2.41, compared to the broader market0.002.004.002.41
Sortino ratio
The chart of Sortino ratio for ETFs+AI Stocks - Portfolio, currently valued at 3.18, compared to the broader market-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ETFs+AI Stocks - Portfolio, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ETFs+AI Stocks - Portfolio, currently valued at 3.41, compared to the broader market0.002.004.006.008.0010.0012.003.41
Martin ratio
The chart of Martin ratio for ETFs+AI Stocks - Portfolio, currently valued at 13.13, compared to the broader market0.0010.0020.0030.0040.0050.0013.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.74, compared to the broader market0.002.004.002.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.66, compared to the broader market-2.000.002.004.006.003.66
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.801.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.43, compared to the broader market0.002.004.006.008.0010.0012.002.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.81, compared to the broader market0.0010.0020.0030.0040.0050.0016.81
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		2.913.881.533.1318.19
SCHD
Schwab US Dividend Equity ETF		2.273.261.392.0111.96
QQQ
Invesco QQQ		2.012.651.352.559.28
XLK
Technology Select Sector SPDR Fund		1.702.241.302.167.50
SMH
VanEck Vectors Semiconductor ETF		1.962.461.332.727.86
NVDA
NVIDIA Corporation		3.633.721.487.0121.57
GOOGL
Alphabet Inc.		0.751.121.160.942.44
META
Meta Platforms, Inc.		2.393.291.453.5414.47
MSFT
Microsoft Corporation		1.481.991.251.865.07
TSLA
Tesla, Inc.		-0.230.051.01-0.19-0.54
AAPL
Apple Inc		1.392.071.261.894.47
TECB
iShares U.S. Tech Breakthrough Multisector ETF		2.343.011.411.9812.60
VEA
Vanguard FTSE Developed Markets ETF		1.692.391.301.3410.74
VXUS
Vanguard Total International Stock ETF		1.752.471.311.2411.44

Sharpe Ratio

The current ETFs+AI Stocks - Portfolio Sharpe ratio is 2.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.21 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETFs+AI Stocks - Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.50MayJuneJulyAugustSeptemberOctober
2.41
2.74
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETFs+AI Stocks - Portfolio granted a 1.30% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
ETFs+AI Stocks - Portfolio1.30%1.39%1.69%1.23%1.39%2.02%1.97%1.67%1.76%2.06%1.90%1.80%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.27%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
SCHD
Schwab US Dividend Equity ETF		3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
QQQ
Invesco QQQ		0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
XLK
Technology Select Sector SPDR Fund		0.68%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SMH
VanEck Vectors Semiconductor ETF		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
GOOGL
Alphabet Inc.		0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TECB
iShares U.S. Tech Breakthrough Multisector ETF		0.32%0.23%0.61%0.35%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF		2.92%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VXUS
Vanguard Total International Stock ETF		2.89%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.63%
-0.76%
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETFs+AI Stocks - Portfolio. 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+AI Stocks - Portfolio was 31.56%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current ETFs+AI Stocks - Portfolio drawdown is 1.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.56%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-31.4%Dec 28, 2021202Oct 14, 2022187Jul 17, 2023389
-11.6%Jul 11, 202420Aug 7, 202444Oct 9, 202464
-10.72%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-10.68%Sep 3, 202014Sep 23, 202038Nov 16, 202052

Volatility

Volatility Chart

The current ETFs+AI Stocks - Portfolio volatility is 4.07%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
4.07%
3.01%
ETFs+AI Stocks - Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TSLASCHDMETAGOOGLNVDAAAPLVEAVXUSMSFTSMHTECBVOOXLKQQQ
TSLA1.000.300.380.410.470.490.430.450.450.510.560.520.540.61
SCHD0.301.000.380.450.370.470.760.720.450.550.570.810.590.58
META0.380.381.000.670.580.560.520.530.650.600.730.660.680.74
GOOGL0.410.450.671.000.580.640.560.570.740.620.740.730.730.78
NVDA0.470.370.580.581.000.590.530.540.670.860.800.680.810.80
AAPL0.490.470.560.640.591.000.550.550.710.640.730.740.820.81
VEA0.430.760.520.560.530.551.000.980.550.680.700.820.690.70
VXUS0.450.720.530.570.540.550.981.000.550.690.700.810.700.71
MSFT0.450.450.650.740.670.710.550.551.000.690.820.770.880.86
SMH0.510.550.600.620.860.640.680.690.691.000.850.790.880.87
TECB0.560.570.730.740.800.730.700.700.820.851.000.880.940.96
VOO0.520.810.660.730.680.740.820.810.770.790.881.000.900.91
XLK0.540.590.680.730.810.820.690.700.880.880.940.901.000.97
QQQ0.610.580.740.780.800.810.700.710.860.870.960.910.971.00
The correlation results are calculated based on daily price changes starting from Jan 14, 2020