SPLG + SPMD + SPSM + QQQM + SCHD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPLG + SPMD + SPSM + QQQM + SCHD, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.10% | -0.39% | 11.72% | 31.44% | 13.30% | 10.96% |
| SPLG + SPMD + SPSM + QQQM + SCHD | 17.77% | -0.31% | 10.94% | 30.90% | N/A | N/A |
| Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | 19.63% | 0.02% | 12.29% | 33.56% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 13.79% | -0.41% | 10.24% | 24.58% | 12.27% | 11.39% |
SPLG SPDR Portfolio S&P 500 ETF | 21.36% | -0.34% | 12.44% | 33.24% | 15.16% | 13.04% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 12.83% | -0.48% | 6.78% | 27.01% | 10.87% | 9.45% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 6.77% | -1.29% | 7.55% | 23.10% | 8.89% | 8.57% |
Monthly Returns
The table below presents the monthly returns of SPLG + SPMD + SPSM + QQQM + SCHD, 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 | 0.60% | 4.90% | 3.29% | -4.64% | 5.01% | 2.73% | 2.24% | 1.30% | 1.90% | -0.84% | 17.77% | ||
| 2023 | 7.94% | -1.73% | 3.23% | 0.33% | 1.42% | 6.89% | 3.85% | -1.98% | -4.93% | -3.10% | 9.20% | 6.25% | 29.59% |
| 2022 | -6.53% | -2.24% | 3.24% | -9.35% | 0.33% | -8.80% | 10.10% | -4.06% | -9.49% | 7.89% | 5.71% | -6.45% | -20.17% |
| 2021 | 0.30% | 3.38% | 4.10% | 4.77% | 0.34% | 2.43% | 1.71% | 3.01% | -4.64% | 6.61% | -0.53% | 3.84% | 27.87% |
| 2020 | -6.54% | 12.19% | 4.85% | 9.93% |
Expense Ratio
SPLG + SPMD + SPSM + QQQM + SCHD has an expense ratio of 0.07%, 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 SPLG + SPMD + SPSM + QQQM + SCHD is 58, 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 | |
|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 2.17 | 2.85 | 1.39 | 2.77 | 10.13 |
SCHD Schwab US Dividend Equity ETF | 2.52 | 3.64 | 1.44 | 2.63 | 13.95 |
SPLG SPDR Portfolio S&P 500 ETF | 3.05 | 4.04 | 1.57 | 4.39 | 20.01 |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 2.02 | 2.84 | 1.35 | 2.23 | 11.80 |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 1.49 | 2.22 | 1.26 | 1.34 | 8.51 |
Dividends
Dividend yield
SPLG + SPMD + SPSM + QQQM + SCHD provided a 1.37% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.37% | 1.42% | 1.58% | 1.15% | 1.22% | 1.32% | 1.55% | 1.35% | 1.48% | 2.17% | 2.12% | 3.02% |
| Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SPLG SPDR Portfolio S&P 500 ETF | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.39% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% | 5.71% | 10.67% |
SPSM SPDR Portfolio S&P 600 Small Cap ETF | 1.90% | 1.61% | 1.38% | 1.40% | 1.17% | 1.58% | 1.82% | 1.51% | 1.49% | 2.37% | 1.70% | 0.68% |
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 SPLG + SPMD + SPSM + QQQM + SCHD. 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 SPLG + SPMD + SPSM + QQQM + SCHD was 25.67%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current SPLG + SPMD + SPSM + QQQM + SCHD drawdown is 2.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.67% | Jan 4, 2022 | 187 | Sep 30, 2022 | 302 | Dec 13, 2023 | 489 |
| -8.83% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.54% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
| -6.04% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -5.07% | Sep 3, 2021 | 21 | Oct 4, 2021 | 13 | Oct 21, 2021 | 34 |
Volatility
Volatility Chart
The current SPLG + SPMD + SPSM + QQQM + SCHD volatility is 3.23%, 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
| QQQM | SCHD | SPSM | SPLG | SPMD | |
|---|---|---|---|---|---|
| QQQM | 1.00 | 0.55 | 0.61 | 0.92 | 0.69 |
| SCHD | 0.55 | 1.00 | 0.82 | 0.78 | 0.85 |
| SPSM | 0.61 | 0.82 | 1.00 | 0.77 | 0.96 |
| SPLG | 0.92 | 0.78 | 0.77 | 1.00 | 0.85 |
| SPMD | 0.69 | 0.85 | 0.96 | 0.85 | 1.00 |