Roth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth, 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 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Roth | 25.37% | 0.22% | 5.97% | 36.68% | 29.35% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 44.03% | -1.88% | 10.91% | 62.09% | 33.67% | 28.85% |
IXN iShares Global Tech ETF | 23.48% | 0.49% | 12.37% | 34.24% | 21.35% | 19.30% |
URA Global X Uranium ETF | 11.04% | 2.40% | -1.26% | 17.84% | 26.48% | 4.24% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 86.41% | 0.50% | 27.07% | 102.00% | 32.34% | 27.23% |
AVUV Avantis U.S. Small Cap Value ETF | 16.65% | 6.71% | 11.95% | 38.69% | 16.44% | N/A |
PXE Invesco Dynamic Energy Exploration & Production ETF | 2.08% | -2.15% | -8.32% | 2.81% | 18.56% | 2.97% |
Monthly Returns
The table below presents the monthly returns of Roth, 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 | 5.84% | 3.25% | 5.30% | -3.40% | 10.35% | 1.08% | -2.80% | -3.51% | 3.35% | 1.24% | 25.37% | ||
| 2023 | 13.72% | -3.44% | 4.19% | -2.32% | 7.10% | 7.18% | 4.76% | 0.74% | 0.69% | -1.90% | 11.05% | 5.28% | 56.38% |
| 2022 | -7.43% | 4.03% | 5.04% | -11.67% | 1.85% | -15.12% | 15.15% | -1.66% | -13.75% | 4.80% | 11.13% | -7.94% | -19.12% |
| 2021 | 0.37% | 11.68% | 3.51% | 2.52% | 5.52% | 2.55% | -2.03% | 3.45% | 2.13% | 8.93% | 1.75% | 0.66% | 48.64% |
| 2020 | -5.05% | -5.74% | -12.18% | 21.32% | 3.90% | 3.83% | 6.76% | 7.12% | -5.96% | -2.01% | 15.37% | 14.06% | 42.68% |
| 2019 | -0.93% | 2.84% | 2.57% | 8.18% | 13.06% |
Expense Ratio
Roth features an expense ratio of 0.50%, 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 Roth is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.29 | 1.30 | 2.46 | 6.77 |
IXN iShares Global Tech ETF | 1.55 | 2.08 | 1.28 | 1.98 | 6.34 |
URA Global X Uranium ETF | 0.60 | 1.06 | 1.12 | 0.71 | 1.76 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 2.55 | 3.21 | 1.40 | 3.45 | 14.29 |
AVUV Avantis U.S. Small Cap Value ETF | 1.78 | 2.62 | 1.32 | 3.52 | 9.29 |
PXE Invesco Dynamic Energy Exploration & Production ETF | 0.17 | 0.38 | 1.05 | 0.16 | 0.34 |
Dividends
Dividend yield
Roth provided a 2.30% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.58% | 1.53% | 2.58% | 1.50% | 3.04% | 1.79% | 2.01% | 3.68% | 2.60% | 2.64% | 1.63% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.41% | 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 | 0.44% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% |
URA Global X Uranium ETF | 5.56% | 6.07% | 0.76% | 5.85% | 1.69% | 1.66% | 0.45% | 2.03% | 7.28% | 1.96% | 4.28% | 0.54% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.15% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
AVUV Avantis U.S. Small Cap Value ETF | 1.51% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PXE Invesco Dynamic Energy Exploration & Production ETF | 2.60% | 2.79% | 3.04% | 1.86% | 4.10% | 1.70% | 1.28% | 1.55% | 6.62% | 2.58% | 2.05% | 1.73% |
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 Roth. 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 Roth was 34.17%, occurring on Mar 18, 2020. Recovery took 55 trading sessions.
The current Roth drawdown is 4.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.17% | Feb 13, 2020 | 24 | Mar 18, 2020 | 55 | Jun 5, 2020 | 79 |
| -32.17% | Nov 10, 2021 | 234 | Oct 14, 2022 | 188 | Jul 18, 2023 | 422 |
| -20.64% | Jul 11, 2024 | 41 | Sep 6, 2024 | — | — | — |
| -10.66% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -10.09% | Sep 16, 2021 | 10 | Sep 29, 2021 | 14 | Oct 19, 2021 | 24 |
Volatility
Volatility Chart
The current Roth volatility is 6.94%, 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
| PXE | URA | TSM | AVUV | IXN | SMH | |
|---|---|---|---|---|---|---|
| PXE | 1.00 | 0.47 | 0.26 | 0.72 | 0.27 | 0.30 |
| URA | 0.47 | 1.00 | 0.40 | 0.52 | 0.47 | 0.46 |
| TSM | 0.26 | 0.40 | 1.00 | 0.44 | 0.73 | 0.83 |
| AVUV | 0.72 | 0.52 | 0.44 | 1.00 | 0.53 | 0.54 |
| IXN | 0.27 | 0.47 | 0.73 | 0.53 | 1.00 | 0.90 |
| SMH | 0.30 | 0.46 | 0.83 | 0.54 | 0.90 | 1.00 |