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TR001-v2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

TR001-v2

Last updated Sep 21, 2024

Asset Allocation

GLD 2%SWPPX 45%XLK 12%SOXQ 12%SCHD 7%AAPL 3%MSFT 3%META 3%AMZN 3%GOOGL 3%TSLA 3%COST 2%BRK-A 2%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
3%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3%
BRK-A
Berkshire Hathaway Inc		Financial Services
2%
COST
Costco Wholesale Corporation		Consumer Defensive
2%
GLD
SPDR Gold Trust		Precious Metals, Gold
2%
GOOGL
Alphabet Inc.		Communication Services
3%
META
Meta Platforms, Inc.		Communication Services
3%
MSFT
Microsoft Corporation		Technology
3%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
7%
SOXQ
Invesco PHLX Semiconductor ETF		Technology Equities
12%
SWPPX
Schwab S&P 500 Index Fund		Large Cap Blend Equities
45%
TSLA
Tesla, Inc.		Consumer Cyclical
3%
XLK
Technology Select Sector SPDR Fund		Technology Equities
12%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TR001-v2, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.05%
8.95%
TR001-v2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 11, 2021, corresponding to the inception date of SOXQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
TR001-v221.09%1.00%10.05%36.93%N/AN/A
Portfolio components:
SWPPX
Schwab S&P 500 Index Fund		20.75%1.58%9.68%33.59%15.62%13.17%
AAPL
Apple Inc		18.98%0.80%32.79%31.87%34.14%25.97%
MSFT
Microsoft Corporation		16.38%2.62%1.89%37.24%26.77%27.08%
META
Meta Platforms, Inc.		59.07%4.99%10.37%90.39%24.32%21.86%
AMZN
Amazon.com, Inc.		26.10%6.38%7.12%48.15%16.42%28.10%
GOOGL
Alphabet Inc.		17.40%-1.23%8.77%25.72%21.71%18.73%
COST
Costco Wholesale Corporation		38.02%2.90%23.81%68.17%28.15%24.53%
BRK-A
Berkshire Hathaway Inc		26.33%2.39%10.02%24.40%16.95%12.67%
XLK
Technology Select Sector SPDR Fund		16.01%-1.35%6.20%36.40%23.78%20.28%
SOXQ
Invesco PHLX Semiconductor ETF		20.53%-4.75%2.40%51.07%N/AN/A
TSLA
Tesla, Inc.		-4.12%6.71%39.47%-6.82%71.68%30.52%
GLD
SPDR Gold Trust		26.70%4.33%20.89%36.03%11.14%7.51%
SCHD
Schwab US Dividend Equity ETF		13.02%2.31%7.55%21.69%12.91%11.59%

Monthly Returns

The table below presents the monthly returns of TR001-v2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.26%6.21%2.40%-3.79%5.29%5.41%0.30%1.44%21.09%
20239.76%-0.46%6.58%0.15%4.85%6.66%3.67%-1.97%-4.81%-2.30%10.30%5.37%43.25%
2022-6.34%-3.40%4.16%-10.39%-0.16%-9.41%11.13%-5.10%-9.99%4.64%7.00%-7.43%-24.86%
20212.38%2.49%3.45%-4.73%7.74%1.93%3.65%17.72%

Expense Ratio

TR001-v2 has an expense ratio of 0.04%, 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.

SWPPX
Schwab S&P 500 Index Fund
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%
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%
SOXQ
Invesco PHLX Semiconductor ETF
Expense ratio chart for SOXQ: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: 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%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TR001-v2 is 51, 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 TR001-v2 is 5151
TR001-v2
The Sharpe Ratio Rank of TR001-v2 is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of TR001-v2 is 4242Sortino Ratio Rank
The Omega Ratio Rank of TR001-v2 is 4848Omega Ratio Rank
The Calmar Ratio Rank of TR001-v2 is 7676Calmar Ratio Rank
The Martin Ratio Rank of TR001-v2 is 4040Martin 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.

TR001-v2
Sharpe ratio
The chart of Sharpe ratio for TR001-v2, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for TR001-v2, currently valued at 2.86, compared to the broader market-2.000.002.004.006.002.86
Omega ratio
The chart of Omega ratio for TR001-v2, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for TR001-v2, currently valued at 2.98, compared to the broader market0.002.004.006.008.0010.002.98
Martin ratio
The chart of Martin ratio for TR001-v2, currently valued at 11.62, compared to the broader market0.0010.0020.0030.0040.0011.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, 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 ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWPPX
Schwab S&P 500 Index Fund		2.453.271.442.7015.38
AAPL
Apple Inc		1.382.051.261.854.36
MSFT
Microsoft Corporation		1.862.421.312.377.24
META
Meta Platforms, Inc.		2.393.281.443.5814.48
AMZN
Amazon.com, Inc.		1.462.021.261.167.43
GOOGL
Alphabet Inc.		0.801.191.171.022.93
COST
Costco Wholesale Corporation		3.343.931.596.3816.79
BRK-A
Berkshire Hathaway Inc		1.672.281.282.187.60
XLK
Technology Select Sector SPDR Fund		1.602.141.282.027.25
SOXQ
Invesco PHLX Semiconductor ETF		1.411.931.251.925.84
TSLA
Tesla, Inc.		-0.170.141.02-0.14-0.39
GLD
SPDR Gold Trust		2.413.341.422.9614.79
SCHD
Schwab US Dividend Equity ETF		1.682.451.291.518.79

Sharpe Ratio

The current TR001-v2 Sharpe ratio is 2.17. 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 1.91 to 2.59, 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 TR001-v2 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.17
2.32
TR001-v2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

TR001-v2 granted a 0.93% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
TR001-v20.93%1.18%1.34%0.98%1.26%1.31%1.73%1.35%1.71%2.06%1.35%1.29%
Portfolio components:
SWPPX
Schwab S&P 500 Index Fund		1.19%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
META
Meta Platforms, Inc.		0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
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%
COST
Costco Wholesale Corporation		2.13%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
BRK-A
Berkshire Hathaway 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%
XLK
Technology Select Sector SPDR Fund		0.52%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SOXQ
Invesco PHLX Semiconductor ETF		0.52%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
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%
SCHD
Schwab US Dividend Equity ETF		2.58%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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%AprilMayJuneJulyAugustSeptember
-1.98%
-0.19%
TR001-v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TR001-v2. 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 TR001-v2 was 29.70%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.

The current TR001-v2 drawdown is 1.98%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.7%Jan 4, 2022197Oct 14, 2022188Jul 18, 2023385
-11.64%Jul 11, 202420Aug 7, 2024———
-10.35%Aug 1, 202362Oct 26, 202317Nov 20, 202379
-6.09%Apr 2, 202414Apr 19, 202417May 14, 202431
-5.52%Sep 7, 202120Oct 4, 202112Oct 20, 202132

Volatility

Volatility Chart

The current TR001-v2 volatility is 5.68%, 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%AprilMayJuneJulyAugustSeptember
5.68%
4.31%
TR001-v2
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.
GLDBRK-ATSLACOSTSCHDMETAAMZNAAPLGOOGLSOXQMSFTXLKSWPPX
GLD1.000.100.030.100.160.100.100.050.120.110.080.090.13
BRK-A0.101.000.230.360.710.330.320.410.390.340.360.430.60
TSLA0.030.231.000.360.350.390.470.530.440.550.450.570.56
COST0.100.360.361.000.480.430.470.490.460.510.540.600.64
SCHD0.160.710.350.481.000.420.410.500.450.560.480.610.80
META0.100.330.390.430.421.000.610.520.630.610.630.680.68
AMZN0.100.320.470.470.410.611.000.610.690.620.690.720.71
AAPL0.050.410.530.490.500.520.611.000.640.620.680.800.75
GOOGL0.120.390.440.460.450.630.690.641.000.600.740.730.72
SOXQ0.110.340.550.510.560.610.620.620.601.000.680.880.80
MSFT0.080.360.450.540.480.630.690.680.740.681.000.870.78
XLK0.090.430.570.600.610.680.720.800.730.880.871.000.91
SWPPX0.130.600.560.640.800.680.710.750.720.800.780.911.00
The correlation results are calculated based on daily price changes starting from Jun 14, 2021