The real one
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in The real one, 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| The real one | 26.01% | 2.40% | 13.28% | 34.03% | N/A | N/A |
| Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | 25.73% | 2.97% | 13.49% | 33.97% | N/A | N/A |
SWPPX Schwab S&P 500 Index Fund | 26.92% | 2.23% | 13.48% | 34.98% | 15.76% | 13.39% |
SWTSX Schwab Total Stock Market Index Fund | 26.15% | 2.76% | 13.54% | 35.30% | 15.09% | 12.82% |
SCHG Schwab U.S. Large-Cap Growth ETF | 34.32% | 4.20% | 17.14% | 42.00% | 20.69% | 16.80% |
XLC Communication Services Select Sector SPDR Fund | 34.90% | 6.99% | 18.45% | 41.52% | 14.41% | N/A |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
XLK Technology Select Sector SPDR Fund | 22.90% | 0.65% | 10.86% | 30.23% | 23.18% | 20.50% |
Monthly Returns
The table below presents the monthly returns of The real one, 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 | 2.07% | 5.01% | 2.13% | -4.66% | 5.58% | 5.52% | -0.50% | 1.60% | 2.42% | -0.78% | 26.01% | ||
| 2023 | 8.68% | -1.19% | 7.29% | 0.80% | 4.71% | 6.23% | 3.49% | -1.54% | -5.13% | -1.61% | 10.40% | 4.85% | 42.21% |
| 2022 | -6.59% | -4.05% | 3.60% | -10.84% | -0.32% | -8.77% | 10.71% | -4.81% | -10.36% | 6.46% | 5.81% | -7.24% | -25.68% |
| 2021 | -0.55% | 2.14% | 2.94% | 5.43% | -0.18% | 4.58% | 2.74% | 3.50% | -5.29% | 7.04% | 0.89% | 3.15% | 29.10% |
| 2020 | -7.76% | 11.19% | 4.53% | 7.21% |
Expense Ratio
The real one has an expense ratio of 0.09%, 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 The real one is 41, 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 | 2.13 | 2.81 | 1.38 | 2.72 | 9.92 |
SWPPX Schwab S&P 500 Index Fund | 3.05 | 4.04 | 1.57 | 4.44 | 20.06 |
SWTSX Schwab Total Stock Market Index Fund | 3.01 | 4.00 | 1.56 | 4.46 | 19.52 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.64 | 3.39 | 1.48 | 3.62 | 14.42 |
XLC Communication Services Select Sector SPDR Fund | 2.93 | 3.87 | 1.52 | 2.36 | 23.96 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
XLK Technology Select Sector SPDR Fund | 1.52 | 2.03 | 1.28 | 1.93 | 6.69 |
Dividends
Dividend yield
The real one provided a 0.97% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.97% | 1.09% | 1.30% | 0.87% | 1.09% | 1.12% | 1.39% | 1.10% | 1.29% | 1.36% | 1.22% | 1.16% |
| Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.64% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
SWTSX Schwab Total Stock Market Index Fund | 1.11% | 1.41% | 1.62% | 1.17% | 1.63% | 1.68% | 2.06% | 1.61% | 1.85% | 1.95% | 1.66% | 1.51% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
XLC Communication Services Select Sector SPDR Fund | 0.91% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the The real one. 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 The real one was 30.37%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.
The current The real one drawdown is 0.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.37% | Dec 28, 2021 | 202 | Oct 14, 2022 | 284 | Dec 1, 2023 | 486 |
| -11.1% | Jul 11, 2024 | 20 | Aug 7, 2024 | 44 | Oct 9, 2024 | 64 |
| -7.76% | Oct 14, 2020 | 13 | Oct 30, 2020 | 8 | Nov 11, 2020 | 21 |
| -6.52% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -6.26% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
Volatility
Volatility Chart
The current The real one volatility is 4.33%, 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
| SCHD | XLC | XLK | SCHG | QQQM | SWTSX | SWPPX | |
|---|---|---|---|---|---|---|---|
| SCHD | 1.00 | 0.58 | 0.55 | 0.55 | 0.55 | 0.78 | 0.77 |
| XLC | 0.58 | 1.00 | 0.77 | 0.84 | 0.84 | 0.82 | 0.82 |
| XLK | 0.55 | 0.77 | 1.00 | 0.96 | 0.97 | 0.88 | 0.90 |
| SCHG | 0.55 | 0.84 | 0.96 | 1.00 | 0.99 | 0.91 | 0.92 |
| QQQM | 0.55 | 0.84 | 0.97 | 0.99 | 1.00 | 0.90 | 0.91 |
| SWTSX | 0.78 | 0.82 | 0.88 | 0.91 | 0.90 | 1.00 | 0.99 |
| SWPPX | 0.77 | 0.82 | 0.90 | 0.92 | 0.91 | 0.99 | 1.00 |