Portfolio 2(Current frontrunner): ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 2(Current frontrunner): ETF 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 never rebalanced.
The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Portfolio 2(Current frontrunner): ETF Portfolio | -13.37% | -9.28% | -13.74% | 5.14% | 18.31% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.54% | 16.03% |
VBK Vanguard Small-Cap Growth ETF | -15.41% | -8.22% | -13.33% | 0.11% | 8.86% | 6.46% |
VOT Vanguard Mid-Cap Growth ETF | -7.42% | -5.23% | -6.45% | 7.97% | 12.17% | 8.72% |
SMH VanEck Vectors Semiconductor ETF | -20.50% | -14.34% | -23.11% | -2.92% | 26.51% | 22.57% |
IYH iShares U.S. Healthcare ETF | -3.07% | -7.87% | -12.41% | -2.01% | 7.73% | 7.38% |
SPMO Invesco S&P 500® Momentum ETF | -6.93% | -6.15% | -5.81% | 18.63% | 19.66% | N/A |
SPY SPDR S&P 500 ETF | -9.91% | -6.66% | -9.38% | 7.66% | 15.77% | 11.51% |
Monthly Returns
The table below presents the monthly returns of Portfolio 2(Current frontrunner): ETF Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.84% | -2.74% | -7.39% | -6.47% | -13.37% | ||||||||
| 2024 | 3.38% | 9.17% | 3.87% | -4.91% | 7.77% | 6.12% | -1.99% | 1.04% | 1.51% | -1.02% | 4.32% | -1.38% | 30.48% |
| 2023 | 8.42% | -1.58% | 5.78% | -0.98% | 5.14% | 6.10% | 3.74% | -1.51% | -5.07% | -3.35% | 11.45% | 7.22% | 39.68% |
| 2022 | -9.08% | -2.62% | 2.88% | -11.58% | 1.28% | -10.24% | 11.42% | -5.56% | -9.80% | 6.67% | 8.30% | -6.78% | -25.17% |
| 2021 | 1.16% | 2.09% | 1.34% | 3.72% | 0.16% | 5.23% | 1.76% | 3.40% | -5.09% | 7.08% | 1.93% | 2.51% | 27.84% |
| 2020 | 0.43% | -6.46% | -10.41% | 13.79% | 6.51% | 4.27% | 7.28% | 6.88% | -2.62% | -1.93% | 12.66% | 4.76% | 37.46% |
| 2019 | 9.38% | 4.22% | 2.48% | 4.11% | -7.49% | 7.61% | 2.28% | -1.64% | 1.16% | 3.31% | 3.90% | 3.88% | 37.41% |
| 2018 | 7.10% | -1.80% | -2.50% | -0.96% | 5.25% | -0.22% | 3.18% | 4.50% | -0.07% | -9.52% | 2.14% | -8.82% | -3.16% |
| 2017 | 2.99% | 3.78% | 0.90% | 1.67% | 3.05% | -0.41% | 2.82% | 1.45% | 2.07% | 4.84% | 1.82% | 0.24% | 28.20% |
| 2016 | -6.47% | -0.08% | 6.78% | -0.82% | 3.10% | -0.49% | 6.34% | 0.60% | 1.45% | -2.68% | 2.36% | 1.61% | 11.54% |
| 2015 | 3.44% | 1.05% | -1.83% | 2.60% |
Expense Ratio
Portfolio 2(Current frontrunner): ETF Portfolio has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio 2(Current frontrunner): ETF Portfolio is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
VBK Vanguard Small-Cap Growth ETF | -0.08 | 0.06 | 1.01 | -0.07 | -0.25 |
VOT Vanguard Mid-Cap Growth ETF | 0.26 | 0.52 | 1.07 | 0.26 | 1.02 |
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
IYH iShares U.S. Healthcare ETF | -0.14 | -0.09 | 0.99 | -0.12 | -0.33 |
SPMO Invesco S&P 500® Momentum ETF | 0.56 | 0.93 | 1.13 | 0.68 | 2.67 |
SPY SPDR S&P 500 ETF | 0.30 | 0.56 | 1.08 | 0.31 | 1.40 |
Dividends
Dividend yield
Portfolio 2(Current frontrunner): ETF Portfolio provided a 0.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.80% | 0.70% | 1.01% | 1.16% | 0.61% | 0.91% | 1.16% | 1.34% | 1.07% | 1.34% | 1.28% | 1.02% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.67% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VBK Vanguard Small-Cap Growth ETF | 0.63% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% |
VOT Vanguard Mid-Cap Growth ETF | 0.74% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% |
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
IYH iShares U.S. Healthcare ETF | 1.28% | 1.25% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% | 1.05% |
SPMO Invesco S&P 500® Momentum ETF | 0.58% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 Portfolio 2(Current frontrunner): ETF 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 Portfolio 2(Current frontrunner): ETF Portfolio was 32.43%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Portfolio 2(Current frontrunner): ETF Portfolio drawdown is 18.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.43% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -31.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -24% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -21.94% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -15.49% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
Volatility
Volatility Chart
The current Portfolio 2(Current frontrunner): ETF Portfolio volatility is 17.35%, 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
| IYH | SPMO | SMH | VBK | QQQ | VOT | SPY | |
|---|---|---|---|---|---|---|---|
| IYH | 1.00 | 0.58 | 0.48 | 0.66 | 0.62 | 0.69 | 0.72 |
| SPMO | 0.58 | 1.00 | 0.66 | 0.67 | 0.75 | 0.73 | 0.77 |
| SMH | 0.48 | 0.66 | 1.00 | 0.73 | 0.84 | 0.77 | 0.77 |
| VBK | 0.66 | 0.67 | 0.73 | 1.00 | 0.79 | 0.95 | 0.85 |
| QQQ | 0.62 | 0.75 | 0.84 | 0.79 | 1.00 | 0.85 | 0.90 |
| VOT | 0.69 | 0.73 | 0.77 | 0.95 | 0.85 | 1.00 | 0.90 |
| SPY | 0.72 | 0.77 | 0.77 | 0.85 | 0.90 | 0.90 | 1.00 |