Portfolio 2(Current frontrunner): ETF Portfolio
Asset Allocation
Performance
Performance Chart
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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 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| Portfolio 2(Current frontrunner): ETF Portfolio | 3.29% | 19.23% | 4.57% | 13.61% | 20.36% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 2.16% | 17.43% | 5.35% | 16.14% | 18.94% | 17.75% |
VBK Vanguard Small-Cap Growth ETF | -2.91% | 14.78% | -2.92% | 6.92% | 8.77% | 7.99% |
VOT Vanguard Mid-Cap Growth ETF | 7.25% | 15.84% | 5.95% | 16.98% | 13.11% | 10.38% |
SMH VanEck Vectors Semiconductor ETF | 1.75% | 27.99% | 3.15% | 7.50% | 30.33% | 25.40% |
IYH iShares U.S. Healthcare ETF | -4.12% | -1.08% | -6.20% | -8.10% | 6.60% | 7.21% |
SPMO Invesco S&P 500® Momentum ETF | 10.94% | 19.19% | 12.47% | 30.99% | 22.10% | N/A |
SPY SPDR S&P 500 ETF | 1.69% | 12.88% | 2.09% | 13.66% | 17.03% | 12.75% |
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% | 0.42% | 11.05% | 3.29% | |||||||
| 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 22, meaning it’s performing worse than 78% 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 | 0.64 | 1.12 | 1.16 | 0.78 | 2.53 |
VBK Vanguard Small-Cap Growth ETF | 0.28 | 0.59 | 1.08 | 0.27 | 0.82 |
VOT Vanguard Mid-Cap Growth ETF | 0.78 | 1.28 | 1.18 | 0.85 | 3.01 |
SMH VanEck Vectors Semiconductor ETF | 0.15 | 0.59 | 1.08 | 0.25 | 0.59 |
IYH iShares U.S. Healthcare ETF | -0.51 | -0.47 | 0.94 | -0.38 | -0.94 |
SPMO Invesco S&P 500® Momentum ETF | 1.25 | 1.85 | 1.27 | 1.62 | 5.84 |
SPY SPDR S&P 500 ETF | 0.69 | 1.17 | 1.18 | 0.80 | 3.08 |
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Dividends
Dividend yield
Portfolio 2(Current frontrunner): ETF Portfolio provided a 0.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 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 | 0.57% | 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 | 0.55% | 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 | 0.64% | 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 | 0.43% | 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 | 1.30% | 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 | 0.49% | 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 | 1.21% | 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.
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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 3.40%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | IYH | SPMO | SMH | VBK | QQQ | VOT | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.72 | 0.77 | 0.77 | 0.85 | 0.91 | 0.90 | 1.00 | 0.92 |
| IYH | 0.72 | 1.00 | 0.58 | 0.48 | 0.66 | 0.62 | 0.68 | 0.72 | 0.65 |
| SPMO | 0.77 | 0.58 | 1.00 | 0.66 | 0.67 | 0.75 | 0.73 | 0.77 | 0.81 |
| SMH | 0.77 | 0.48 | 0.66 | 1.00 | 0.73 | 0.84 | 0.77 | 0.77 | 0.92 |
| VBK | 0.85 | 0.66 | 0.67 | 0.73 | 1.00 | 0.79 | 0.95 | 0.85 | 0.86 |
| QQQ | 0.91 | 0.62 | 0.75 | 0.84 | 0.79 | 1.00 | 0.86 | 0.90 | 0.95 |
| VOT | 0.90 | 0.68 | 0.73 | 0.77 | 0.95 | 0.86 | 1.00 | 0.90 | 0.91 |
| SPY | 1.00 | 0.72 | 0.77 | 0.77 | 0.85 | 0.90 | 0.90 | 1.00 | 0.92 |
| Portfolio | 0.92 | 0.65 | 0.81 | 0.92 | 0.86 | 0.95 | 0.91 | 0.92 | 1.00 |