Equity Passive
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity Passive, 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 Jan 17, 2018, corresponding to the inception date of BLOK
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Equity Passive | 15.98% | 4.00% | 15.50% | 36.94% | 13.30% | N/A |
| Portfolio components: | ||||||
BLOK Amplify Transformational Data Sharing ETF | 34.64% | 12.67% | 30.23% | 107.34% | 22.02% | N/A |
ARKK ARK Innovation ETF | -8.94% | 3.54% | 11.14% | 27.41% | 3.36% | N/A |
MADCX BlackRock Emerging Markets Fund, Inc. | 5.76% | 2.86% | 8.17% | 16.58% | 3.76% | 4.47% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 11.50% | 3.17% | 14.64% | 30.89% | 14.88% | 9.91% |
FXAIX Fidelity 500 Index Fund | 23.84% | 3.79% | 17.39% | 37.38% | 16.27% | 14.12% |
FSGGX Fidelity Global ex U.S. Index Fund | 11.58% | 1.49% | 10.95% | 24.59% | 6.76% | 5.54% |
FSPGX Fidelity Large Cap Growth Index Fund | 26.14% | 4.11% | 18.28% | 41.63% | 19.88% | N/A |
FLCOX Fidelity Large Cap Value Index Fund | 18.84% | 3.68% | 15.21% | 31.34% | 11.18% | N/A |
IWP iShares Russell Midcap Growth ETF | 17.08% | 6.10% | 14.71% | 34.81% | 12.03% | 12.08% |
IWS iShares Russell Midcap Value ETF | 16.44% | 3.08% | 15.07% | 32.39% | 10.54% | 9.24% |
VBK Vanguard Small-Cap Growth ETF | 13.83% | 4.40% | 15.04% | 31.74% | 9.05% | 9.86% |
Monthly Returns
The table below presents the monthly returns of Equity Passive, 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 | -2.33% | 6.67% | 3.35% | -5.76% | 3.64% | 1.90% | 2.87% | 1.14% | 2.78% | 15.98% | |||
| 2023 | 11.00% | -2.75% | 1.93% | -0.32% | 0.24% | 7.32% | 5.64% | -5.09% | -5.18% | -3.75% | 11.74% | 8.50% | 30.89% |
| 2022 | -7.35% | -2.64% | 1.15% | -10.95% | -0.92% | -9.36% | 9.18% | -3.94% | -9.55% | 6.17% | 5.26% | -6.21% | -27.44% |
| 2021 | 1.93% | 5.01% | 2.60% | 3.20% | -0.62% | 3.01% | -1.08% | 2.91% | -4.92% | 7.18% | -3.51% | 0.81% | 17.08% |
| 2020 | -0.78% | -6.58% | -15.66% | 13.82% | 6.13% | 4.09% | 6.67% | 7.33% | -3.15% | -0.94% | 14.37% | 7.10% | 32.24% |
| 2019 | 9.88% | 3.80% | 0.85% | 3.23% | -6.98% | 7.83% | 0.73% | -3.30% | 1.43% | 2.30% | 4.23% | 2.81% | 28.98% |
| 2018 | 1.04% | -3.93% | -1.71% | 0.34% | 2.85% | -0.03% | 2.54% | 2.81% | -0.57% | -8.31% | 1.90% | -9.00% | -12.28% |
Expense Ratio
Equity Passive has an expense ratio of 0.23%, 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 Equity Passive is 28, 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 | |
|---|---|---|---|---|---|
BLOK Amplify Transformational Data Sharing ETF | 2.76 | 3.36 | 1.39 | 1.60 | 11.48 |
ARKK ARK Innovation ETF | 0.66 | 1.12 | 1.13 | 0.31 | 1.68 |
MADCX BlackRock Emerging Markets Fund, Inc. | 1.02 | 1.49 | 1.18 | 0.40 | 4.85 |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.52 | 2.20 | 1.27 | 2.33 | 8.02 |
FXAIX Fidelity 500 Index Fund | 2.84 | 3.78 | 1.52 | 3.06 | 17.65 |
FSGGX Fidelity Global ex U.S. Index Fund | 1.84 | 2.60 | 1.33 | 1.25 | 11.54 |
FSPGX Fidelity Large Cap Growth Index Fund | 2.32 | 3.01 | 1.41 | 2.51 | 11.38 |
FLCOX Fidelity Large Cap Value Index Fund | 2.67 | 3.68 | 1.47 | 2.45 | 16.10 |
IWP iShares Russell Midcap Growth ETF | 2.12 | 2.87 | 1.36 | 1.12 | 10.51 |
IWS iShares Russell Midcap Value ETF | 2.19 | 3.05 | 1.37 | 1.67 | 12.28 |
VBK Vanguard Small-Cap Growth ETF | 1.55 | 2.19 | 1.26 | 0.86 | 7.63 |
Dividends
Dividend yield
Equity Passive granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Equity Passive | 1.34% | 1.59% | 1.71% | 3.13% | 1.64% | 2.04% | 2.52% | 1.80% | 1.39% | 1.62% | 1.27% | 1.28% |
| Portfolio components: | ||||||||||||
BLOK Amplify Transformational Data Sharing ETF | 0.86% | 1.15% | 0.00% | 14.31% | 1.88% | 2.06% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
MADCX BlackRock Emerging Markets Fund, Inc. | 1.45% | 1.67% | 2.22% | 5.72% | 0.97% | 1.53% | 0.98% | 0.48% | 1.82% | 1.34% | 0.56% | 0.55% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 3.37% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FSGGX Fidelity Global ex U.S. Index Fund | 2.65% | 2.95% | 2.64% | 2.60% | 1.71% | 2.85% | 2.66% | 2.31% | 2.11% | 2.44% | 2.61% | 3.42% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.44% | 0.73% | 0.86% | 2.22% | 1.76% | 1.04% | 1.47% | 1.22% | 0.29% | 0.00% | 0.00% | 0.00% |
FLCOX Fidelity Large Cap Value Index Fund | 1.52% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.90% | 2.34% | 0.52% | 0.00% | 0.00% | 0.00% |
IWP iShares Russell Midcap Growth ETF | 0.58% | 0.54% | 0.77% | 0.30% | 0.38% | 0.59% | 1.02% | 0.78% | 1.46% | 0.98% | 1.03% | 0.80% |
IWS iShares Russell Midcap Value ETF | 1.45% | 1.76% | 1.93% | 1.39% | 1.87% | 1.97% | 2.53% | 1.96% | 2.10% | 2.14% | 1.84% | 1.71% |
VBK Vanguard Small-Cap Growth ETF | 0.63% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
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 Equity Passive. 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 Equity Passive was 35.56%, occurring on Oct 14, 2022. Recovery took 437 trading sessions.
The current Equity Passive drawdown is 0.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.56% | Nov 9, 2021 | 235 | Oct 14, 2022 | 437 | Jul 15, 2024 | 672 |
| -35.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -20.48% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -10.36% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -10.02% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current Equity Passive volatility is 3.55%, 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
| MADCX | BLOK | ARKK | DFSVX | FSGGX | FSPGX | FLCOX | IWS | IWP | FXAIX | VBK | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| MADCX | 1.00 | 0.61 | 0.59 | 0.59 | 0.87 | 0.66 | 0.65 | 0.64 | 0.65 | 0.70 | 0.66 |
| BLOK | 0.61 | 1.00 | 0.75 | 0.56 | 0.65 | 0.70 | 0.59 | 0.62 | 0.73 | 0.68 | 0.74 |
| ARKK | 0.59 | 0.75 | 1.00 | 0.55 | 0.61 | 0.76 | 0.56 | 0.61 | 0.84 | 0.70 | 0.86 |
| DFSVX | 0.59 | 0.56 | 0.55 | 1.00 | 0.69 | 0.59 | 0.87 | 0.92 | 0.69 | 0.74 | 0.78 |
| FSGGX | 0.87 | 0.65 | 0.61 | 0.69 | 1.00 | 0.72 | 0.77 | 0.76 | 0.73 | 0.79 | 0.74 |
| FSPGX | 0.66 | 0.70 | 0.76 | 0.59 | 0.72 | 1.00 | 0.72 | 0.71 | 0.90 | 0.95 | 0.84 |
| FLCOX | 0.65 | 0.59 | 0.56 | 0.87 | 0.77 | 0.72 | 1.00 | 0.97 | 0.77 | 0.89 | 0.80 |
| IWS | 0.64 | 0.62 | 0.61 | 0.92 | 0.76 | 0.71 | 0.97 | 1.00 | 0.80 | 0.86 | 0.85 |
| IWP | 0.65 | 0.73 | 0.84 | 0.69 | 0.73 | 0.90 | 0.77 | 0.80 | 1.00 | 0.88 | 0.96 |
| FXAIX | 0.70 | 0.68 | 0.70 | 0.74 | 0.79 | 0.95 | 0.89 | 0.86 | 0.88 | 1.00 | 0.85 |
| VBK | 0.66 | 0.74 | 0.86 | 0.78 | 0.74 | 0.84 | 0.80 | 0.85 | 0.96 | 0.85 | 1.00 |