ETF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ETF

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AIQ Global X Artificial Intelligence & Technology ETF	Large Cap Growth Equities	6%
ARKF ARK Fintech Innovation ETF	Large Cap Growth Equities, Actively Managed, Innovation	10%
IXG iShares Global Financials ETF	Financials Equities	8%
IXN iShares Global Tech ETF	Technology Equities	11%
QUAL iShares Edge MSCI USA Quality Factor ETF	Large Cap Growth Equities	7%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	10%
SPYG SPDR Portfolio S&P 500 Growth ETF	Large Cap Growth Equities	10%
VCR Vanguard Consumer Discretionary ETF	Consumer Discretionary Equities	7%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VGT Vanguard Information Technology ETF	Technology Equities	8%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	5%
XLK Technology Select Sector SPDR Fund	Technology Equities	8%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF, 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

ETF

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Feb 4, 2019, corresponding to the inception date of ARKF

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
ETF	12.74%	-2.94%	10.78%	23.19%	16.20%	N/A
Portfolio components:
ARKF ARK Fintech Innovation ETF	-1.60%	-1.34%	5.64%	19.82%	3.37%	N/A
SMH VanEck Vectors Semiconductor ETF	35.28%	-9.33%	25.65%	51.14%	34.52%	28.86%
IXN iShares Global Tech ETF	15.16%	-5.45%	10.23%	26.08%	21.01%	18.82%
QUAL iShares Edge MSCI USA Quality Factor ETF	14.13%	-2.70%	10.95%	21.97%	13.85%	12.79%
SPYG SPDR Portfolio S&P 500 Growth ETF	18.87%	-4.25%	13.81%	25.36%	15.26%	14.34%
VEA Vanguard FTSE Developed Markets ETF	5.14%	0.71%	6.18%	8.74%	6.76%	4.63%
VGT Vanguard Information Technology ETF	15.09%	-3.59%	10.66%	25.31%	21.09%	20.16%
VXUS Vanguard Total International Stock ETF	5.35%	0.35%	6.79%	8.27%	5.88%	4.00%
XLK Technology Select Sector SPDR Fund	11.34%	-5.60%	6.22%	22.60%	22.16%	19.90%
AIQ Global X Artificial Intelligence & Technology ETF	9.82%	-3.57%	7.54%	18.76%	15.26%	N/A
VCR Vanguard Consumer Discretionary ETF	2.11%	-1.27%	5.43%	9.41%	12.13%	12.53%
IXG iShares Global Financials ETF	14.11%	4.02%	12.86%	22.07%	9.18%	7.11%

Monthly Returns

The table below presents the monthly returns of ETF, 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	0.65%	6.78%	3.11%	-5.34%	5.80%	4.76%							12.74%
2023	12.29%	-1.52%	5.73%	-0.65%	5.01%	6.40%	4.82%	-3.59%	-5.62%	-2.85%	13.28%	6.88%	45.59%
2022	-8.09%	-4.24%	1.62%	-12.44%	-0.67%	-10.77%	11.44%	-5.31%	-10.93%	5.98%	8.07%	-7.11%	-30.60%
2021	0.56%	3.23%	1.27%	4.01%	0.17%	4.01%	0.90%	3.36%	-5.08%	6.85%	-0.24%	1.46%	21.98%
2020	0.83%	-6.57%	-12.93%	13.19%	7.39%	6.02%	6.76%	8.65%	-3.27%	-2.24%	13.73%	5.57%	39.22%
2019		3.48%	2.31%	5.55%	-8.14%	7.86%	1.62%	-2.44%	1.94%	3.30%	4.14%	4.46%	25.74%

Expense Ratio

ETF features an expense ratio of 0.29%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

ARKF

ARK Fintech Innovation ETF

AIQ

Global X Artificial Intelligence & Technology ETF

IXN

iShares Global Tech ETF

IXG

iShares Global Financials ETF

SMH

VanEck Vectors Semiconductor ETF

QUAL

iShares Edge MSCI USA Quality Factor ETF

XLK

Technology Select Sector SPDR Fund

VGT

Vanguard Information Technology ETF

VCR

Vanguard Consumer Discretionary ETF

VXUS

Vanguard Total International Stock ETF

VEA

Vanguard FTSE Developed Markets ETF

SPYG

SPDR Portfolio S&P 500 Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF is 46, 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.

ETF

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

ETF

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ARKF ARK Fintech Innovation ETF	0.61	1.04	1.12	0.26	1.61
SMH VanEck Vectors Semiconductor ETF	1.79	2.36	1.30	3.28	8.79
IXN iShares Global Tech ETF	1.29	1.78	1.23	1.90	5.84
QUAL iShares Edge MSCI USA Quality Factor ETF	1.74	2.48	1.31	2.03	8.34
SPYG SPDR Portfolio S&P 500 Growth ETF	1.63	2.26	1.29	1.17	8.85
VEA Vanguard FTSE Developed Markets ETF	0.68	1.04	1.12	0.51	2.02
VGT Vanguard Information Technology ETF	1.24	1.72	1.22	1.79	5.44
VXUS Vanguard Total International Stock ETF	0.66	1.01	1.12	0.43	1.89
XLK Technology Select Sector SPDR Fund	1.11	1.55	1.20	1.88	5.32
AIQ Global X Artificial Intelligence & Technology ETF	1.04	1.48	1.19	0.80	4.02
VCR Vanguard Consumer Discretionary ETF	0.48	0.77	1.09	0.29	1.76
IXG iShares Global Financials ETF	1.80	2.52	1.31	1.23	6.34

Sharpe Ratio

The current ETF Sharpe ratio is 1.48. 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 1.23 to 1.94, 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 ETF 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.

ETF

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

ETF granted a 1.14% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
ETF	1.14%	1.19%	1.54%	1.08%	1.20%	2.07%	1.87%	1.51%	1.55%	1.82%	1.63%	1.45%
Portfolio components:
ARKF ARK Fintech Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.37%	1.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Vectors Semiconductor ETF	0.44%	0.60%	2.37%	1.02%	1.38%	6.00%	3.75%	2.85%	1.61%	4.28%	2.31%	3.11%
IXN iShares Global Tech ETF	0.47%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%	1.14%	1.02%
QUAL iShares Edge MSCI USA Quality Factor ETF	1.06%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%	1.35%	0.63%
SPYG SPDR Portfolio S&P 500 Growth ETF	0.80%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%	1.37%	1.42%
VEA Vanguard FTSE Developed Markets ETF	3.36%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%	2.60%
VGT Vanguard Information Technology ETF	0.67%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%	1.05%
VXUS Vanguard Total International Stock ETF	3.06%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%	3.40%	2.70%
XLK Technology Select Sector SPDR Fund	0.71%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%	1.70%
AIQ Global X Artificial Intelligence & Technology ETF	0.18%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%	0.00%	0.00%
VCR Vanguard Consumer Discretionary ETF	0.84%	0.84%	0.98%	0.79%	1.71%	1.17%	1.37%	1.21%	1.60%	1.32%	1.23%	0.84%
IXG iShares Global Financials ETF	2.71%	2.62%	3.71%	1.69%	2.13%	2.87%	3.14%	2.12%	2.21%	2.79%	2.38%	2.14%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

ETF

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 37.64%, occurring on Oct 14, 2022. Recovery took 317 trading sessions.

The current ETF drawdown is 6.49%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.64%	Nov 17, 2021	229	Oct 14, 2022	317	Jan 22, 2024	546
-33.07%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-9.36%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27
-9.2%	Feb 17, 2021	14	Mar 8, 2021	23	Apr 9, 2021	37
-9.17%	May 6, 2019	20	Jun 3, 2019	21	Jul 2, 2019	41

Volatility

Volatility Chart

The current ETF volatility is 5.66%, 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.

ETF

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.

	IXG	ARKF	VEA	VXUS	SMH	VCR	AIQ	XLK	QUAL	SPYG	VGT	IXN
IXG	1.00	0.53	0.85	0.83	0.57	0.69	0.60	0.58	0.75	0.63	0.59	0.60
ARKF	0.53	1.00	0.65	0.67	0.69	0.78	0.84	0.73	0.71	0.75	0.77	0.75
VEA	0.85	0.65	1.00	0.98	0.68	0.74	0.75	0.70	0.80	0.74	0.71	0.74
VXUS	0.83	0.67	0.98	1.00	0.69	0.74	0.77	0.70	0.79	0.74	0.71	0.75
SMH	0.57	0.69	0.68	0.69	1.00	0.72	0.84	0.87	0.80	0.82	0.88	0.90
VCR	0.69	0.78	0.74	0.74	0.72	1.00	0.81	0.79	0.84	0.84	0.81	0.79
AIQ	0.60	0.84	0.75	0.77	0.84	0.81	1.00	0.89	0.84	0.88	0.91	0.91
XLK	0.58	0.73	0.70	0.70	0.87	0.79	0.89	1.00	0.90	0.96	0.99	0.99
QUAL	0.75	0.71	0.80	0.79	0.80	0.84	0.84	0.90	1.00	0.94	0.90	0.90
SPYG	0.63	0.75	0.74	0.74	0.82	0.84	0.88	0.96	0.94	1.00	0.96	0.95
VGT	0.59	0.77	0.71	0.71	0.88	0.81	0.91	0.99	0.90	0.96	1.00	0.99
IXN	0.60	0.75	0.74	0.75	0.90	0.79	0.91	0.99	0.90	0.95	0.99	1.00

The correlation results are calculated based on daily price changes starting from Feb 5, 2019