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ETF

Last updated Mar 2, 2024

Asset Allocation


IXN 11%ARKF 10%SMH 10%SPYG 10%VEA 10%VGT 8%XLK 8%IXG 8%QUAL 7%VCR 7%AIQ 6%VXUS 5%EquityEquity
PositionCategory/SectorWeight
IXN
iShares Global Tech ETF
Technology Equities

11%

ARKF
ARK Fintech Innovation ETF
Large Cap Growth Equities, Actively Managed, Innovation

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

10%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

10%

VGT
Vanguard Information Technology ETF
Technology Equities

8%

XLK
Technology Select Sector SPDR Fund
Technology Equities

8%

IXG
iShares Global Financials ETF
Financials Equities

8%

QUAL
iShares Edge MSCI USA Quality Factor ETF
Large Cap Growth Equities

7%

VCR
Vanguard Consumer Discretionary ETF
Consumer Discretionary Equities

7%

AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

6%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

5%

S&P 500

Performance

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


60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
135.37%
88.53%
ETF
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
ETF9.10%5.98%20.72%40.54%17.88%N/A
ARKF
ARK Fintech Innovation ETF
4.68%9.40%35.92%56.14%6.84%N/A
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.74%29.36%
IXN
iShares Global Tech ETF
9.69%4.59%20.77%48.77%23.29%19.26%
QUAL
iShares Edge MSCI USA Quality Factor ETF
10.36%5.24%17.13%35.57%15.08%12.86%
SPYG
SPDR Portfolio S&P 500 Growth ETF
11.65%4.70%16.81%37.45%16.09%14.20%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%6.93%4.76%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
VXUS
Vanguard Total International Stock ETF
2.31%3.85%8.19%11.16%5.89%4.34%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.72%20.86%
AIQ
Global X Artificial Intelligence & Technology ETF
8.76%5.61%17.73%47.17%17.62%N/A
VCR
Vanguard Consumer Discretionary ETF
4.22%4.64%11.40%28.67%14.83%12.73%
IXG
iShares Global Financials ETF
5.40%3.78%15.59%13.38%8.54%6.80%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.65%6.76%
2023-3.59%-5.62%-2.85%13.28%6.88%

Sharpe Ratio

The current ETF Sharpe ratio is 2.70. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.70

The Sharpe ratio of ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.70
2.44
ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF granted a 1.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF1.12%1.19%1.54%1.08%1.20%2.07%1.87%1.51%1.55%1.82%1.63%1.45%
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
0.47%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
0.51%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
1.11%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
1.03%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
3.07%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
0.59%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
3.17%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
0.69%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
0.15%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
0.80%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
2.49%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%2.38%2.14%

Expense Ratio

The ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
ETF
2.70
ARKF
ARK Fintech Innovation ETF
1.88
SMH
VanEck Vectors Semiconductor ETF
3.14
IXN
iShares Global Tech ETF
3.02
QUAL
iShares Edge MSCI USA Quality Factor ETF
3.02
SPYG
SPDR Portfolio S&P 500 Growth ETF
3.02
VEA
Vanguard FTSE Developed Markets ETF
1.07
VGT
Vanguard Information Technology ETF
2.89
VXUS
Vanguard Total International Stock ETF
0.99
XLK
Technology Select Sector SPDR Fund
3.19
AIQ
Global X Artificial Intelligence & Technology ETF
2.78
VCR
Vanguard Consumer Discretionary ETF
1.69
IXG
iShares Global Financials ETF
0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IXGARKFVEAVXUSSMHVCRAIQXLKQUALSPYGVGTIXN
IXG1.000.540.850.830.590.690.620.600.760.650.610.62
ARKF0.541.000.650.680.700.790.840.740.710.760.780.76
VEA0.850.651.000.980.690.740.750.710.810.750.720.75
VXUS0.830.680.981.000.710.740.780.710.800.750.720.76
SMH0.590.700.690.711.000.740.840.880.800.820.880.89
VCR0.690.790.740.740.741.000.820.800.850.860.820.81
AIQ0.620.840.750.780.840.821.000.890.830.880.910.91
XLK0.600.740.710.710.880.800.891.000.900.960.990.99
QUAL0.760.710.810.800.800.850.830.901.000.940.900.90
SPYG0.650.760.750.750.820.860.880.960.941.000.960.95
VGT0.610.780.720.720.880.820.910.990.900.961.000.99
IXN0.620.760.750.760.890.810.910.990.900.950.991.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.64%Nov 17, 2021229Oct 14, 2022317Jan 22, 2024546
-33.07%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-9.36%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-9.2%Feb 17, 202114Mar 8, 202123Apr 9, 202137
-9.17%May 6, 201920Jun 3, 201921Jul 2, 201941

Volatility Chart

The current ETF volatility is 4.84%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.84%
3.47%
ETF
Benchmark (^GSPC)
Portfolio components
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