ETFs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 15% | |
IAK iShares U.S. Insurance ETF | Financials Equities | 10% |
IAU iShares Gold Trust | Precious Metals, Gold | 35% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 5% |
IGSB iShares Short-Term Corporate Bond ETF | Corporate Bonds | 10% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 20% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Nov 9, 2024, the ETFs returned 37.83% Year-To-Date and 26.21% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| ETFs | 39.01% | 5.59% | 16.76% | 50.09% | 25.67% | 26.06% |
| Portfolio components: | ||||||
IAK iShares U.S. Insurance ETF | 32.56% | 0.87% | 13.55% | 39.16% | 15.27% | 12.47% |
IGM iShares Expanded Tech Sector ETF | 36.90% | 3.93% | 19.72% | 50.17% | 22.13% | 20.50% |
OEF iShares S&P 100 ETF | 30.88% | 3.77% | 17.61% | 40.06% | 17.62% | 14.24% |
IAU iShares Gold Trust | 29.90% | 1.08% | 13.47% | 38.37% | 12.78% | 8.52% |
BTC-USD Bitcoin | 90.40% | 28.87% | 30.96% | 116.69% | 55.63% | 69.11% |
IGSB iShares Short-Term Corporate Bond ETF | 4.77% | -0.20% | 4.09% | 8.39% | 2.11% | 2.18% |
SMH VanEck Vectors Semiconductor ETF | 48.30% | 1.03% | 16.14% | 65.88% | 34.33% | 29.27% |
Monthly Returns
The table below presents the monthly returns of ETFs, 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 | 1.36% | 9.32% | 7.48% | -3.00% | 4.75% | 0.58% | 2.86% | 0.66% | 3.72% | 2.55% | 39.01% | ||
| 2023 | 11.25% | -2.41% | 8.37% | 1.21% | -0.45% | 3.46% | 1.79% | -2.42% | -2.82% | 6.52% | 6.25% | 4.44% | 39.95% |
| 2022 | -4.94% | 2.69% | 2.68% | -7.49% | -2.64% | -8.59% | 5.19% | -5.10% | -5.37% | 3.37% | 3.32% | -1.92% | -18.34% |
| 2021 | 0.73% | 5.60% | 7.96% | 3.08% | -1.86% | -2.60% | 4.31% | 3.75% | -4.34% | 9.54% | -1.67% | -0.86% | 25.10% |
| 2020 | 6.31% | -4.70% | -9.46% | 12.46% | 4.53% | 1.93% | 9.82% | 3.08% | -4.38% | 3.36% | 10.87% | 15.16% | 56.99% |
| 2019 | 3.31% | 3.04% | 1.22% | 6.72% | 9.05% | 13.87% | 0.14% | 1.22% | -1.61% | 3.31% | -2.54% | 2.20% | 46.52% |
| 2018 | -1.13% | -1.77% | -4.77% | 4.52% | -3.01% | -3.83% | 4.23% | -1.01% | -1.06% | -3.14% | -4.65% | -2.08% | -16.77% |
| 2017 | 2.70% | 5.93% | -1.39% | 4.94% | 13.82% | 2.10% | 4.40% | 11.84% | -2.32% | 8.96% | 13.22% | 10.24% | 102.93% |
| 2016 | -2.53% | 6.50% | 1.52% | 2.72% | 2.11% | 7.26% | 1.43% | -1.49% | 1.39% | 0.87% | -0.07% | 5.80% | 28.09% |
| 2015 | -3.79% | 2.26% | -2.02% | -0.14% | 0.79% | 0.60% | -0.01% | -4.49% | -0.95% | 9.45% | 1.90% | 2.02% | 5.05% |
| 2014 | 0.87% | -1.57% | -2.49% | -0.01% | 5.61% | 3.37% | -3.14% | -0.80% | -4.88% | -2.18% | 2.82% | -1.80% | -4.60% |
| 2013 | 9.03% | 10.29% | 56.88% | 6.05% | -2.19% | -8.91% | 5.93% | 4.96% | -0.46% | 9.53% | 92.61% | -19.42% | 235.35% |
Expense Ratio
ETFs has an expense ratio of 0.22%, 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 ETFs is 36, 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 | |
|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 1.88 | 2.56 | 1.34 | 1.44 | 11.11 |
IGM iShares Expanded Tech Sector ETF | 1.30 | 1.78 | 1.24 | 0.60 | 5.96 |
OEF iShares S&P 100 ETF | 2.14 | 2.81 | 1.39 | 1.00 | 11.87 |
IAU iShares Gold Trust | 2.83 | 3.63 | 1.48 | 2.84 | 19.64 |
BTC-USD Bitcoin | 0.78 | 1.43 | 1.14 | 0.59 | 3.18 |
IGSB iShares Short-Term Corporate Bond ETF | 2.91 | 4.48 | 1.58 | 0.97 | 16.07 |
SMH VanEck Vectors Semiconductor ETF | 0.71 | 1.14 | 1.15 | 0.33 | 2.49 |
Dividends
Dividend yield
ETFs provided a 0.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.74% | 0.76% | 0.83% | 0.68% | 0.81% | 1.19% | 1.11% | 0.86% | 0.85% | 0.96% | 0.78% | 0.82% |
| Portfolio components: | ||||||||||||
IAK iShares U.S. Insurance ETF | 1.21% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.14% |
IGM iShares Expanded Tech Sector ETF | 0.31% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% | 0.78% |
OEF iShares S&P 100 ETF | 0.99% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGSB iShares Short-Term Corporate Bond ETF | 3.90% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% | 1.17% |
SMH VanEck Vectors Semiconductor ETF | 0.40% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 ETFs. 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 ETFs was 48.11%, occurring on Nov 25, 2011. Recovery took 470 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.11% | Jun 10, 2011 | 169 | Nov 25, 2011 | 470 | Mar 9, 2013 | 639 |
| -32.65% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1100 | Dec 22, 2016 | 1114 |
| -29.45% | Dec 17, 2017 | 374 | Dec 25, 2018 | 179 | Jun 22, 2019 | 553 |
| -27.47% | Nov 9, 2021 | 341 | Oct 15, 2022 | 396 | Nov 15, 2023 | 737 |
| -25.94% | Apr 11, 2013 | 7 | Apr 17, 2013 | 204 | Nov 7, 2013 | 211 |
Volatility
Volatility Chart
The current ETFs volatility is 3.74%, 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
| IAU | BTC-USD | IGSB | IAK | SMH | IGM | OEF | |
|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.05 | 0.27 | -0.03 | 0.02 | 0.04 | 0.03 |
| BTC-USD | 0.05 | 1.00 | 0.04 | 0.06 | 0.10 | 0.10 | 0.09 |
| IGSB | 0.27 | 0.04 | 1.00 | -0.02 | 0.06 | 0.10 | 0.09 |
| IAK | -0.03 | 0.06 | -0.02 | 1.00 | 0.42 | 0.47 | 0.63 |
| SMH | 0.02 | 0.10 | 0.06 | 0.42 | 1.00 | 0.80 | 0.69 |
| IGM | 0.04 | 0.10 | 0.10 | 0.47 | 0.80 | 1.00 | 0.84 |
| OEF | 0.03 | 0.09 | 0.09 | 0.63 | 0.69 | 0.84 | 1.00 |