Lt-dev
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lt-dev, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| Lt-dev | 11.06% | 2.44% | 6.67% | 19.61% | N/A | N/A |
| Portfolio components: | ||||||
FDVV Fidelity High Dividend ETF | 16.19% | 3.95% | 10.40% | 24.50% | 14.07% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 9.76% | 6.34% | 6.03% | 18.89% | 14.87% | 12.98% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 17.80% | 4.00% | 6.77% | 25.20% | 15.28% | 14.10% |
GLD SPDR Gold Trust | 20.64% | 4.57% | 14.38% | 29.55% | 10.22% | 6.69% |
GDX VanEck Vectors Gold Miners ETF | 17.12% | 4.64% | 22.54% | 30.54% | 6.32% | 4.98% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.72% | 0.48% | 2.68% | 5.45% | N/A | N/A |
XME SPDR S&P Metals & Mining ETF | -9.10% | -3.27% | -7.14% | 5.73% | 17.82% | 4.33% |
INDA iShares MSCI India ETF | 15.78% | 2.26% | 8.09% | 26.85% | 13.63% | 7.38% |
Monthly Returns
The table below presents the monthly returns of Lt-dev, 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 | 0.01% | 1.97% | 3.60% | -0.75% | 3.75% | 1.14% | 3.27% | 0.96% | 11.06% | ||||
| 2023 | 4.84% | -3.23% | 2.29% | 1.12% | -1.20% | 4.71% | 3.09% | -1.73% | -2.26% | -1.48% | 6.45% | 4.45% | 17.77% |
| 2022 | -2.22% | 1.63% | 4.70% | -5.22% | -1.62% | -7.02% | 6.23% | -1.87% | -6.65% | 5.13% | 6.47% | -3.94% | -5.60% |
| 2021 | -1.33% | 2.67% | 4.04% | 2.02% | 4.68% | -1.11% | 1.77% | 2.18% | -2.89% | 3.46% | -1.48% | 3.51% | 18.59% |
| 2020 | 0.62% | 2.97% | 5.67% | 4.36% | -2.58% | -1.03% | 8.27% | 6.04% | 26.48% |
Expense Ratio
Lt-dev features an expense ratio of 0.32%, falling within the medium range. 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 risk-adjusted rank of Lt-dev is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FDVV Fidelity High Dividend ETF | 2.13 | 2.98 | 1.38 | 2.36 | 10.29 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.38 | 1.98 | 1.25 | 1.21 | 5.31 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.48 | 2.02 | 1.27 | 1.18 | 7.17 |
GLD SPDR Gold Trust | 2.07 | 2.91 | 1.37 | 2.30 | 12.34 |
GDX VanEck Vectors Gold Miners ETF | 0.94 | 1.45 | 1.17 | 0.75 | 3.97 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.73 | — | — | — | — |
XME SPDR S&P Metals & Mining ETF | 0.20 | 0.43 | 1.05 | 0.20 | 0.76 |
INDA iShares MSCI India ETF | 2.02 | 2.54 | 1.40 | 2.38 | 14.93 |
Dividends
Dividend yield
Lt-dev granted a 1.95% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Lt-dev | 1.95% | 2.15% | 1.45% | 2.14% | 1.05% | 1.53% | 1.57% | 1.35% | 0.79% | 0.89% | 0.65% | 0.50% |
| Portfolio components: | ||||||||||||
FDVV Fidelity High Dividend ETF | 2.93% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.78% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
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% |
GLD SPDR 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% |
GDX VanEck Vectors Gold Miners ETF | 1.38% | 1.61% | 1.66% | 1.67% | 0.53% | 0.65% | 0.50% | 0.76% | 0.26% | 0.85% | 0.66% | 0.90% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XME SPDR S&P Metals & Mining ETF | 0.85% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
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 Lt-dev. 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 Lt-dev was 17.17%, occurring on Oct 14, 2022. Recovery took 197 trading sessions.
The current Lt-dev drawdown is 3.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.17% | Apr 5, 2022 | 134 | Oct 14, 2022 | 197 | Jul 31, 2023 | 331 |
| -6.47% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
| -6.42% | Jan 13, 2022 | 10 | Jan 27, 2022 | 34 | Mar 17, 2022 | 44 |
| -6.16% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.9% | Aug 1, 2023 | 62 | Oct 26, 2023 | 22 | Nov 28, 2023 | 84 |
Volatility
Volatility Chart
The current Lt-dev volatility is 3.47%, 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
| SGOV | GLD | INDA | GDX | SPYG | XME | MOAT | FDVV | |
|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | -0.01 | 0.01 | 0.00 | -0.04 | -0.00 | -0.01 |
| GLD | 0.00 | 1.00 | 0.22 | 0.79 | 0.14 | 0.35 | 0.18 | 0.19 |
| INDA | -0.01 | 0.22 | 1.00 | 0.31 | 0.54 | 0.43 | 0.53 | 0.55 |
| GDX | 0.01 | 0.79 | 0.31 | 1.00 | 0.29 | 0.52 | 0.32 | 0.36 |
| SPYG | 0.00 | 0.14 | 0.54 | 0.29 | 1.00 | 0.46 | 0.79 | 0.75 |
| XME | -0.04 | 0.35 | 0.43 | 0.52 | 0.46 | 1.00 | 0.63 | 0.71 |
| MOAT | -0.00 | 0.18 | 0.53 | 0.32 | 0.79 | 0.63 | 1.00 | 0.88 |
| FDVV | -0.01 | 0.19 | 0.55 | 0.36 | 0.75 | 0.71 | 0.88 | 1.00 |