IRA SOM CHASE
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 23% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 8.79% |
PANW Palo Alto Networks, Inc. | Technology | 12.16% |
QQQ Invesco QQQ | Large Cap Blend Equities | 12.29% |
VFMF Vanguard U.S. Multifactor ETF | Multi-factor | 26.90% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 16.86% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IRA SOM CHASE, 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 Feb 15, 2018, corresponding to the inception date of VFMF
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.86% | 9.73% | 23.86% | 13.86% | 10.83% |
IRA SOM CHASE | 21.95% | 3.72% | 12.96% | 33.39% | 22.42% | N/A |
Portfolio components: | ||||||
VFMF Vanguard U.S. Multifactor ETF | 13.21% | -1.01% | 7.47% | 22.64% | 13.95% | N/A |
BRK-B Berkshire Hathaway Inc. | 31.32% | 6.14% | 14.40% | 29.72% | 18.20% | 13.08% |
VOOG Vanguard S&P 500 Growth ETF | 23.48% | 4.24% | 12.07% | 29.11% | 16.72% | 14.52% |
QQQ Invesco QQQ | 15.43% | 3.02% | 7.68% | 25.94% | 21.11% | 17.80% |
PANW Palo Alto Networks, Inc. | 18.84% | 10.37% | 12.84% | 47.31% | 38.97% | 28.66% |
DHI D.R. Horton, Inc. | 23.66% | 3.73% | 25.51% | 58.30% | 31.86% | 25.44% |
Monthly Returns
The table below presents the monthly returns of IRA SOM CHASE, 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 | 3.90% | 3.91% | 2.38% | -4.83% | 4.47% | 2.71% | 5.26% | 21.95% | |||||
2023 | 6.62% | 0.63% | 2.90% | 1.53% | 1.74% | 9.53% | 3.14% | -1.07% | -4.16% | -2.23% | 10.82% | 5.12% | 39.11% |
2022 | -5.11% | 1.07% | 3.69% | -9.24% | -0.51% | -9.82% | 10.15% | -3.07% | -8.19% | 9.28% | 5.66% | -6.03% | -13.87% |
2021 | 1.15% | 3.27% | 4.14% | 6.44% | 1.73% | 0.35% | 2.17% | 4.61% | -4.06% | 6.58% | 0.95% | 4.65% | 36.48% |
2020 | 0.85% | -10.09% | -14.97% | 13.83% | 7.27% | 0.82% | 8.62% | 7.62% | -2.96% | -4.35% | 14.36% | 5.12% | 23.80% |
2019 | 7.54% | 3.78% | 0.83% | 4.82% | -8.66% | 6.06% | 1.92% | -2.28% | 2.09% | 3.17% | 3.30% | 2.10% | 26.43% |
2018 | 0.72% | -0.85% | 0.30% | 2.83% | -0.74% | 3.13% | 5.76% | -0.39% | -9.12% | 1.54% | -6.71% | -4.39% |
Expense Ratio
IRA SOM CHASE has an expense ratio of 0.09%, 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 risk-adjusted rank of IRA SOM CHASE is 87, placing it in the top 13% 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 | |
---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.51 | 2.15 | 1.26 | 2.29 | 6.69 |
BRK-B Berkshire Hathaway Inc. | 2.39 | 3.22 | 1.40 | 2.94 | 8.65 |
VOOG Vanguard S&P 500 Growth ETF | 1.84 | 2.49 | 1.33 | 1.42 | 8.76 |
QQQ Invesco QQQ | 1.55 | 2.12 | 1.27 | 1.93 | 7.28 |
PANW Palo Alto Networks, Inc. | 1.13 | 1.46 | 1.26 | 1.63 | 3.45 |
DHI D.R. Horton, Inc. | 1.81 | 2.46 | 1.33 | 2.64 | 7.26 |
Dividends
Dividend yield
IRA SOM CHASE granted a 0.66% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IRA SOM CHASE | 0.66% | 0.81% | 0.94% | 0.58% | 0.73% | 0.84% | 0.80% | 0.40% | 0.49% | 0.46% | 0.46% | 0.43% |
Portfolio components: | ||||||||||||
VFMF Vanguard U.S. Multifactor ETF | 1.51% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.72% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHI D.R. Horton, Inc. | 0.64% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
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 IRA SOM CHASE. 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 IRA SOM CHASE was 36.06%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current IRA SOM CHASE drawdown is 0.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
-22.62% | Mar 30, 2022 | 55 | Jun 16, 2022 | 243 | Jun 6, 2023 | 298 |
-20.93% | Sep 21, 2018 | 65 | Dec 24, 2018 | 85 | Apr 29, 2019 | 150 |
-10.76% | Dec 30, 2021 | 38 | Feb 23, 2022 | 22 | Mar 25, 2022 | 60 |
-9.31% | May 6, 2019 | 20 | Jun 3, 2019 | 101 | Oct 24, 2019 | 121 |
Volatility
Volatility Chart
The current IRA SOM CHASE volatility is 6.12%, 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
DHI | PANW | BRK-B | VFMF | QQQ | VOOG | |
---|---|---|---|---|---|---|
DHI | 1.00 | 0.27 | 0.34 | 0.54 | 0.45 | 0.47 |
PANW | 0.27 | 1.00 | 0.26 | 0.42 | 0.60 | 0.58 |
BRK-B | 0.34 | 0.26 | 1.00 | 0.70 | 0.50 | 0.56 |
VFMF | 0.54 | 0.42 | 0.70 | 1.00 | 0.68 | 0.73 |
QQQ | 0.45 | 0.60 | 0.50 | 0.68 | 1.00 | 0.97 |
VOOG | 0.47 | 0.58 | 0.56 | 0.73 | 0.97 | 1.00 |