newbud23
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in newbud23, 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 Oct 28, 2021, corresponding to the inception date of QQMG
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% |
| newbud23 | 13.37% | -3.33% | 10.25% | 28.71% | N/A | N/A |
| Portfolio components: | ||||||
VV Vanguard Large-Cap ETF | 13.95% | -1.40% | 11.02% | 20.94% | 14.02% | 12.51% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
VOOG Vanguard S&P 500 Growth ETF | 18.81% | -4.35% | 13.81% | 25.28% | 15.19% | 14.30% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.86% |
DELL Dell Technologies Inc. | 47.39% | -19.11% | 33.28% | 111.11% | 33.64% | N/A |
WIT Wipro Limited | 8.31% | 2.56% | 5.24% | 23.87% | 8.13% | 3.53% |
CAT Caterpillar Inc. | 17.89% | 5.81% | 15.87% | 35.64% | 23.82% | 15.83% |
PLAY Dave & Buster's Entertainment, Inc. | -34.56% | -6.67% | -31.37% | -21.23% | -2.30% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
QQMG Invesco ESG NASDAQ 100 ETF | 13.65% | -4.82% | 8.70% | 24.09% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of newbud23, 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 | 1.87% | 7.70% | 3.33% | -4.13% | 4.94% | 3.46% | 13.37% | ||||||
| 2023 | 8.54% | -2.28% | 2.79% | 1.45% | 1.70% | 11.11% | 3.22% | -1.19% | -1.96% | -4.17% | 10.90% | 8.85% | 44.56% |
| 2022 | -6.74% | -2.67% | 6.47% | -10.17% | -2.47% | -10.03% | 9.88% | -4.22% | -11.72% | 11.56% | 5.85% | -7.54% | -22.72% |
| 2021 | -0.17% | -0.39% | 5.52% | 4.93% |
Expense Ratio
newbud23 has an expense ratio of 0.06%, 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 newbud23 is 71, 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 | |
|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 1.71 | 2.40 | 1.30 | 1.57 | 6.90 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VOOG Vanguard S&P 500 Growth ETF | 1.62 | 2.24 | 1.29 | 1.16 | 8.83 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
DELL Dell Technologies Inc. | 1.87 | 2.91 | 1.40 | 2.89 | 10.17 |
WIT Wipro Limited | 0.73 | 1.27 | 1.18 | 0.43 | 2.36 |
CAT Caterpillar Inc. | 1.28 | 1.85 | 1.24 | 1.58 | 4.11 |
PLAY Dave & Buster's Entertainment, Inc. | -0.55 | -0.59 | 0.93 | -0.48 | -1.11 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
QQMG Invesco ESG NASDAQ 100 ETF | 1.35 | 1.88 | 1.24 | 1.87 | 6.87 |
Dividends
Dividend yield
newbud23 granted a 0.83% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| newbud23 | 0.83% | 0.95% | 1.27% | 0.62% | 0.81% | 1.07% | 1.17% | 0.94% | 1.27% | 1.51% | 1.61% | 1.13% |
| Portfolio components: | ||||||||||||
VV Vanguard Large-Cap ETF | 1.34% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOG Vanguard S&P 500 Growth ETF | 0.75% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
DELL Dell Technologies Inc. | 1.46% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WIT Wipro Limited | 0.20% | 0.22% | 1.69% | 0.14% | 0.25% | 0.28% | 0.30% | 0.27% | 0.91% | 2.20% | 5.25% | 1.27% |
CAT Caterpillar Inc. | 1.54% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
PLAY Dave & Buster's Entertainment, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.53% | 1.15% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
QQMG Invesco ESG NASDAQ 100 ETF | 0.55% | 0.60% | 0.82% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the newbud23. 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 newbud23 was 30.23%, occurring on Sep 30, 2022. Recovery took 286 trading sessions.
The current newbud23 drawdown is 7.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.23% | Jan 5, 2022 | 186 | Sep 30, 2022 | 286 | Nov 20, 2023 | 472 |
| -8.2% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -7.78% | Apr 4, 2024 | 12 | Apr 19, 2024 | 18 | May 15, 2024 | 30 |
| -4.84% | Nov 9, 2021 | 16 | Dec 1, 2021 | 5 | Dec 8, 2021 | 21 |
| -3.93% | Dec 9, 2021 | 8 | Dec 20, 2021 | 2 | Dec 22, 2021 | 10 |
Volatility
Volatility Chart
The current newbud23 volatility is 5.49%, 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
| PLAY | CAT | WIT | DELL | AAPL | QQMG | QQQ | VOOG | VOO | VV | |
|---|---|---|---|---|---|---|---|---|---|---|
| PLAY | 1.00 | 0.39 | 0.30 | 0.32 | 0.32 | 0.40 | 0.42 | 0.41 | 0.47 | 0.47 |
| CAT | 0.39 | 1.00 | 0.35 | 0.41 | 0.32 | 0.42 | 0.42 | 0.46 | 0.56 | 0.55 |
| WIT | 0.30 | 0.35 | 1.00 | 0.31 | 0.41 | 0.50 | 0.51 | 0.51 | 0.53 | 0.54 |
| DELL | 0.32 | 0.41 | 0.31 | 1.00 | 0.41 | 0.56 | 0.55 | 0.57 | 0.58 | 0.57 |
| AAPL | 0.32 | 0.32 | 0.41 | 0.41 | 1.00 | 0.80 | 0.80 | 0.81 | 0.77 | 0.77 |
| QQMG | 0.40 | 0.42 | 0.50 | 0.56 | 0.80 | 1.00 | 0.99 | 0.97 | 0.93 | 0.93 |
| QQQ | 0.42 | 0.42 | 0.51 | 0.55 | 0.80 | 0.99 | 1.00 | 0.98 | 0.94 | 0.95 |
| VOOG | 0.41 | 0.46 | 0.51 | 0.57 | 0.81 | 0.97 | 0.98 | 1.00 | 0.97 | 0.97 |
| VOO | 0.47 | 0.56 | 0.53 | 0.58 | 0.77 | 0.93 | 0.94 | 0.97 | 1.00 | 1.00 |
| VV | 0.47 | 0.55 | 0.54 | 0.57 | 0.77 | 0.93 | 0.95 | 0.97 | 1.00 | 1.00 |