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newbud23
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VV 10%VOO 10%VOOG 10%AAPL 10%DELL 10%WIT 10%CAT 10%PLAY 10%QQQ 10%QQMG 10%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc
Technology
10%
CAT
Caterpillar Inc.
Industrials
10%
DELL
Dell Technologies Inc.
Technology
10%
PLAY
Dave & Buster's Entertainment, Inc.
Consumer Cyclical
10%
QQMG
Invesco ESG NASDAQ 100 ETF
Large Cap Growth Equities
10%
QQQ
Invesco QQQ
Large Cap Blend Equities
10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
10%
VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities
10%
VV
Vanguard Large-Cap ETF
Large Cap Growth Equities
10%
WIT
Wipro Limited
Technology
10%

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 every 3 months.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
38.31%
26.77%
newbud23
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 28, 2021, corresponding to the inception date of QQMG

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
newbud23-1.73%-3.99%-2.59%19.76%N/AN/A
VV
Vanguard Large-Cap ETF
-0.83%-3.68%4.79%23.70%13.90%13.21%
VOO
Vanguard S&P 500 ETF
-0.91%-3.60%4.42%23.50%13.93%13.27%
VOOG
Vanguard S&P 500 Growth ETF
-0.41%-3.01%5.98%34.25%16.17%15.30%
AAPL
Apple Inc
-5.42%-4.55%2.97%28.02%25.35%25.57%
DELL
Dell Technologies Inc.
-0.41%-3.11%-17.19%46.95%37.39%N/A
WIT
Wipro Limited
-0.56%-4.09%4.76%12.52%13.31%6.02%
CAT
Caterpillar Inc.
-3.24%-7.76%5.40%22.80%21.76%18.26%
PLAY
Dave & Buster's Entertainment, Inc.
-2.95%3.09%-29.75%-42.47%-7.32%-0.64%
QQQ
Invesco QQQ
-0.79%-4.25%2.81%24.57%18.90%18.50%
QQMG
Invesco ESG NASDAQ 100 ETF
-1.12%-4.45%0.85%23.81%N/AN/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.91%8.07%4.51%-3.66%5.38%1.42%-2.85%0.84%3.65%0.07%5.72%-4.64%21.42%
20238.81%-2.48%2.38%1.00%1.25%12.15%3.26%-1.43%-2.22%-4.54%11.21%8.67%43.04%
2022-6.74%-2.69%6.46%-9.88%-2.93%-10.19%10.21%-4.05%-12.10%12.33%5.30%-7.46%-22.77%
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.


Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for QQMG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of newbud23 is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of newbud23 is 1919
Overall Rank
The Sharpe Ratio Rank of newbud23 is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of newbud23 is 1919
Sortino Ratio Rank
The Omega Ratio Rank of newbud23 is 1919
Omega Ratio Rank
The Calmar Ratio Rank of newbud23 is 2222
Calmar Ratio Rank
The Martin Ratio Rank of newbud23 is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for newbud23, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.001.071.77
The chart of Sortino ratio for newbud23, currently valued at 1.55, compared to the broader market-2.000.002.004.001.552.37
The chart of Omega ratio for newbud23, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.201.32
The chart of Calmar ratio for newbud23, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.001.372.65
The chart of Martin ratio for newbud23, currently valued at 4.64, compared to the broader market0.0010.0020.0030.0040.004.6411.13
newbud23
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VV
Vanguard Large-Cap ETF
1.882.501.352.8412.07
VOO
Vanguard S&P 500 ETF
1.922.561.352.8812.38
VOOG
Vanguard S&P 500 Growth ETF
2.032.641.372.8011.03
AAPL
Apple Inc
1.271.891.241.724.48
DELL
Dell Technologies Inc.
0.851.591.211.012.03
WIT
Wipro Limited
0.951.571.220.693.31
CAT
Caterpillar Inc.
0.851.331.171.392.84
PLAY
Dave & Buster's Entertainment, Inc.
-0.79-0.990.88-0.69-1.11
QQQ
Invesco QQQ
1.431.941.261.906.73
QQMG
Invesco ESG NASDAQ 100 ETF
1.321.811.241.786.04

The current newbud23 Sharpe ratio is 1.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.93, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of newbud23 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.07
1.77
newbud23
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

newbud23 provided a 0.78% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.78%0.77%0.97%1.40%0.63%0.83%1.07%1.17%0.94%1.27%1.45%1.97%
VV
Vanguard Large-Cap ETF
1.25%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
VOO
Vanguard S&P 500 ETF
1.26%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VOOG
Vanguard S&P 500 Growth ETF
0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%
AAPL
Apple Inc
0.42%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
DELL
Dell Technologies Inc.
1.49%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WIT
Wipro Limited
0.30%0.30%0.39%3.03%0.28%0.50%0.28%0.30%0.27%0.91%1.65%8.86%
CAT
Caterpillar Inc.
1.54%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
PLAY
Dave & Buster's Entertainment, Inc.
0.00%0.00%0.00%0.00%0.00%0.53%1.15%0.67%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.56%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
QQMG
Invesco ESG NASDAQ 100 ETF
0.50%0.50%0.60%0.83%0.08%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.42%
-4.32%
newbud23
Benchmark (^GSPC)
Portfolio components

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 30.44%, occurring on Sep 30, 2022. Recovery took 293 trading sessions.

The current newbud23 drawdown is 7.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.44%Jan 5, 2022186Sep 30, 2022293Nov 30, 2023479
-15.78%Jul 17, 202416Aug 7, 202450Oct 17, 202466
-8.42%Apr 4, 202412Apr 19, 202418May 15, 202430
-7.42%Nov 27, 202429Jan 10, 2025
-5.65%May 30, 20243Jun 3, 202429Jul 16, 202432

Volatility

Volatility Chart

The current newbud23 volatility is 5.99%, 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%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.99%
4.66%
newbud23
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

PLAYWITCATDELLAAPLQQMGQQQVOOGVOOVV
PLAY1.000.280.390.320.300.390.410.400.460.46
WIT0.281.000.340.290.380.470.480.480.510.52
CAT0.390.341.000.430.310.430.440.470.570.56
DELL0.320.290.431.000.380.580.570.580.590.58
AAPL0.300.380.310.381.000.770.770.770.740.74
QQMG0.390.470.430.580.771.000.990.970.930.93
QQQ0.410.480.440.570.770.991.000.980.940.95
VOOG0.400.480.470.580.770.970.981.000.960.96
VOO0.460.510.570.590.740.930.940.961.001.00
VV0.460.520.560.580.740.930.950.961.001.00
The correlation results are calculated based on daily price changes starting from Oct 29, 2021
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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