Select
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Select, 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) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Select | 14.10% | 2.35% | 6.76% | 27.43% | N/A | N/A |
Portfolio components: | ||||||
VanEck Vectors Morningstar Wide Moat ETF | 12.02% | 2.41% | 7.36% | 25.95% | 14.89% | 13.24% |
SPDR Portfolio S&P 500 Growth ETF | 26.71% | 2.30% | 11.65% | 38.97% | 17.11% | 14.93% |
Fidelity High Dividend ETF | 20.92% | 2.29% | 12.94% | 32.65% | 14.50% | N/A |
CVS Health Corporation | -24.96% | -0.40% | -25.18% | -16.00% | 0.73% | -0.67% |
Global X Cybersecurity ETF | 4.30% | -0.39% | 2.58% | 25.93% | N/A | N/A |
VanEck Vectors Gold Miners ETF | 30.64% | 4.46% | 36.86% | 42.62% | 8.51% | 7.05% |
SPDR Gold Trust | 26.70% | 5.60% | 20.89% | 35.60% | 11.14% | 7.51% |
The Walt Disney Company | 4.31% | 4.26% | -18.72% | 16.29% | -6.40% | 1.52% |
Accenture plc | -3.04% | 1.71% | 0.45% | 8.09% | 13.41% | 17.57% |
CRISPR Therapeutics AG | -23.04% | 1.43% | -32.72% | 5.91% | -0.06% | N/A |
iShares 0-3 Month Treasury Bond ETF | 3.94% | 0.47% | 2.69% | 5.45% | N/A | N/A |
Intel Corporation | -55.96% | 8.66% | -48.16% | -35.03% | -13.29% | -1.82% |
Monthly Returns
The table below presents the monthly returns of Select, 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 | 0.10% | 4.43% | 3.49% | -4.75% | 2.51% | 1.84% | 3.22% | 1.74% | 14.10% | ||||
2023 | 8.02% | -3.72% | 3.68% | 0.86% | 0.24% | 3.85% | 3.93% | -3.06% | -4.23% | -2.15% | 9.75% | 5.21% | 23.43% |
2022 | -4.23% | -0.51% | 3.16% | -8.82% | -0.49% | -7.82% | 8.02% | -3.52% | -8.88% | 5.52% | 6.20% | -5.98% | -17.73% |
2021 | -0.75% | 1.24% | 4.33% | 4.68% | 2.29% | 1.12% | 1.72% | 2.40% | -4.79% | 5.43% | -1.85% | 4.99% | 22.30% |
2020 | 0.53% | 2.40% | 5.17% | 5.53% | -4.57% | -2.69% | 12.08% | 6.36% | 26.47% |
Expense Ratio
Select has an expense ratio of 0.25%, 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 Select is 41, 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 | |
---|---|---|---|---|---|
VanEck Vectors Morningstar Wide Moat ETF | 1.77 | 2.48 | 1.32 | 1.54 | 9.15 |
SPDR Portfolio S&P 500 Growth ETF | 2.16 | 2.85 | 1.39 | 1.75 | 11.06 |
Fidelity High Dividend ETF | 2.70 | 3.72 | 1.49 | 2.99 | 21.11 |
CVS Health Corporation | -0.54 | -0.53 | 0.92 | -0.34 | -0.92 |
Global X Cybersecurity ETF | 1.08 | 1.51 | 1.19 | 0.70 | 3.76 |
VanEck Vectors Gold Miners ETF | 1.20 | 1.77 | 1.21 | 0.98 | 5.27 |
SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
The Walt Disney Company | 0.55 | 0.97 | 1.13 | 0.24 | 1.03 |
Accenture plc | 0.34 | 0.60 | 1.08 | 0.26 | 0.60 |
CRISPR Therapeutics AG | 0.06 | 0.55 | 1.06 | 0.04 | 0.12 |
iShares 0-3 Month Treasury Bond ETF | 22.46 | — | — | — | — |
Intel Corporation | -0.72 | -0.77 | 0.88 | -0.52 | -1.16 |
Dividends
Dividend yield
Select granted a 1.43% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Select | 1.43% | 1.69% | 1.68% | 1.26% | 1.51% | 1.77% | 1.99% | 1.69% | 1.13% | 1.10% | 0.85% | 0.76% |
Portfolio components: | ||||||||||||
VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
SPDR Portfolio S&P 500 Growth ETF | 0.53% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Fidelity High Dividend ETF | 2.82% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% | 0.00% |
CVS Health Corporation | 4.52% | 3.06% | 2.36% | 1.94% | 2.93% | 2.69% | 3.05% | 2.76% | 2.15% | 1.43% | 1.14% | 1.26% |
Global X Cybersecurity ETF | 0.10% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Vectors Gold Miners ETF | 1.23% | 1.61% | 1.66% | 1.67% | 0.53% | 0.65% | 0.50% | 0.76% | 0.26% | 0.85% | 0.66% | 0.90% |
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% |
The Walt Disney Company | 0.80% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
Accenture plc | 1.53% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% | 2.18% | 2.12% |
CRISPR Therapeutics AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares 0-3 Month Treasury Bond ETF | 5.22% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Intel Corporation | 2.29% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
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 Select. 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 Select was 23.87%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current Select drawdown is 0.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-23.87% | Dec 30, 2021 | 200 | Oct 14, 2022 | 295 | Dec 18, 2023 | 495 |
-8.91% | Sep 3, 2020 | 15 | Sep 24, 2020 | 36 | Nov 13, 2020 | 51 |
-7.06% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
-6.93% | Jul 17, 2024 | 16 | Aug 7, 2024 | 10 | Aug 21, 2024 | 26 |
-5.75% | Nov 9, 2021 | 16 | Dec 1, 2021 | 17 | Dec 27, 2021 | 33 |
Volatility
Volatility Chart
The current Select volatility is 3.68%, 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 | CVS | CRSP | GDX | INTC | DIS | BUG | ACN | SPYG | FDVV | MOAT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SGOV | 1.00 | 0.01 | -0.02 | -0.06 | 0.02 | 0.01 | -0.01 | -0.02 | -0.01 | 0.00 | -0.01 | 0.00 |
GLD | 0.01 | 1.00 | 0.02 | 0.08 | 0.79 | 0.15 | 0.09 | 0.17 | 0.13 | 0.15 | 0.19 | 0.18 |
CVS | -0.02 | 0.02 | 1.00 | 0.09 | 0.08 | 0.17 | 0.27 | 0.06 | 0.27 | 0.22 | 0.45 | 0.39 |
CRSP | -0.06 | 0.08 | 0.09 | 1.00 | 0.21 | 0.32 | 0.34 | 0.48 | 0.29 | 0.44 | 0.35 | 0.42 |
GDX | 0.02 | 0.79 | 0.08 | 0.21 | 1.00 | 0.28 | 0.23 | 0.28 | 0.24 | 0.29 | 0.36 | 0.32 |
INTC | 0.01 | 0.15 | 0.17 | 0.32 | 0.28 | 1.00 | 0.41 | 0.46 | 0.45 | 0.59 | 0.57 | 0.60 |
DIS | -0.01 | 0.09 | 0.27 | 0.34 | 0.23 | 0.41 | 1.00 | 0.45 | 0.48 | 0.55 | 0.61 | 0.65 |
BUG | -0.02 | 0.17 | 0.06 | 0.48 | 0.28 | 0.46 | 0.45 | 1.00 | 0.53 | 0.70 | 0.49 | 0.64 |
ACN | -0.01 | 0.13 | 0.27 | 0.29 | 0.24 | 0.45 | 0.48 | 0.53 | 1.00 | 0.69 | 0.64 | 0.70 |
SPYG | 0.00 | 0.15 | 0.22 | 0.44 | 0.29 | 0.59 | 0.55 | 0.70 | 0.69 | 1.00 | 0.75 | 0.79 |
FDVV | -0.01 | 0.19 | 0.45 | 0.35 | 0.36 | 0.57 | 0.61 | 0.49 | 0.64 | 0.75 | 1.00 | 0.88 |
MOAT | 0.00 | 0.18 | 0.39 | 0.42 | 0.32 | 0.60 | 0.65 | 0.64 | 0.70 | 0.79 | 0.88 | 1.00 |