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4ETF Tech Div B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQM 25%SMH 25%SCHD 25%DGRW 25%EquityEquity
PositionCategory/SectorWeight
DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend
25%
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities
25%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
25%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 4ETF Tech Div B, 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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.87%
10.57%
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
20.10%-0.39%11.72%31.44%13.30%10.96%
4ETF Tech Div B23.32%-0.60%10.86%38.17%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
19.63%0.02%11.06%33.56%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
39.96%-1.24%9.92%64.69%32.90%28.58%
SCHD
Schwab US Dividend Equity ETF
13.79%-0.41%10.02%24.58%12.27%11.39%
DGRW
WisdomTree U.S. Dividend Growth Fund
18.42%-0.78%11.02%29.25%14.27%12.85%

Monthly Returns

The table below presents the monthly returns of 4ETF Tech Div B, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.38%6.40%3.91%-4.46%6.20%4.52%0.38%1.32%1.47%-0.89%23.32%
20238.25%-1.14%5.56%-1.10%4.61%5.97%4.05%-1.89%-5.37%-2.88%10.12%6.60%36.39%
2022-6.35%-2.84%2.71%-9.01%2.30%-9.98%9.76%-5.22%-9.94%7.14%9.53%-6.37%-19.39%
20210.38%3.50%4.55%2.55%1.55%2.82%1.66%2.77%-5.04%6.28%2.75%4.28%31.39%
2020-7.02%13.43%4.30%10.00%

Expense Ratio

4ETF Tech Div B has an expense ratio of 0.21%, 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 SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 4ETF Tech Div B is 55, 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.


The Risk-Adjusted Performance Rank of 4ETF Tech Div B is 5555
Combined Rank
The Sharpe Ratio Rank of 4ETF Tech Div B is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of 4ETF Tech Div B is 5050Sortino Ratio Rank
The Omega Ratio Rank of 4ETF Tech Div B is 5252Omega Ratio Rank
The Calmar Ratio Rank of 4ETF Tech Div B is 7070Calmar Ratio Rank
The Martin Ratio Rank of 4ETF Tech Div B is 4646Martin 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.


4ETF Tech Div B
Sharpe ratio
The chart of Sharpe ratio for 4ETF Tech Div B, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for 4ETF Tech Div B, currently valued at 3.53, compared to the broader market-2.000.002.004.006.003.53
Omega ratio
The chart of Omega ratio for 4ETF Tech Div B, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for 4ETF Tech Div B, currently valued at 3.87, compared to the broader market0.002.004.006.008.0010.0012.0014.003.87
Martin ratio
The chart of Martin ratio for 4ETF Tech Div B, currently valued at 15.19, compared to the broader market0.0010.0020.0030.0040.0050.0015.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-2.000.002.004.006.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0040.0050.0018.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQM
Invesco NASDAQ 100 ETF
2.172.851.392.7710.13
SMH
VanEck Vectors Semiconductor ETF
2.122.601.352.948.22
SCHD
Schwab US Dividend Equity ETF
2.523.641.442.6313.95
DGRW
WisdomTree U.S. Dividend Growth Fund
3.094.271.585.2420.17

Sharpe Ratio

The current 4ETF Tech Div B Sharpe ratio is 2.67. 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 2.14 to 2.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 4ETF Tech Div B 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.67
2.88
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

4ETF Tech Div B provided a 1.53% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.53%1.62%2.19%1.50%1.65%2.79%2.31%1.80%1.66%2.36%1.68%1.66%
QQQM
Invesco NASDAQ 100 ETF
0.67%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.54%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.36%
-2.32%
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 4ETF Tech Div B. 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 4ETF Tech Div B was 28.11%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current 4ETF Tech Div B drawdown is 3.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.11%Dec 28, 2021202Oct 14, 2022185Jul 13, 2023387
-11.1%Jul 17, 202416Aug 7, 202444Oct 9, 202460
-11.06%Aug 1, 202363Oct 27, 202329Dec 8, 202392
-7.3%Oct 14, 202011Oct 28, 20206Nov 5, 202017
-7.13%Apr 2, 202414Apr 19, 202418May 15, 202432

Volatility

Volatility Chart

The current 4ETF Tech Div B volatility is 3.92%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.92%
3.23%
4ETF Tech Div B
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.

SCHDSMHQQQMDGRW
SCHD1.000.500.550.86
SMH0.501.000.870.69
QQQM0.550.871.000.80
DGRW0.860.690.801.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020