Mark's #2 Portfolio
Grow your damn money portfolio......
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IWF iShares Russell 1000 Growth ETF | Large Cap Growth Equities | 14.29% |
IYW iShares U.S. Technology ETF | Technology Equities | 14.29% |
PAVE Global X US Infrastructure Development ETF | Utilities Equities | 14.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 14.29% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 14.29% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 14.29% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mark's #2 Portfolio, 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 Mar 8, 2017, corresponding to the inception date of PAVE
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% |
| Mark's #2 Portfolio | 18.83% | -3.26% | 14.35% | 29.32% | 20.66% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
IYW iShares U.S. Technology ETF | 16.59% | -5.24% | 10.60% | 29.18% | 22.69% | 20.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.81% |
IWF iShares Russell 1000 Growth ETF | 15.83% | -4.41% | 11.39% | 26.05% | 17.29% | 15.61% |
PAVE Global X US Infrastructure Development ETF | 11.94% | 4.51% | 12.79% | 21.54% | 19.53% | N/A |
XLG Invesco S&P 500® Top 50 ETF | 18.69% | -3.07% | 13.66% | 26.54% | 15.71% | 12.63% |
Monthly Returns
The table below presents the monthly returns of Mark's #2 Portfolio, 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 | 2.63% | 7.81% | 3.26% | -4.53% | 6.79% | 5.22% | 18.83% | ||||||
| 2023 | 9.79% | -0.53% | 6.39% | -0.27% | 5.90% | 7.33% | 3.78% | -1.34% | -5.62% | -2.43% | 11.21% | 5.86% | 46.20% |
| 2022 | -7.95% | -3.01% | 3.77% | -11.41% | -0.41% | -10.00% | 12.51% | -5.39% | -10.63% | 6.13% | 7.58% | -7.24% | -25.88% |
| 2021 | -0.10% | 3.16% | 3.33% | 4.92% | 0.23% | 4.15% | 2.72% | 3.56% | -5.59% | 8.20% | 1.89% | 2.94% | 32.94% |
| 2020 | 0.51% | -6.99% | -11.90% | 13.79% | 5.99% | 4.74% | 6.49% | 8.88% | -3.63% | -1.61% | 12.52% | 4.57% | 34.57% |
| 2019 | 9.15% | 4.32% | 2.34% | 5.53% | -8.79% | 8.17% | 2.56% | -2.21% | 2.06% | 3.52% | 4.48% | 4.48% | 40.36% |
| 2018 | 6.42% | -2.47% | -2.81% | -1.12% | 5.19% | -0.50% | 3.36% | 4.12% | -0.22% | -9.01% | 1.30% | -8.85% | -5.81% |
| 2017 | 0.84% | 1.16% | 2.41% | -0.72% | 2.49% | 1.45% | 2.53% | 4.27% | 2.12% | 1.25% | 19.21% |
Expense Ratio
Mark's #2 Portfolio has an expense ratio of 0.24%, 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 Mark's #2 Portfolio is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
IYW iShares U.S. Technology ETF | 1.47 | 1.99 | 1.26 | 2.22 | 7.53 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.29 | 1.30 | 1.79 | 9.29 |
IWF iShares Russell 1000 Growth ETF | 1.62 | 2.21 | 1.29 | 1.58 | 8.44 |
PAVE Global X US Infrastructure Development ETF | 1.21 | 1.72 | 1.20 | 1.54 | 4.36 |
XLG Invesco S&P 500® Top 50 ETF | 1.87 | 2.58 | 1.33 | 2.17 | 9.98 |
Dividends
Dividend yield
Mark's #2 Portfolio granted a 0.65% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mark's #2 Portfolio | 0.65% | 0.75% | 1.17% | 0.70% | 0.91% | 1.81% | 1.72% | 1.39% | 1.35% | 1.74% | 1.38% | 1.48% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
IYW iShares U.S. Technology ETF | 0.33% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
IWF iShares Russell 1000 Growth ETF | 0.56% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
PAVE Global X US Infrastructure Development ETF | 0.61% | 0.68% | 0.84% | 0.48% | 0.44% | 0.67% | 0.78% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
XLG Invesco S&P 500® Top 50 ETF | 0.81% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% | 1.97% |
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 Mark's #2 Portfolio. 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 Mark's #2 Portfolio was 33.33%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.
The current Mark's #2 Portfolio drawdown is 6.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -31.98% | Dec 28, 2021 | 202 | Oct 14, 2022 | 197 | Jul 31, 2023 | 399 |
| -22.12% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
| -10.71% | Aug 1, 2023 | 62 | Oct 26, 2023 | 15 | Nov 16, 2023 | 77 |
| -10.55% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 6, 2020 | 46 |
Volatility
Volatility Chart
The current Mark's #2 Portfolio volatility is 6.15%, 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
| PAVE | SMH | IYW | XLG | VOO | SCHG | IWF | |
|---|---|---|---|---|---|---|---|
| PAVE | 1.00 | 0.60 | 0.59 | 0.65 | 0.78 | 0.64 | 0.65 |
| SMH | 0.60 | 1.00 | 0.87 | 0.77 | 0.77 | 0.81 | 0.81 |
| IYW | 0.59 | 0.87 | 1.00 | 0.93 | 0.88 | 0.96 | 0.96 |
| XLG | 0.65 | 0.77 | 0.93 | 1.00 | 0.95 | 0.96 | 0.96 |
| VOO | 0.78 | 0.77 | 0.88 | 0.95 | 1.00 | 0.93 | 0.94 |
| SCHG | 0.64 | 0.81 | 0.96 | 0.96 | 0.93 | 1.00 | 0.99 |
| IWF | 0.65 | 0.81 | 0.96 | 0.96 | 0.94 | 0.99 | 1.00 |