modcon6
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in modcon6, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -2.61% | 8.79% | 12.52% | 14.96% | 0.67% | N/A |
| modcon6 | -1.90% | 5.98% | 10.31% | 12.73% | 0.66% | N/A |
| Portfolio components: | ||||||
DFAT Dimensional U.S. Targeted Value ETF | -3.43% | 6.99% | 4.38% | 13.51% | 1.24% | N/A |
QQQM Invesco NASDAQ 100 ETF | -2.91% | 15.52% | 35.12% | 28.78% | 2.48% | N/A |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 0.49% | 2.58% | 4.04% | 4.65% | 1.52% | N/A |
BND Vanguard Total Bond Market ETF | -0.84% | -3.51% | 0.08% | 0.50% | -5.92% | N/A |
IVV iShares Core S&P 500 ETF | -2.46% | 9.61% | 13.86% | 16.93% | 2.22% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| EMNT | BND | DFAT | QQQM | IVV | |
|---|---|---|---|---|---|
| EMNT | 1.00 | 0.55 | 0.04 | 0.05 | 0.06 |
| BND | 0.55 | 1.00 | 0.04 | 0.17 | 0.14 |
| DFAT | 0.04 | 0.04 | 1.00 | 0.68 | 0.82 |
| QQQM | 0.05 | 0.17 | 0.68 | 1.00 | 0.94 |
| IVV | 0.06 | 0.14 | 0.82 | 0.94 | 1.00 |
Dividend yield
modcon6 granted a 2.29% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| modcon6 | 2.29% | 1.84% | 1.14% | 0.98% | 0.83% | 0.87% | 0.78% | 0.82% | 0.88% | 0.91% | 0.93% | 1.11% |
| Portfolio components: | ||||||||||||
DFAT Dimensional U.S. Targeted Value ETF | 1.49% | 1.35% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.84% | 0.41% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 4.76% | 2.87% | 0.88% | 1.53% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
IVV iShares Core S&P 500 ETF | 1.52% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
Expense Ratio
The modcon6 has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 0.52 | ||||
QQQM Invesco NASDAQ 100 ETF | 1.19 | ||||
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 4.67 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
IVV iShares Core S&P 500 ETF | 0.92 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the modcon6. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the modcon6 is 18.09%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.09% | Nov 8, 2021 | 226 | Sep 30, 2022 | — | — | — |
| -2.66% | Sep 3, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
| -2.63% | Jul 13, 2021 | 5 | Jul 19, 2021 | 8 | Jul 29, 2021 | 13 |
| -1.76% | Jun 16, 2021 | 3 | Jun 18, 2021 | 4 | Jun 24, 2021 | 7 |
| -1.65% | Aug 13, 2021 | 5 | Aug 19, 2021 | 3 | Aug 24, 2021 | 8 |
Volatility Chart
The current modcon6 volatility is 2.47%, 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.