Current portfolio
June 2024 portoflio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EXPN.L Experian plc | Industrials | 60% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 5% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 17, 2025, the Current portfolio returned 13.11% Year-To-Date and 11.43% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Current portfolio | 13.11% | 13.24% | 9.77% | 12.09% | 14.59% | 11.43% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 1.73% | 13.04% | 2.12% | 13.91% | 17.11% | 12.54% |
SCHD Schwab US Dividend Equity ETF | -1.76% | 5.85% | -5.38% | 3.58% | 13.58% | 10.40% |
EXPN.L Experian plc | 21.20% | 13.93% | 14.85% | 10.08% | 12.17% | 10.22% |
Monthly Returns
The table below presents the monthly returns of Current 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.17% | -3.21% | -3.48% | 3.75% | 5.94% | 13.11% | |||||||
| 2024 | 2.12% | 3.23% | 2.60% | -5.86% | 9.82% | 2.09% | 1.50% | 2.42% | 6.02% | -4.70% | 1.27% | -6.74% | 13.23% |
| 2023 | 6.45% | -5.44% | -0.34% | 5.10% | -0.21% | 7.88% | 1.80% | -6.24% | -5.54% | -5.63% | 16.02% | 8.75% | 21.86% |
| 2022 | -11.40% | -4.07% | 0.76% | -8.94% | -2.49% | -10.69% | 14.77% | -9.26% | -5.17% | 7.67% | 8.34% | -3.82% | -24.76% |
| 2021 | -5.03% | -4.21% | 7.03% | 9.21% | 0.02% | 1.02% | 9.45% | 1.11% | -4.82% | 8.34% | -1.53% | 7.59% | 29.91% |
| 2020 | 1.62% | -6.01% | -14.48% | 9.36% | 11.26% | 1.02% | 2.49% | 6.48% | -0.77% | -2.87% | 2.60% | 5.88% | 14.71% |
| 2019 | 4.91% | 3.71% | 3.17% | 5.79% | -0.12% | 2.79% | 0.85% | -0.21% | 3.49% | -0.13% | 4.69% | 2.41% | 35.97% |
| 2018 | 4.69% | -5.81% | -0.60% | 3.94% | 4.99% | 0.95% | 1.07% | 1.96% | 2.13% | -8.91% | 4.18% | -3.55% | 4.02% |
| 2017 | 0.02% | 3.22% | 2.02% | 3.49% | -1.22% | -0.76% | -0.96% | 0.64% | 0.84% | 3.93% | 0.51% | 4.28% | 16.98% |
| 2016 | -4.37% | -1.76% | 7.86% | 1.47% | 2.76% | -0.12% | 3.82% | 1.12% | 0.48% | -3.03% | 0.34% | 2.55% | 11.06% |
| 2015 | 1.45% | 4.96% | -7.11% | 5.40% | 4.31% | -3.53% | 2.64% | -7.82% | -4.59% | 7.48% | 5.19% | -3.37% | 3.44% |
| 2014 | -5.86% | 5.32% | 0.11% | 4.16% | -4.85% | -0.70% | 0.41% | 2.32% | -5.52% | -2.57% | 4.41% | 3.89% | 0.21% |
Expense Ratio
Current portfolio has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current portfolio is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.71 | 1.17 | 1.17 | 0.78 | 2.97 |
SCHD Schwab US Dividend Equity ETF | 0.22 | 0.65 | 1.09 | 0.39 | 1.24 |
EXPN.L Experian plc | 0.38 | 0.74 | 1.10 | 0.42 | 1.17 |
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Dividends
Dividend yield
Current portfolio provided a 0.65% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.65% | 0.63% | 0.69% | 0.77% | 0.58% | 0.71% | 0.82% | 0.89% | 0.76% | 0.86% | 0.90% | 0.79% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 3.91% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
EXPN.L Experian plc | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.03% | 0.01% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Current 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 Current portfolio was 38.82%, occurring on Mar 23, 2020. Recovery took 100 trading sessions.
The current Current portfolio drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 100 | Aug 12, 2020 | 123 |
| -35.15% | Dec 30, 2021 | 121 | Jun 17, 2022 | 491 | May 15, 2024 | 612 |
| -19.2% | Oct 1, 2024 | 133 | Apr 7, 2025 | 24 | May 12, 2025 | 157 |
| -17.1% | May 22, 2015 | 187 | Feb 11, 2016 | 82 | Jun 8, 2016 | 269 |
| -14.19% | Oct 31, 2013 | 246 | Oct 15, 2014 | 79 | Feb 5, 2015 | 325 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.06, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | EXPN.L | SCHD | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.39 | 0.85 | 1.00 | 0.63 |
| EXPN.L | 0.39 | 1.00 | 0.33 | 0.39 | 0.95 |
| SCHD | 0.85 | 0.33 | 1.00 | 0.85 | 0.55 |
| VOO | 1.00 | 0.39 | 0.85 | 1.00 | 0.63 |
| Portfolio | 0.63 | 0.95 | 0.55 | 0.63 | 1.00 |