Index Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 5% |
QQQ Invesco QQQ | Large Cap Blend Equities | 75% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
The chart shows the growth of an initial investment of $10,000 in Index 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
Returns
As of Sep 23, 2023, the Index Portfolio returned 29.07% Year-To-Date and 15.77% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| Index Portfolio | -1.52% | 13.65% | 29.07% | 27.42% | 13.61% | 15.75% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -1.54% | 15.45% | 35.00% | 30.79% | 15.06% | 17.37% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | -0.10% | 2.73% | 4.61% | 8.31% | 3.73% | 5.76% |
SPY SPDR S&P 500 ETF | -1.83% | 9.55% | 13.80% | 18.82% | 10.02% | 11.80% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ANGL | QQQ | SPY | |
|---|---|---|---|
| ANGL | 1.00 | 0.47 | 0.51 |
| QQQ | 0.47 | 1.00 | 0.90 |
| SPY | 0.51 | 0.90 | 1.00 |
Dividend yield
Index Portfolio granted a 1.02% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Index Portfolio | 1.02% | 1.18% | 0.78% | 1.00% | 1.25% | 1.52% | 1.40% | 1.69% | 1.69% | 2.10% | 1.77% | 1.99% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.21% | 4.89% | 4.22% | 5.26% | 6.16% | 7.50% | 6.95% | 8.04% | 8.62% | 10.64% | 10.19% | 8.42% |
SPY SPDR S&P 500 ETF | 1.51% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
Expense Ratio
The Index Portfolio features an expense ratio of 0.19%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.18 | ||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.69 | ||||
SPY SPDR S&P 500 ETF | 0.91 |
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 Index Portfolio. 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 Index Portfolio is 32.18%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.18% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -28.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -21.29% | Oct 2, 2018 | 58 | Dec 24, 2018 | 71 | Apr 8, 2019 | 129 |
| -14.8% | Nov 4, 2015 | 68 | Feb 11, 2016 | 106 | Jul 14, 2016 | 174 |
| -13.01% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
Volatility Chart
The current Index Portfolio volatility is 4.19%, 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.