Index Portfolio
Asset Allocation
| Position | Category/Sector | Target 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
Performance Chart
Loading data...
The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of May 10, 2025, the Index Portfolio returned -3.92% Year-To-Date and 15.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| Index Portfolio | -3.92% | 8.69% | -4.56% | 10.62% | 16.60% | 15.78% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.65% | 3.09% | 0.00% | 5.48% | 6.39% | 5.77% |
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.77% | 12.35% |
Monthly Returns
The table below presents the monthly returns of Index 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 | 2.22% | -2.25% | -6.80% | 0.80% | 2.35% | -3.92% | |||||||
| 2024 | 1.73% | 4.97% | 1.69% | -4.19% | 5.69% | 5.55% | -0.88% | 1.37% | 2.45% | -0.89% | 5.30% | -0.19% | 24.46% |
| 2023 | 9.44% | -0.86% | 8.07% | 0.67% | 5.95% | 6.13% | 3.60% | -1.44% | -4.86% | -2.02% | 10.24% | 5.26% | 46.59% |
| 2022 | -7.82% | -4.03% | 4.16% | -12.22% | -1.02% | -8.66% | 11.52% | -4.80% | -9.98% | 4.70% | 5.47% | -7.95% | -28.96% |
| 2021 | -0.01% | 0.47% | 2.21% | 5.56% | -0.76% | 5.28% | 2.68% | 3.81% | -5.23% | 7.32% | 1.27% | 1.88% | 26.66% |
| 2020 | 2.27% | -6.17% | -8.63% | 14.17% | 6.12% | 5.22% | 7.05% | 9.61% | -5.11% | -2.74% | 10.87% | 4.56% | 40.33% |
| 2019 | 8.65% | 2.99% | 3.36% | 5.03% | -7.56% | 7.27% | 2.09% | -1.74% | 1.10% | 3.74% | 3.83% | 3.62% | 36.33% |
| 2018 | 7.72% | -1.78% | -3.68% | 0.51% | 4.73% | 0.97% | 2.92% | 5.00% | -0.07% | -7.96% | 0.07% | -8.33% | -1.23% |
| 2017 | 4.30% | 4.13% | 1.58% | 2.29% | 3.24% | -1.63% | 3.53% | 1.65% | 0.24% | 3.94% | 2.09% | 0.73% | 29.22% |
| 2016 | -6.26% | -1.06% | 6.78% | -1.99% | 3.57% | -1.44% | 6.17% | 0.94% | 1.73% | -1.45% | 1.07% | 1.34% | 9.05% |
| 2015 | -2.03% | 6.68% | -2.06% | 1.73% | 1.95% | -2.34% | 3.86% | -6.47% | -2.26% | 10.35% | 0.44% | -1.67% | 7.26% |
| 2014 | -2.15% | 4.93% | -1.91% | -0.03% | 3.94% | 2.78% | 0.59% | 4.65% | -0.92% | 2.45% | 3.95% | -1.89% | 17.19% |
Expense Ratio
Index Portfolio has an expense ratio of 0.19%, 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 Index Portfolio is 34, 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.80 | 1.12 | 1.17 | 0.94 | 4.50 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
Loading data...
Dividends
Dividend yield
Index Portfolio provided a 1.03% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.03% | 0.97% | 1.01% | 1.17% | 0.76% | 0.95% | 1.17% | 1.39% | 1.25% | 1.49% | 1.44% | 1.77% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.43% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.79% | 5.81% | 6.80% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Index 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 Index Portfolio was 32.18%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.
The current Index Portfolio drawdown is 8.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.18% | Dec 28, 2021 | 202 | Oct 14, 2022 | 291 | Dec 12, 2023 | 493 |
| -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 |
| -21.13% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.8% | Nov 4, 2015 | 68 | Feb 11, 2016 | 106 | Jul 14, 2016 | 174 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.65, 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 | ANGL | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.52 | 0.90 | 1.00 | 0.93 |
| ANGL | 0.52 | 1.00 | 0.48 | 0.52 | 0.51 |
| QQQ | 0.90 | 0.48 | 1.00 | 0.90 | 1.00 |
| SPY | 1.00 | 0.52 | 0.90 | 1.00 | 0.93 |
| Portfolio | 0.93 | 0.51 | 1.00 | 0.93 | 1.00 |