Greg Simple Index
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 15% |
GOOG Alphabet Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 15% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
SWTSX Schwab Total Stock Market Index Fund | Large Cap Blend Equities | 30% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Greg Simple Index, 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 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Aug 27, 2024, the Greg Simple Index returned 20.19% Year-To-Date and 19.81% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Greg Simple Index | 20.19% | 1.84% | 13.49% | 32.80% | 23.74% | 19.81% |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 36.93% | 28.54% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
VONG Vanguard Russell 1000 Growth ETF | 20.99% | 3.55% | 10.93% | 34.24% | 19.05% | 15.99% |
SWTSX Schwab Total Stock Market Index Fund | 17.53% | 2.65% | 10.65% | 27.76% | 15.01% | 12.22% |
Monthly Returns
The table below presents the monthly returns of Greg Simple Index, 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 | 1.66% | 4.55% | 2.57% | -3.03% | 7.08% | 6.26% | -0.74% | 20.19% | |||||
2023 | 8.65% | -1.46% | 8.53% | 1.79% | 5.43% | 5.56% | 3.29% | -1.73% | -5.43% | -1.04% | 10.65% | 3.99% | 43.89% |
2022 | -6.25% | -3.18% | 3.53% | -10.99% | -0.83% | -8.34% | 11.46% | -5.07% | -10.68% | 5.48% | 6.21% | -7.89% | -25.86% |
2021 | 1.15% | 1.91% | 2.30% | 6.56% | -0.57% | 5.26% | 3.66% | 4.17% | -5.82% | 8.92% | 1.80% | 3.58% | 37.35% |
2020 | 2.63% | -7.41% | -10.16% | 14.15% | 5.57% | 5.93% | 6.99% | 10.37% | -5.74% | -1.60% | 10.89% | 4.95% | 38.93% |
2019 | 7.34% | 4.29% | 3.88% | 5.57% | -8.09% | 7.70% | 4.08% | -1.36% | 2.65% | 4.32% | 4.82% | 5.26% | 47.41% |
2018 | 6.43% | -1.50% | -3.27% | -0.52% | 6.13% | 0.05% | 4.44% | 6.10% | -0.12% | -7.45% | -0.83% | -8.65% | -0.61% |
2017 | 3.14% | 4.45% | 1.89% | 2.15% | 3.56% | -1.89% | 3.07% | 2.81% | 0.74% | 5.97% | 1.95% | 0.80% | 32.44% |
2016 | -4.87% | -1.63% | 8.24% | -4.60% | 4.36% | -1.64% | 7.27% | 1.13% | 1.78% | -0.48% | 1.83% | 2.52% | 13.81% |
2015 | -2.52% | 7.11% | -2.55% | 3.18% | 1.46% | -3.49% | 2.98% | -5.46% | -1.56% | 10.72% | 1.55% | -1.91% | 8.65% |
2014 | -0.20% | 3.72% | 2.79% | -0.13% | 4.76% | -0.86% | 2.33% | 3.87% | -1.97% | 15.00% |
Expense Ratio
Greg Simple Index has an expense ratio of 0.06%, 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 rank of Greg Simple Index is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
VONG Vanguard Russell 1000 Growth ETF | 2.18 | 2.86 | 1.39 | 2.31 | 10.50 |
SWTSX Schwab Total Stock Market Index Fund | 2.27 | 3.09 | 1.41 | 2.08 | 10.36 |
Dividends
Dividend yield
Greg Simple Index granted a 0.78% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Greg Simple Index | 0.78% | 0.88% | 1.25% | 0.90% | 1.09% | 1.80% | 1.99% | 1.63% | 1.85% | 2.26% | 1.85% | 1.91% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.63% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SWTSX Schwab Total Stock Market Index Fund | 1.20% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% | 2.23% | 1.95% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Greg Simple Index. 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 Greg Simple Index was 31.87%, occurring on Mar 23, 2020. Recovery took 64 trading sessions.
The current Greg Simple Index drawdown is 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
-29.84% | Dec 28, 2021 | 216 | Nov 3, 2022 | 259 | Nov 15, 2023 | 475 |
-22.34% | Oct 4, 2018 | 56 | Dec 24, 2018 | 75 | Apr 12, 2019 | 131 |
-13.93% | Dec 7, 2015 | 46 | Feb 11, 2016 | 108 | Jul 18, 2016 | 154 |
-13.68% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility
Volatility Chart
The current Greg Simple Index volatility is 6.51%, 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
AAPL | GOOG | SMH | MSFT | SWTSX | VOO | VONG | |
---|---|---|---|---|---|---|---|
AAPL | 1.00 | 0.58 | 0.61 | 0.62 | 0.67 | 0.69 | 0.75 |
GOOG | 0.58 | 1.00 | 0.58 | 0.69 | 0.68 | 0.70 | 0.75 |
SMH | 0.61 | 0.58 | 1.00 | 0.64 | 0.77 | 0.76 | 0.79 |
MSFT | 0.62 | 0.69 | 0.64 | 1.00 | 0.72 | 0.74 | 0.81 |
SWTSX | 0.67 | 0.68 | 0.77 | 0.72 | 1.00 | 0.99 | 0.93 |
VOO | 0.69 | 0.70 | 0.76 | 0.74 | 0.99 | 1.00 | 0.94 |
VONG | 0.75 | 0.75 | 0.79 | 0.81 | 0.93 | 0.94 | 1.00 |