SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10)
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Bitcoin | 10% | |
Invesco QQQ | Large Cap Blend Equities | 30% |
Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 30% |
VanEck Vectors Semiconductor ETF | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10), 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 17, 2024, the SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) returned 26.92% Year-To-Date and 29.15% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) | 26.92% | -1.57% | 6.94% | 49.72% | 29.53% | 29.15% |
Portfolio components: | ||||||
Schwab U.S. Large-Cap Growth ETF | 22.46% | 0.36% | 10.84% | 35.07% | 19.48% | 15.98% |
Invesco QQQ | 15.90% | -0.38% | 8.35% | 28.50% | 20.50% | 17.75% |
VanEck Vectors Semiconductor ETF | 33.70% | -5.23% | 7.11% | 60.21% | 33.92% | 27.91% |
Bitcoin | 40.03% | -0.50% | -12.38% | 123.04% | 42.15% | 65.04% |
Monthly Returns
The table below presents the monthly returns of SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10), 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 | 3.29% | 12.22% | 4.83% | -5.48% | 8.46% | 5.97% | -2.04% | -0.49% | 26.92% | ||||
2023 | 15.20% | -0.16% | 10.91% | -0.96% | 8.38% | 6.70% | 3.47% | -2.61% | -5.03% | 0.54% | 11.99% | 7.23% | 68.80% |
2022 | -10.23% | -2.26% | 3.55% | -14.20% | -0.95% | -13.44% | 14.36% | -7.40% | -10.62% | 3.75% | 7.23% | -8.30% | -35.47% |
2021 | 2.41% | 6.06% | 5.74% | 3.79% | -3.41% | 5.10% | 3.81% | 4.76% | -5.76% | 11.23% | 3.02% | -0.79% | 40.99% |
2020 | 3.89% | -5.89% | -11.54% | 16.62% | 6.72% | 5.07% | 9.51% | 8.11% | -3.89% | 1.11% | 17.17% | 11.63% | 70.20% |
2019 | 7.90% | 5.00% | 3.43% | 8.84% | -1.63% | 13.75% | 2.56% | -1.95% | 0.57% | 5.48% | 1.94% | 5.62% | 63.92% |
2018 | 4.36% | -1.12% | -5.14% | 1.58% | 3.20% | -1.99% | 4.77% | 2.89% | -1.19% | -9.24% | -2.60% | -7.86% | -12.75% |
2017 | 3.84% | 5.47% | 1.06% | 4.16% | 12.84% | -0.05% | 5.04% | 8.75% | 0.29% | 10.03% | 9.20% | 6.94% | 91.40% |
2016 | -7.64% | 1.76% | 6.37% | -1.75% | 6.40% | 2.15% | 6.29% | 1.03% | 2.90% | -0.23% | 2.89% | 4.77% | 26.88% |
2015 | -5.37% | 7.98% | -2.21% | 0.28% | 3.30% | -2.63% | 1.75% | -7.39% | -1.31% | 11.75% | 3.46% | 0.59% | 9.00% |
2014 | -1.20% | 1.10% | -0.95% | -0.90% | 7.32% | 3.76% | -1.25% | 2.79% | -2.42% | 0.55% | 5.78% | -1.98% | 12.74% |
2013 | 8.68% | 8.50% | 39.41% | 7.72% | 1.81% | -4.98% | 5.30% | 1.19% | 4.55% | 9.07% | 64.01% | -13.09% | 196.70% |
Expense Ratio
SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) has an expense ratio of 0.18%, 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 SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) is 29, 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 | |
---|---|---|---|---|---|
Schwab U.S. Large-Cap Growth ETF | 1.97 | 2.59 | 1.35 | 0.98 | 9.98 |
Invesco QQQ | 1.40 | 1.92 | 1.25 | 0.58 | 6.18 |
VanEck Vectors Semiconductor ETF | 1.50 | 2.02 | 1.26 | 0.92 | 6.15 |
Bitcoin | 0.72 | 1.36 | 1.14 | 0.34 | 3.16 |
Dividends
Dividend yield
SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) granted a 0.44% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) | 0.44% | 0.50% | 1.12% | 0.56% | 0.74% | 2.27% | 1.78% | 1.41% | 1.18% | 1.95% | 1.44% | 1.56% |
Portfolio components: | ||||||||||||
Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10). 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 SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) was 46.92%, occurring on Oct 3, 2011. Recovery took 520 trading sessions.
The current SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) drawdown is 7.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-46.92% | Jun 10, 2011 | 116 | Oct 3, 2011 | 520 | Mar 6, 2013 | 636 |
-41.18% | Nov 21, 2021 | 329 | Oct 15, 2022 | 418 | Dec 7, 2023 | 747 |
-32.41% | Feb 15, 2020 | 31 | Mar 16, 2020 | 81 | Jun 5, 2020 | 112 |
-26.82% | Dec 19, 2017 | 372 | Dec 25, 2018 | 119 | Apr 23, 2019 | 491 |
-24.93% | Dec 5, 2013 | 14 | Dec 18, 2013 | 439 | Mar 2, 2015 | 453 |
Volatility
Volatility Chart
The current SCHG ;QQQ ;SMH; BTC ( IBIT ETF )(30;30;30;10) volatility is 7.82%, 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
BTC-USD | SMH | SCHG | QQQ | |
---|---|---|---|---|
BTC-USD | 1.00 | 0.10 | 0.10 | 0.09 |
SMH | 0.10 | 1.00 | 0.74 | 0.77 |
SCHG | 0.10 | 0.74 | 1.00 | 0.93 |
QQQ | 0.09 | 0.77 | 0.93 | 1.00 |