SP500 + SMH
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 10% |
COST Costco Wholesale Corporation | Consumer Defensive | 10% |
MSFT Microsoft Corporation | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SP500 + SMH, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the SP500 + SMH returned 39.32% Year-To-Date and 30.18% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| SP500 + SMH | 39.32% | 0.14% | 11.75% | 65.35% | 36.24% | 30.08% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.63% | 13.11% |
SMH VanEck Vectors Semiconductor ETF | 36.04% | -1.86% | 4.51% | 68.59% | 34.87% | 28.26% |
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
COST Costco Wholesale Corporation | 38.02% | 3.35% | 23.81% | 67.12% | 28.07% | 24.33% |
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
Monthly Returns
The table below presents the monthly returns of SP500 + SMH, 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 | 5.95% | 10.96% | 4.64% | -4.11% | 11.83% | 7.68% | -2.83% | 1.32% | 39.32% | ||||
| 2023 | 14.00% | 1.95% | 10.18% | -1.02% | 11.55% | 6.57% | 4.32% | -1.63% | -6.08% | -2.26% | 12.59% | 6.72% | 70.56% |
| 2022 | -9.06% | -2.36% | 4.17% | -13.59% | 0.53% | -11.32% | 14.50% | -7.71% | -12.45% | 5.33% | 13.13% | -9.47% | -28.90% |
| 2021 | 0.97% | 2.41% | 1.85% | 4.24% | 1.59% | 7.46% | 2.42% | 4.85% | -5.29% | 9.79% | 9.45% | 1.83% | 49.15% |
| 2020 | 0.68% | -4.23% | -7.84% | 12.88% | 6.58% | 6.93% | 8.35% | 10.22% | -2.49% | -1.98% | 13.16% | 4.44% | 54.21% |
| 2019 | 7.98% | 5.63% | 5.69% | 6.41% | -11.97% | 11.30% | 4.43% | -0.62% | 2.99% | 6.56% | 4.74% | 8.02% | 61.98% |
| 2018 | 8.83% | -0.53% | -2.80% | -2.39% | 7.76% | -1.70% | 3.81% | 6.55% | -0.59% | -10.05% | -1.54% | -9.01% | -3.61% |
| 2017 | 3.27% | 3.31% | 2.67% | 0.76% | 8.65% | -3.57% | 4.37% | 3.13% | 2.87% | 7.54% | 1.45% | 0.13% | 39.88% |
| 2016 | -6.23% | 0.44% | 9.06% | -4.80% | 8.44% | 0.04% | 10.06% | 2.76% | 3.54% | -0.53% | 5.56% | 4.95% | 36.87% |
| 2015 | -2.99% | 8.43% | -2.69% | 2.41% | 3.40% | -6.34% | -0.43% | -3.53% | 1.20% | 10.34% | 3.14% | -0.79% | 11.41% |
| 2014 | -3.62% | 6.29% | 2.14% | 0.82% | 3.37% | 3.24% | -0.56% | 6.00% | -0.87% | 2.83% | 6.55% | -1.34% | 27.14% |
| 2013 | 2.63% | 1.55% | 2.10% | 4.67% | 3.41% | -2.35% | 3.52% | -0.84% | 4.09% | 3.79% | 3.17% | 2.61% | 32.05% |
Expense Ratio
SP500 + SMH has an expense ratio of 0.15%, 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 SP500 + SMH is 71, 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 | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
COST Costco Wholesale Corporation | 3.34 | 3.93 | 1.59 | 6.38 | 16.79 |
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
Dividends
Dividend yield
SP500 + SMH granted a 0.76% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SP500 + SMH | 0.76% | 0.94% | 1.55% | 0.83% | 1.36% | 3.11% | 2.42% | 2.34% | 1.63% | 3.08% | 1.98% | 2.38% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
COST Costco Wholesale Corporation | 2.13% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% |
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 SP500 + SMH. 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 SP500 + SMH was 37.87%, occurring on Oct 14, 2022. Recovery took 155 trading sessions.
The current SP500 + SMH drawdown is 7.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.87% | Dec 28, 2021 | 202 | Oct 14, 2022 | 155 | May 30, 2023 | 357 |
| -29.92% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -25.66% | Sep 5, 2018 | 77 | Dec 24, 2018 | 70 | Apr 5, 2019 | 147 |
| -21.09% | Feb 18, 2011 | 127 | Aug 19, 2011 | 105 | Jan 20, 2012 | 232 |
| -17.55% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current SP500 + SMH volatility is 8.71%, 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
| COST | AAPL | NVDA | MSFT | SMH | VOO | |
|---|---|---|---|---|---|---|
| COST | 1.00 | 0.37 | 0.35 | 0.45 | 0.41 | 0.56 |
| AAPL | 0.37 | 1.00 | 0.48 | 0.55 | 0.56 | 0.63 |
| NVDA | 0.35 | 0.48 | 1.00 | 0.55 | 0.77 | 0.60 |
| MSFT | 0.45 | 0.55 | 0.55 | 1.00 | 0.63 | 0.72 |
| SMH | 0.41 | 0.56 | 0.77 | 0.63 | 1.00 | 0.76 |
| VOO | 0.56 | 0.63 | 0.60 | 0.72 | 0.76 | 1.00 |