2023Sept
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2023Sept, 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 Aug 15, 2013, corresponding to the inception date of FNDF
Returns By Period
As of Aug 28, 2024, the 2023Sept returned 15.94% Year-To-Date and 14.48% 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 | 17.24% | 2.35% | 10.30% | 24.34% | 13.87% | 10.83% |
2023Sept | 15.17% | 2.34% | 8.96% | 23.53% | 17.65% | 14.39% |
Portfolio components: | ||||||
SOXX iShares PHLX Semiconductor ETF | 17.91% | 2.41% | 4.17% | 34.68% | 28.43% | 24.13% |
FNDF Schwab Fundamental International Large Company Index ETF | 10.09% | 3.11% | 8.80% | 17.18% | 10.32% | 5.46% |
VOO Vanguard S&P 500 ETF | 18.27% | 3.02% | 10.64% | 25.67% | 15.73% | 12.87% |
SCHD Schwab US Dividend Equity ETF | 11.71% | 0.85% | 9.53% | 16.22% | 13.35% | 11.47% |
QQQ Invesco QQQ | 15.43% | 3.02% | 7.68% | 25.94% | 21.12% | 17.80% |
Monthly Returns
The table below presents the monthly returns of 2023Sept, 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 | 0.98% | 4.67% | 3.30% | -4.21% | 4.87% | 3.00% | 1.43% | 15.17% | |||||
2023 | 7.53% | -1.70% | 4.39% | -0.09% | 2.14% | 6.06% | 3.96% | -2.03% | -4.65% | -3.13% | 9.35% | 6.12% | 30.38% |
2022 | -5.47% | -2.80% | 3.04% | -9.09% | 1.77% | -9.42% | 8.75% | -4.62% | -9.55% | 7.19% | 7.85% | -5.92% | -19.04% |
2021 | -0.09% | 3.54% | 4.71% | 3.71% | 1.40% | 2.29% | 1.55% | 2.77% | -4.31% | 6.02% | 0.39% | 4.22% | 29.09% |
2020 | -0.46% | -7.59% | -11.18% | 12.72% | 5.19% | 3.11% | 5.74% | 7.28% | -3.53% | -1.63% | 13.06% | 4.18% | 26.67% |
2019 | 7.84% | 3.58% | 2.33% | 4.83% | -8.27% | 7.69% | 1.76% | -1.80% | 2.60% | 3.03% | 3.31% | 3.57% | 33.79% |
2018 | 6.36% | -3.34% | -2.71% | -0.47% | 3.44% | 0.09% | 3.62% | 2.94% | 0.33% | -7.65% | 1.69% | -8.06% | -4.77% |
2017 | 2.43% | 3.42% | 1.36% | 1.12% | 3.04% | -0.97% | 2.88% | 0.92% | 2.06% | 3.83% | 2.54% | 1.07% | 26.31% |
2016 | -5.01% | -0.35% | 7.00% | -0.89% | 2.65% | 0.00% | 5.08% | 0.82% | 1.25% | -1.48% | 2.63% | 2.11% | 14.13% |
2015 | -2.67% | 6.40% | -2.18% | 1.29% | 1.87% | -3.27% | 1.56% | -6.10% | -2.09% | 9.35% | 0.44% | -1.63% | 1.99% |
2014 | -3.21% | 4.94% | 0.47% | 0.62% | 2.67% | 2.48% | -1.25% | 3.94% | -1.13% | 1.78% | 3.44% | -1.27% | 13.96% |
2013 | -1.30% | 4.45% | 4.58% | 2.60% | 2.68% | 13.58% |
Expense Ratio
2023Sept 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 2023Sept is 55, 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 | |
---|---|---|---|---|---|
SOXX iShares PHLX Semiconductor ETF | 1.21 | 1.73 | 1.22 | 1.56 | 5.08 |
FNDF Schwab Fundamental International Large Company Index ETF | 1.46 | 2.04 | 1.26 | 1.88 | 6.98 |
VOO Vanguard S&P 500 ETF | 2.25 | 3.07 | 1.41 | 2.41 | 10.64 |
SCHD Schwab US Dividend Equity ETF | 1.50 | 2.19 | 1.26 | 1.33 | 5.63 |
QQQ Invesco QQQ | 1.70 | 2.31 | 1.30 | 2.13 | 8.09 |
Dividends
Dividend yield
2023Sept granted a 1.78% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023Sept | 1.78% | 1.92% | 2.02% | 1.62% | 1.71% | 1.95% | 2.10% | 1.73% | 1.95% | 1.96% | 1.92% | 1.59% |
Portfolio components: | ||||||||||||
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
FNDF Schwab Fundamental International Large Company Index ETF | 2.96% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% | 0.48% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
QQQ 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% |
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 2023Sept. 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 2023Sept was 31.95%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current 2023Sept drawdown is 1.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.95% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
-26.63% | Jan 5, 2022 | 194 | Oct 12, 2022 | 292 | Dec 11, 2023 | 486 |
-19.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
-13.42% | May 22, 2015 | 183 | Feb 11, 2016 | 76 | Jun 1, 2016 | 259 |
-10.35% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility
Volatility Chart
The current 2023Sept volatility is 6.52%, 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
FNDF | SOXX | SCHD | QQQ | VOO | |
---|---|---|---|---|---|
FNDF | 1.00 | 0.61 | 0.76 | 0.65 | 0.78 |
SOXX | 0.61 | 1.00 | 0.63 | 0.82 | 0.77 |
SCHD | 0.76 | 0.63 | 1.00 | 0.66 | 0.85 |
QQQ | 0.65 | 0.82 | 0.66 | 1.00 | 0.90 |
VOO | 0.78 | 0.77 | 0.85 | 0.90 | 1.00 |