Equity Sleeve
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity Sleeve, 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 Dec 15, 2022, corresponding to the inception date of QGRW
Returns By Period
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% |
Equity Sleeve | 17.02% | 1.90% | 8.12% | 27.59% | N/A | N/A |
Portfolio components: | ||||||
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 24.17% | 4.66% | 6.68% | 35.42% | 15.99% | N/A |
IHDG WisdomTree International Hedged Dividend Growth Fund | 10.63% | 1.48% | 3.99% | 17.35% | 12.02% | 9.69% |
QGRW WisdomTree U.S. Quality Growth Fund | 21.46% | 3.35% | 10.58% | 36.23% | N/A | N/A |
IVV iShares Core S&P 500 ETF | 18.74% | 2.97% | 11.35% | 28.52% | 16.11% | 12.91% |
COWZ Pacer US Cash Cows 100 ETF | 11.82% | 0.19% | 8.10% | 16.96% | 18.85% | N/A |
FNX First Trust Mid Cap Core AlphaDEX Fund | 11.00% | 0.23% | 8.22% | 22.32% | 13.56% | 9.26% |
XSMO Invesco S&P SmallCap Momentum ETF | 16.08% | -1.78% | 12.18% | 33.37% | 13.02% | 11.05% |
Monthly Returns
The table below presents the monthly returns of Equity Sleeve, 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 | 1.56% | 6.62% | 3.71% | -4.53% | 4.82% | 1.19% | 2.06% | 17.02% | |||||
2023 | 6.11% | -2.19% | 1.25% | 1.35% | -0.39% | 6.50% | 3.59% | -1.08% | -3.72% | -2.86% | 8.25% | 6.00% | 24.24% |
2022 | -0.70% | -0.70% |
Expense Ratio
Equity Sleeve features an expense ratio of 0.50%, falling within the medium range. 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 Equity Sleeve is 67, 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 | |
---|---|---|---|---|---|
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 2.27 | 3.08 | 1.40 | 3.38 | 11.56 |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.74 | 2.46 | 1.31 | 2.08 | 7.78 |
QGRW WisdomTree U.S. Quality Growth Fund | 2.04 | 2.70 | 1.36 | 2.63 | 9.81 |
IVV iShares Core S&P 500 ETF | 2.44 | 3.30 | 1.44 | 3.04 | 11.51 |
COWZ Pacer US Cash Cows 100 ETF | 1.30 | 1.93 | 1.22 | 2.20 | 4.91 |
FNX First Trust Mid Cap Core AlphaDEX Fund | 1.29 | 1.87 | 1.22 | 1.55 | 5.03 |
XSMO Invesco S&P SmallCap Momentum ETF | 1.70 | 2.39 | 1.29 | 3.10 | 8.65 |
Dividends
Dividend yield
Equity Sleeve granted a 1.13% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Equity Sleeve | 1.13% | 1.30% | 4.16% | 1.40% | 1.07% | 1.05% | 0.65% | 0.79% | 0.77% | 1.01% | 1.20% | 0.37% |
Portfolio components: | ||||||||||||
GQRIX GQG Partners Global Quality Equity Fund Institutional Shares | 1.12% | 1.39% | 2.99% | 1.65% | 0.11% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.59% | 1.70% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.09% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.28% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
COWZ Pacer US Cash Cows 100 ETF | 1.98% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
FNX First Trust Mid Cap Core AlphaDEX Fund | 1.03% | 1.11% | 1.19% | 0.94% | 1.04% | 1.21% | 1.01% | 0.90% | 1.07% | 1.07% | 0.77% | 0.69% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.46% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% | 0.91% |
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 Equity Sleeve. 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 Equity Sleeve was 8.94%, occurring on Oct 27, 2023. Recovery took 19 trading sessions.
The current Equity Sleeve drawdown is 1.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-8.94% | Aug 1, 2023 | 63 | Oct 27, 2023 | 19 | Nov 24, 2023 | 82 |
-8.89% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-7.48% | Feb 3, 2023 | 28 | Mar 15, 2023 | 45 | May 18, 2023 | 73 |
-5.72% | Apr 2, 2024 | 14 | Apr 19, 2024 | 18 | May 15, 2024 | 32 |
-2.39% | Dec 28, 2023 | 5 | Jan 4, 2024 | 10 | Jan 19, 2024 | 15 |
Volatility
Volatility Chart
The current Equity Sleeve volatility is 6.19%, 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
GQRIX | IHDG | COWZ | QGRW | XSMO | FNX | IVV | |
---|---|---|---|---|---|---|---|
GQRIX | 1.00 | 0.63 | 0.49 | 0.80 | 0.60 | 0.57 | 0.81 |
IHDG | 0.63 | 1.00 | 0.58 | 0.64 | 0.64 | 0.68 | 0.75 |
COWZ | 0.49 | 0.58 | 1.00 | 0.47 | 0.82 | 0.88 | 0.68 |
QGRW | 0.80 | 0.64 | 0.47 | 1.00 | 0.61 | 0.61 | 0.91 |
XSMO | 0.60 | 0.64 | 0.82 | 0.61 | 1.00 | 0.92 | 0.75 |
FNX | 0.57 | 0.68 | 0.88 | 0.61 | 0.92 | 1.00 | 0.78 |
IVV | 0.81 | 0.75 | 0.68 | 0.91 | 0.75 | 0.78 | 1.00 |