ETF White Capital - 5 October Update
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF White Capital - 5 October Update, 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 6, 2015, corresponding to the inception date of PYPL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ETF White Capital - 5 October Update | 17.11% | -1.51% | 13.99% | 26.57% | 41.69% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.86% |
ADBE Adobe Inc | -10.80% | 0.66% | -13.32% | 3.54% | 11.35% | 22.07% |
AMD Advanced Micro Devices, Inc. | -6.17% | -12.20% | -21.96% | 24.50% | 32.47% | 43.62% |
ENPH Enphase Energy, Inc. | -11.06% | 14.15% | 11.53% | -29.54% | 41.50% | 27.31% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.94% | 18.82% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.78% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.36% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.99% |
PANW Palo Alto Networks, Inc. | 8.56% | -1.58% | -6.52% | 30.52% | 33.53% | 27.94% |
PYPL PayPal Holdings, Inc. | -6.82% | -1.79% | -7.38% | -20.56% | -13.13% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.90% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 55.23% | -6.85% | 37.67% | 64.13% | 32.65% | 26.10% |
UNH UnitedHealth Group Incorporated | 7.18% | 15.63% | 12.14% | 12.50% | 19.03% | 22.54% |
Monthly Returns
The table below presents the monthly returns of ETF White Capital - 5 October Update, 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 | 0.89% | 6.27% | -0.33% | -2.99% | 6.56% | 8.12% | 17.11% | ||||||
| 2023 | 15.47% | 3.86% | 10.80% | -4.56% | 14.13% | 8.99% | 2.90% | -2.83% | -5.39% | -4.30% | 14.59% | 5.15% | 72.08% |
| 2022 | -9.03% | -3.15% | 5.95% | -15.46% | -0.77% | -9.60% | 16.82% | -5.67% | -12.49% | 1.63% | 7.85% | -12.79% | -34.75% |
| 2021 | 2.23% | -1.21% | -1.13% | 5.70% | -1.35% | 10.37% | 3.86% | 5.82% | -5.23% | 17.49% | 6.84% | -4.15% | 44.01% |
| 2020 | 10.71% | 0.15% | -11.64% | 20.76% | 8.67% | 8.65% | 16.77% | 22.49% | -6.43% | -3.53% | 18.08% | 10.37% | 135.05% |
| 2019 | 9.03% | 5.80% | 3.46% | 3.09% | -7.78% | 10.30% | 7.52% | -1.88% | 0.07% | 10.10% | 6.57% | 10.49% | 71.29% |
| 2018 | 12.26% | 0.74% | -3.21% | 1.23% | 9.10% | 3.81% | 2.48% | 9.46% | 0.97% | -7.97% | -0.27% | -7.58% | 20.59% |
| 2017 | 8.73% | 5.75% | 0.60% | 1.85% | 5.12% | 1.66% | 2.95% | 3.73% | 3.01% | 6.39% | 3.83% | -2.18% | 49.66% |
| 2016 | -10.07% | -1.08% | 11.96% | -1.70% | 5.39% | -0.42% | 9.81% | 1.28% | 1.90% | -0.28% | 2.77% | 6.04% | 26.54% |
| 2015 | -1.02% | -5.55% | 0.47% | 7.09% | 2.68% | 4.48% | 7.91% |
Expense Ratio
ETF White Capital - 5 October Update has an expense ratio of 0.02%, 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 ETF White Capital - 5 October Update is 40, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
ADBE Adobe Inc | 0.04 | 0.29 | 1.04 | 0.04 | 0.09 |
AMD Advanced Micro Devices, Inc. | 0.47 | 0.98 | 1.12 | 0.53 | 1.47 |
ENPH Enphase Energy, Inc. | -0.55 | -0.54 | 0.94 | -0.45 | -1.01 |
GOOGL Alphabet Inc. | 1.32 | 1.82 | 1.26 | 2.01 | 7.91 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.14 | -0.35 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
PANW Palo Alto Networks, Inc. | 0.69 | 1.08 | 1.19 | 1.04 | 2.22 |
PYPL PayPal Holdings, Inc. | -0.61 | -0.65 | 0.92 | -0.26 | -1.07 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.86 | 2.59 | 1.32 | 1.65 | 9.23 |
UNH UnitedHealth Group Incorporated | 0.51 | 0.89 | 1.11 | 0.56 | 1.51 |
Dividends
Dividend yield
ETF White Capital - 5 October Update granted a 0.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF White Capital - 5 October Update | 0.37% | 0.41% | 0.59% | 0.37% | 0.44% | 0.69% | 0.86% | 0.73% | 0.90% | 0.95% | 0.96% | 1.04% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
ADBE Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENPH Enphase Energy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOGL 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% |
INTC Intel Corporation | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.28% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
UNH UnitedHealth Group Incorporated | 1.38% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF White Capital - 5 October Update. 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 ETF White Capital - 5 October Update was 40.93%, occurring on Jan 5, 2023. Recovery took 129 trading sessions.
The current ETF White Capital - 5 October Update drawdown is 9.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.93% | Nov 22, 2021 | 282 | Jan 5, 2023 | 129 | Jul 13, 2023 | 411 |
| -37.86% | Feb 20, 2020 | 20 | Mar 18, 2020 | 57 | Jun 9, 2020 | 77 |
| -23.93% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -21.6% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
| -16.96% | Feb 16, 2021 | 15 | Mar 8, 2021 | 75 | Jun 23, 2021 | 90 |
Volatility
Volatility Chart
The current ETF White Capital - 5 October Update volatility is 8.52%, 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
| UNH | ENPH | TSLA | PANW | AMD | INTC | TSM | PYPL | AAPL | GOOGL | NVDA | ADBE | MSFT | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.13 | 0.16 | 0.21 | 0.20 | 0.27 | 0.21 | 0.23 | 0.32 | 0.33 | 0.22 | 0.29 | 0.34 | 0.36 |
| ENPH | 0.13 | 1.00 | 0.32 | 0.31 | 0.30 | 0.28 | 0.29 | 0.32 | 0.30 | 0.25 | 0.29 | 0.30 | 0.30 | 0.39 |
| TSLA | 0.16 | 0.32 | 1.00 | 0.39 | 0.37 | 0.36 | 0.38 | 0.39 | 0.42 | 0.37 | 0.42 | 0.41 | 0.39 | 0.53 |
| PANW | 0.21 | 0.31 | 0.39 | 1.00 | 0.38 | 0.37 | 0.37 | 0.45 | 0.44 | 0.43 | 0.47 | 0.51 | 0.47 | 0.57 |
| AMD | 0.20 | 0.30 | 0.37 | 0.38 | 1.00 | 0.48 | 0.51 | 0.43 | 0.45 | 0.45 | 0.66 | 0.50 | 0.50 | 0.61 |
| INTC | 0.27 | 0.28 | 0.36 | 0.37 | 0.48 | 1.00 | 0.54 | 0.46 | 0.51 | 0.49 | 0.55 | 0.49 | 0.54 | 0.66 |
| TSM | 0.21 | 0.29 | 0.38 | 0.37 | 0.51 | 0.54 | 1.00 | 0.42 | 0.51 | 0.49 | 0.61 | 0.49 | 0.52 | 0.65 |
| PYPL | 0.23 | 0.32 | 0.39 | 0.45 | 0.43 | 0.46 | 0.42 | 1.00 | 0.51 | 0.55 | 0.50 | 0.60 | 0.57 | 0.68 |
| AAPL | 0.32 | 0.30 | 0.42 | 0.44 | 0.45 | 0.51 | 0.51 | 0.51 | 1.00 | 0.61 | 0.55 | 0.56 | 0.65 | 0.79 |
| GOOGL | 0.33 | 0.25 | 0.37 | 0.43 | 0.45 | 0.49 | 0.49 | 0.55 | 0.61 | 1.00 | 0.54 | 0.64 | 0.72 | 0.79 |
| NVDA | 0.22 | 0.29 | 0.42 | 0.47 | 0.66 | 0.55 | 0.61 | 0.50 | 0.55 | 0.54 | 1.00 | 0.59 | 0.61 | 0.74 |
| ADBE | 0.29 | 0.30 | 0.41 | 0.51 | 0.50 | 0.49 | 0.49 | 0.60 | 0.56 | 0.64 | 0.59 | 1.00 | 0.73 | 0.77 |
| MSFT | 0.34 | 0.30 | 0.39 | 0.47 | 0.50 | 0.54 | 0.52 | 0.57 | 0.65 | 0.72 | 0.61 | 0.73 | 1.00 | 0.84 |
| QQQ | 0.36 | 0.39 | 0.53 | 0.57 | 0.61 | 0.66 | 0.65 | 0.68 | 0.79 | 0.79 | 0.74 | 0.77 | 0.84 | 1.00 |