3 Fund Aggressive
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 50% |
VGT Vanguard Information Technology ETF | Technology Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 Fund Aggressive, 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 Jan 30, 2004, corresponding to the inception date of VGT
Returns By Period
As of Jul 25, 2024, the 3 Fund Aggressive returned 14.83% Year-To-Date and 19.13% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 3 Fund Aggressive | 13.66% | -4.09% | 9.55% | 23.94% | 20.28% | 19.04% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
Monthly Returns
The table below presents the monthly returns of 3 Fund Aggressive, 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 | 1.93% | 5.06% | 1.39% | -5.01% | 7.10% | 7.23% | 13.66% | ||||||
| 2023 | 10.17% | 0.07% | 9.60% | 0.11% | 8.17% | 6.27% | 3.36% | -1.83% | -5.80% | -1.89% | 12.06% | 5.25% | 53.79% |
| 2022 | -8.29% | -4.41% | 3.97% | -12.71% | -1.62% | -9.16% | 12.96% | -5.39% | -11.16% | 5.71% | 5.46% | -8.48% | -31.14% |
| 2021 | -0.22% | 0.67% | 1.23% | 5.53% | -1.22% | 6.77% | 3.12% | 3.86% | -5.71% | 8.03% | 2.56% | 1.84% | 28.94% |
| 2020 | 3.42% | -6.68% | -8.51% | 14.59% | 7.23% | 6.66% | 6.64% | 11.04% | -5.26% | -3.68% | 11.87% | 5.31% | 47.34% |
| 2019 | 8.50% | 5.15% | 4.00% | 5.94% | -8.55% | 8.18% | 2.94% | -2.05% | 1.12% | 4.07% | 4.83% | 3.93% | 43.74% |
| 2018 | 8.15% | -0.60% | -3.73% | 0.24% | 6.36% | 0.26% | 2.71% | 7.36% | -0.04% | -8.54% | -0.87% | -8.50% | 1.17% |
| 2017 | 4.73% | 4.66% | 2.14% | 2.53% | 4.15% | -2.43% | 4.10% | 2.59% | 0.25% | 6.00% | 1.53% | 0.35% | 34.86% |
| 2016 | -6.39% | -1.27% | 7.89% | -3.93% | 4.85% | -2.30% | 7.36% | 1.69% | 2.33% | -1.00% | 0.48% | 1.22% | 10.41% |
| 2015 | -2.80% | 7.77% | -2.41% | 1.60% | 2.37% | -3.21% | 3.41% | -6.32% | -1.77% | 10.92% | 0.90% | -2.17% | 7.23% |
| 2014 | -2.13% | 5.01% | -1.46% | -0.60% | 3.96% | 3.13% | 0.85% | 4.63% | -1.04% | 2.28% | 4.77% | -1.78% | 18.61% |
| 2013 | 2.44% | 0.43% | 2.84% | 1.54% | 3.91% | -2.78% | 5.88% | -0.42% | 4.37% | 4.31% | 3.56% | 3.70% | 33.78% |
Expense Ratio
3 Fund Aggressive 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 3 Fund Aggressive is 51, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
3 Fund Aggressive granted a 0.65% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 Fund Aggressive | 0.65% | 0.63% | 0.86% | 0.53% | 0.69% | 0.93% | 1.10% | 0.91% | 1.18% | 1.13% | 1.26% | 1.03% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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% |
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 3 Fund Aggressive. 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 3 Fund Aggressive was 54.02%, occurring on Nov 20, 2008. Recovery took 532 trading sessions.
The current 3 Fund Aggressive drawdown is 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.02% | Nov 1, 2007 | 267 | Nov 20, 2008 | 532 | Jan 3, 2011 | 799 |
| -35.07% | Dec 28, 2021 | 202 | Oct 14, 2022 | 289 | Dec 8, 2023 | 491 |
| -29.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -23.14% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -17.66% | Jan 12, 2006 | 132 | Jul 21, 2006 | 79 | Nov 10, 2006 | 211 |
Volatility
Volatility Chart
The current 3 Fund Aggressive volatility is 6.50%, 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
| QQQ | VGT | |
|---|---|---|
| QQQ | 1.00 | 0.95 |
| VGT | 0.95 | 1.00 |