My portfolio
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio, 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 12, 2021, corresponding to the inception date of INFL
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% |
| My portfolio | 10.09% | 2.83% | 11.20% | 15.83% | N/A | N/A |
| Portfolio components: | ||||||
PPA Invesco Aerospace & Defense ETF | 16.51% | 3.96% | 18.00% | 28.12% | 10.88% | 13.99% |
SLYV SPDR S&P 600 Small Cap Value ETF | 4.06% | 10.89% | 7.27% | 9.11% | 9.08% | 8.41% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.23% | -0.70% | 6.42% | 8.02% | 6.06% | 4.19% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 14.13% | -2.70% | 10.95% | 21.97% | 13.85% | 12.79% |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 13.49% | 8.23% | 17.84% | 13.60% | N/A | N/A |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.63% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
Monthly Returns
The table below presents the monthly returns of My portfolio, 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 | -1.67% | 4.21% | 3.68% | -3.02% | 4.17% | -0.10% | 10.09% | ||||||
| 2023 | 6.92% | -3.00% | 0.96% | 0.54% | -2.19% | 6.17% | 4.28% | -2.54% | -4.38% | -2.67% | 7.99% | 6.00% | 18.35% |
| 2022 | -3.78% | 0.95% | 2.44% | -6.86% | 0.54% | -8.21% | 6.84% | -3.65% | -9.39% | 9.04% | 7.77% | -3.81% | -9.82% |
| 2021 | -3.60% | 5.02% | 4.97% | 4.23% | 2.02% | 0.84% | 0.07% | 1.45% | -3.44% | 3.96% | -3.19% | 4.31% | 17.26% |
Expense Ratio
My portfolio features an expense ratio of 0.35%, 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 My portfolio 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 | |
|---|---|---|---|---|---|
PPA Invesco Aerospace & Defense ETF | 2.12 | 3.12 | 1.37 | 3.17 | 10.46 |
SLYV SPDR S&P 600 Small Cap Value ETF | 0.44 | 0.81 | 1.09 | 0.39 | 1.20 |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 0.60 | 0.95 | 1.11 | 0.59 | 1.89 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.74 | 2.48 | 1.31 | 2.03 | 8.34 |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 0.93 | 1.36 | 1.16 | 0.95 | 3.42 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
Dividends
Dividend yield
My portfolio granted a 2.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio | 2.01% | 2.11% | 2.21% | 1.86% | 1.55% | 1.85% | 2.10% | 2.18% | 2.03% | 2.54% | 2.59% | 1.61% |
| Portfolio components: | ||||||||||||
PPA Invesco Aerospace & Defense ETF | 0.59% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.19% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.87% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% | 3.45% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.06% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
INFL Horizon Kinetics Inflation Beneficiaries ETF | 1.58% | 1.60% | 1.65% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.36% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 My portfolio. 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 My portfolio was 21.48%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.
The current My portfolio drawdown is 2.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.48% | Nov 9, 2021 | 225 | Sep 30, 2022 | 202 | Jul 24, 2023 | 427 |
| -10.57% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -4.34% | Jan 21, 2021 | 7 | Jan 29, 2021 | 5 | Feb 5, 2021 | 12 |
| -4.18% | Sep 3, 2021 | 11 | Sep 20, 2021 | 22 | Oct 20, 2021 | 33 |
| -4.15% | Jun 9, 2021 | 28 | Jul 19, 2021 | 17 | Aug 11, 2021 | 45 |
Volatility
Volatility Chart
The current My portfolio volatility is 3.25%, 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
| DGS | PPA | INFL | SLYV | QUAL | VEA | VTI | |
|---|---|---|---|---|---|---|---|
| DGS | 1.00 | 0.51 | 0.66 | 0.55 | 0.61 | 0.79 | 0.66 |
| PPA | 0.51 | 1.00 | 0.68 | 0.77 | 0.70 | 0.67 | 0.75 |
| INFL | 0.66 | 0.68 | 1.00 | 0.72 | 0.65 | 0.76 | 0.71 |
| SLYV | 0.55 | 0.77 | 0.72 | 1.00 | 0.67 | 0.71 | 0.77 |
| QUAL | 0.61 | 0.70 | 0.65 | 0.67 | 1.00 | 0.77 | 0.96 |
| VEA | 0.79 | 0.67 | 0.76 | 0.71 | 0.77 | 1.00 | 0.82 |
| VTI | 0.66 | 0.75 | 0.71 | 0.77 | 0.96 | 0.82 | 1.00 |