Current setup
Starting new this year.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current setup, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 22, 2024, the Current setup returned 16.32% Year-To-Date and 17.39% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| Current setup | 17.65% | 1.84% | 14.42% | 26.33% | 17.89% | 17.68% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 17.31% | 1.79% | 14.98% | 23.76% | 14.96% | 12.95% |
SCHD Schwab US Dividend Equity ETF | 8.51% | 4.93% | 7.37% | 11.67% | 12.05% | 11.20% |
AMZN Amazon.com, Inc. | 22.69% | -1.41% | 19.48% | 44.73% | 13.61% | 27.75% |
VGT Vanguard Information Technology ETF | 20.93% | 1.07% | 15.89% | 31.03% | 22.49% | 20.78% |
Monthly Returns
The table below presents the monthly returns of Current setup, 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 | 1.54% | 5.26% | 2.70% | -4.66% | 5.20% | 5.27% | 17.65% | ||||||
| 2023 | 8.46% | -2.13% | 5.93% | 0.41% | 4.16% | 6.33% | 3.22% | -1.34% | -5.67% | -1.62% | 10.33% | 4.99% | 36.90% |
| 2022 | -6.27% | -2.76% | 3.66% | -10.56% | -0.02% | -8.96% | 11.56% | -4.70% | -10.08% | 6.72% | 4.77% | -6.69% | -23.29% |
| 2021 | -0.92% | 2.29% | 3.59% | 5.30% | -0.43% | 4.08% | 1.88% | 3.13% | -4.97% | 6.54% | 1.04% | 3.29% | 27.18% |
| 2020 | 2.03% | -7.81% | -9.51% | 14.74% | 5.10% | 4.62% | 6.68% | 8.49% | -4.51% | -2.77% | 11.38% | 4.29% | 34.01% |
| 2019 | 8.23% | 4.20% | 3.38% | 5.22% | -7.77% | 7.74% | 2.04% | -2.10% | 1.68% | 2.66% | 4.04% | 3.21% | 36.49% |
| 2018 | 8.00% | -1.67% | -3.04% | 0.69% | 4.32% | 0.57% | 3.48% | 6.31% | 0.44% | -8.64% | 1.18% | -8.70% | 1.44% |
| 2017 | 3.13% | 4.08% | 1.48% | 1.73% | 3.32% | -1.15% | 2.81% | 1.27% | 1.30% | 5.88% | 2.85% | 0.74% | 30.95% |
| 2016 | -5.59% | -0.83% | 7.63% | -0.70% | 3.93% | -0.33% | 5.30% | 1.06% | 1.95% | -1.63% | 1.51% | 1.59% | 14.07% |
| 2015 | -1.45% | 6.78% | -2.14% | 2.30% | 1.65% | -2.68% | 4.07% | -5.63% | -1.43% | 10.71% | 1.35% | -1.58% | 11.43% |
| 2014 | -3.90% | 4.21% | -0.09% | -0.72% | 2.60% | 2.53% | -0.91% | 4.40% | -1.49% | 1.35% | 4.46% | -1.62% | 10.92% |
| 2013 | 4.13% | 0.99% | 3.19% | 0.96% | 3.25% | -1.59% | 5.54% | -2.49% | 4.24% | 5.44% | 3.69% | 3.05% | 34.56% |
Expense Ratio
Current setup has an expense ratio of 0.06%, 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 Current setup is 60, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.15 | 3.02 | 1.38 | 2.09 | 8.39 |
SCHD Schwab US Dividend Equity ETF | 1.11 | 1.66 | 1.19 | 0.93 | 3.43 |
AMZN Amazon.com, Inc. | 1.57 | 2.36 | 1.28 | 1.21 | 8.83 |
VGT Vanguard Information Technology ETF | 1.70 | 2.30 | 1.29 | 2.39 | 7.38 |
Dividends
Dividend yield
Current setup granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current setup | 1.34% | 1.39% | 1.55% | 1.19% | 1.42% | 1.60% | 1.75% | 1.45% | 1.71% | 1.74% | 1.53% | 1.47% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.30% | 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 | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
AMZN Amazon.com, 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% |
VGT Vanguard Information Technology ETF | 0.63% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 Current setup. 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 Current setup was 30.53%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current Current setup drawdown is 3.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -27.83% | Dec 28, 2021 | 202 | Oct 14, 2022 | 289 | Dec 8, 2023 | 491 |
| -21.68% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -14.26% | Dec 2, 2015 | 49 | Feb 11, 2016 | 72 | May 25, 2016 | 121 |
| -11.88% | Jul 21, 2015 | 26 | Aug 25, 2015 | 42 | Oct 23, 2015 | 68 |
Volatility
Volatility Chart
The current Current setup volatility is 3.47%, 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
| AMZN | SCHD | VGT | VOO | |
|---|---|---|---|---|
| AMZN | 1.00 | 0.43 | 0.67 | 0.63 |
| SCHD | 0.43 | 1.00 | 0.68 | 0.87 |
| VGT | 0.67 | 0.68 | 1.00 | 0.89 |
| VOO | 0.63 | 0.87 | 0.89 | 1.00 |