PLAN 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 40% |
USD=X USD Cash | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PLAN 1, 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 1, 1996, corresponding to the inception date of USD=X
Returns By Period
As of Dec 19, 2024, the PLAN 1 returned 9.35% Year-To-Date and 5.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| PLAN 1 | 9.72% | -0.30% | 3.65% | 9.89% | 5.87% | 5.14% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 25.54% | -0.73% | 9.25% | 25.98% | 14.12% | 12.45% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of PLAN 1, 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 | 0.64% | 2.10% | 1.36% | -1.61% | 1.97% | 1.42% | 0.48% | 0.94% | 0.85% | -0.36% | 2.38% | 9.72% | |
| 2023 | 2.51% | -1.04% | 1.49% | 0.64% | 0.19% | 2.62% | 1.32% | -0.67% | -1.93% | -0.87% | 3.60% | 1.90% | 10.05% |
| 2022 | -2.11% | -1.14% | 1.41% | -3.48% | 0.08% | -3.13% | 3.67% | -1.71% | -3.80% | 3.22% | 2.31% | -2.46% | -7.27% |
| 2021 | -0.41% | 1.11% | 1.83% | 2.12% | 0.27% | 0.93% | 0.98% | 1.21% | -1.92% | 2.79% | -0.33% | 1.91% | 10.90% |
| 2020 | -0.02% | -3.17% | -4.82% | 5.03% | 2.03% | 0.73% | 2.37% | 2.91% | -1.64% | -1.00% | 4.30% | 1.54% | 8.07% |
| 2019 | 3.22% | 1.36% | 0.76% | 1.64% | -2.62% | 2.75% | 0.61% | -0.68% | 0.78% | 0.89% | 1.47% | 1.20% | 11.84% |
| 2018 | 2.25% | -1.50% | -1.11% | 0.21% | 0.98% | 0.23% | 1.48% | 1.31% | 0.25% | -2.76% | 0.71% | -3.38% | -1.49% |
| 2017 | 0.71% | 1.58% | 0.05% | 0.40% | 0.57% | 0.26% | 0.82% | 0.12% | 0.81% | 0.94% | 1.24% | 0.51% | 8.32% |
| 2016 | -1.98% | -0.03% | 2.59% | 0.16% | 0.68% | 0.14% | 1.47% | 0.05% | -0.01% | -0.70% | 1.46% | 0.83% | 4.69% |
| 2015 | -1.18% | 2.19% | -0.63% | 0.39% | 0.51% | -0.82% | 0.90% | -2.47% | -0.96% | 3.44% | 0.16% | -0.71% | 0.69% |
| 2014 | -1.41% | 1.79% | 0.33% | 0.28% | 0.94% | 0.85% | -0.54% | 1.57% | -0.56% | 0.94% | 1.11% | -0.09% | 5.27% |
| 2013 | 2.07% | 0.53% | 1.59% | 0.77% | 0.96% | -0.54% | 2.06% | -1.23% | 1.28% | 1.85% | 1.21% | 1.07% | 12.19% |
Expense Ratio
PLAN 1 has an expense ratio of 0.04%, 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 PLAN 1 is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.22 | 2.94 | 1.42 | 3.25 | 14.44 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
PLAN 1 provided a 0.35% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.35% | 0.56% | 0.66% | 0.48% | 0.61% | 0.70% | 0.82% | 0.72% | 0.81% | 0.83% | 0.75% | 0.73% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 0.86% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 PLAN 1. 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 PLAN 1 was 26.18%, occurring on Mar 9, 2009. Recovery took 759 trading sessions.
The current PLAN 1 drawdown is 1.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.18% | Oct 10, 2007 | 369 | Mar 9, 2009 | 759 | Feb 3, 2012 | 1128 |
| -21.52% | Mar 27, 2000 | 661 | Oct 9, 2002 | 1027 | Sep 15, 2006 | 1688 |
| -13.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 3, 2020 | 118 |
| -10.24% | Jan 4, 2022 | 202 | Oct 12, 2022 | 297 | Dec 1, 2023 | 499 |
| -7.79% | Jul 21, 1998 | 30 | Aug 31, 1998 | 60 | Nov 23, 1998 | 90 |
Volatility
Volatility Chart
The current PLAN 1 volatility is 1.51%, 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
| USD=X | SPY | |
|---|---|---|
| USD=X | 0.00 | 0.00 |
| SPY | 0.00 | 1.00 |