Invest
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invest, 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 Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Invest | 17.45% | 2.89% | 9.90% | 29.67% | N/A | N/A |
Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | 16.49% | 2.67% | 8.97% | 30.57% | N/A | N/A |
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.35% | 12.29% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.66% | 11.49% |
VNQ Vanguard Real Estate ETF | 9.48% | 5.77% | 15.19% | 21.03% | 4.61% | 6.29% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 37.49% | 28.54% |
PYPL PayPal Holdings, Inc. | 17.31% | 23.59% | 19.75% | 16.82% | -7.71% | N/A |
VICI VICI Properties Inc. | 6.97% | 7.25% | 16.04% | 13.93% | 14.62% | N/A |
DKNG DraftKings Inc. | -0.45% | -3.33% | -15.41% | 24.83% | 29.90% | N/A |
DIS The Walt Disney Company | 2.12% | 2.06% | -15.73% | 9.91% | -7.41% | 1.13% |
PLTR Palantir Technologies Inc. | 79.67% | 13.50% | 25.76% | 110.72% | N/A | N/A |
SOFI SoFi Technologies, Inc. | -22.91% | 3.51% | -16.17% | -6.80% | N/A | N/A |
ELF e.l.f. Beauty, Inc. | 8.14% | -14.62% | -22.73% | 27.29% | 55.00% | N/A |
Monthly Returns
The table below presents the monthly returns of Invest, 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 | 0.71% | 6.88% | 2.73% | -5.18% | 4.32% | 3.60% | 2.03% | 17.45% | |||||
2023 | 10.11% | -1.10% | 3.66% | 0.14% | 3.60% | 6.47% | 5.35% | -3.21% | -5.31% | -3.65% | 11.13% | 6.46% | 37.24% |
2022 | -7.71% | -3.65% | 2.58% | -10.39% | 0.87% | -9.10% | 10.41% | -3.90% | -9.67% | 6.83% | 6.30% | -6.60% | -23.82% |
2021 | 3.00% | 2.37% | 3.35% | 4.10% | 0.72% | 2.96% | 0.67% | 3.55% | -5.16% | 6.27% | -1.49% | 3.76% | 26.30% |
2020 | 4.54% | 4.54% |
Expense Ratio
Invest has an expense ratio of 0.10%, 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 Invest is 52, 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 | |
---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 1.89 | 2.53 | 1.33 | 2.37 | 9.09 |
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
VNQ Vanguard Real Estate ETF | 1.19 | 1.77 | 1.22 | 0.65 | 3.89 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
PYPL PayPal Holdings, Inc. | 0.54 | 0.97 | 1.12 | 0.22 | 2.09 |
VICI VICI Properties Inc. | 0.77 | 1.21 | 1.15 | 0.83 | 1.91 |
DKNG DraftKings Inc. | 0.61 | 1.13 | 1.14 | 0.45 | 1.93 |
DIS The Walt Disney Company | 0.46 | 0.84 | 1.11 | 0.20 | 1.00 |
PLTR Palantir Technologies Inc. | 1.87 | 2.79 | 1.35 | 1.84 | 9.44 |
SOFI SoFi Technologies, Inc. | -0.10 | 0.28 | 1.03 | -0.07 | -0.22 |
ELF e.l.f. Beauty, Inc. | 0.50 | 1.09 | 1.14 | 0.89 | 1.76 |
Dividends
Dividend yield
Invest granted a 1.72% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invest | 1.72% | 1.79% | 2.02% | 1.42% | 1.67% | 2.10% | 2.11% | 1.69% | 1.73% | 1.94% | 1.58% | 1.69% |
Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VNQ Vanguard Real Estate ETF | 3.76% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
VICI VICI Properties Inc. | 5.01% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DKNG DraftKings 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% |
DIS The Walt Disney Company | 0.82% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
PLTR Palantir Technologies 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% |
SOFI SoFi Technologies, 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% |
ELF e.l.f. Beauty, 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% |
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 Invest. 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 Invest was 30.00%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Invest drawdown is 0.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30% | Nov 9, 2021 | 235 | Oct 14, 2022 | 292 | Dec 13, 2023 | 527 |
-8.86% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-7.14% | Mar 22, 2024 | 20 | Apr 19, 2024 | 32 | Jun 5, 2024 | 52 |
-6.37% | Feb 16, 2021 | 13 | Mar 4, 2021 | 20 | Apr 1, 2021 | 33 |
-6.11% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current Invest volatility is 6.56%, 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
ELF | VICI | DKNG | PLTR | SOFI | DIS | VNQ | PYPL | SCHD | SMH | QQQM | VTI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ELF | 1.00 | 0.29 | 0.34 | 0.31 | 0.32 | 0.32 | 0.35 | 0.35 | 0.40 | 0.43 | 0.46 | 0.50 |
VICI | 0.29 | 1.00 | 0.34 | 0.30 | 0.40 | 0.42 | 0.73 | 0.42 | 0.58 | 0.35 | 0.42 | 0.56 |
DKNG | 0.34 | 0.34 | 1.00 | 0.55 | 0.50 | 0.46 | 0.33 | 0.50 | 0.36 | 0.48 | 0.54 | 0.56 |
PLTR | 0.31 | 0.30 | 0.55 | 1.00 | 0.56 | 0.40 | 0.37 | 0.52 | 0.32 | 0.53 | 0.60 | 0.58 |
SOFI | 0.32 | 0.40 | 0.50 | 0.56 | 1.00 | 0.42 | 0.42 | 0.53 | 0.38 | 0.47 | 0.52 | 0.55 |
DIS | 0.32 | 0.42 | 0.46 | 0.40 | 0.42 | 1.00 | 0.50 | 0.49 | 0.58 | 0.46 | 0.55 | 0.64 |
VNQ | 0.35 | 0.73 | 0.33 | 0.37 | 0.42 | 0.50 | 1.00 | 0.47 | 0.71 | 0.43 | 0.55 | 0.70 |
PYPL | 0.35 | 0.42 | 0.50 | 0.52 | 0.53 | 0.49 | 0.47 | 1.00 | 0.45 | 0.53 | 0.65 | 0.65 |
SCHD | 0.40 | 0.58 | 0.36 | 0.32 | 0.38 | 0.58 | 0.71 | 0.45 | 1.00 | 0.52 | 0.58 | 0.80 |
SMH | 0.43 | 0.35 | 0.48 | 0.53 | 0.47 | 0.46 | 0.43 | 0.53 | 0.52 | 1.00 | 0.87 | 0.80 |
QQQM | 0.46 | 0.42 | 0.54 | 0.60 | 0.52 | 0.55 | 0.55 | 0.65 | 0.58 | 0.87 | 1.00 | 0.92 |
VTI | 0.50 | 0.56 | 0.56 | 0.58 | 0.55 | 0.64 | 0.70 | 0.65 | 0.80 | 0.80 | 0.92 | 1.00 |