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Invest

Last updated Jul 25, 2024

Asset Allocation

QQQM 22%VTI 22%SCHD 22%SMH 10%PYPL 2%VICI 2%DKNG 2%DIS 2%PLTR 2%SOFI 2%ELF 2%VNQ 10%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
DIS
The Walt Disney Company		Communication Services

2%

DKNG
DraftKings Inc.		Consumer Cyclical

2%

ELF
e.l.f. Beauty, Inc.		Consumer Defensive

2%

PLTR
Palantir Technologies Inc.		Technology

2%

PYPL
PayPal Holdings, Inc.		Financial Services

2%

QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities

22%

SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend

22%

SMH
VanEck Vectors Semiconductor ETF		Technology Equities

10%

SOFI
SoFi Technologies, Inc.		Financial Services

2%

VICI
VICI Properties Inc.		Real Estate

2%

VNQ
Vanguard Real Estate ETF		REIT

10%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

22%

S&P 500

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

30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%FebruaryMarchAprilMayJuneJuly
55.89%
49.85%
Invest
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
Invest12.92%0.05%11.07%20.03%N/AN/A
Portfolio components:
QQQM
Invesco NASDAQ 100 ETF		13.56%-2.22%9.19%23.27%N/AN/A
VTI
Vanguard Total Stock Market ETF		13.57%0.23%11.80%19.69%13.46%12.08%
SCHD
Schwab US Dividend Equity ETF		7.96%2.96%7.58%11.22%11.83%11.14%
VNQ
Vanguard Real Estate ETF		2.06%5.67%7.23%6.85%3.87%5.70%
SMH
VanEck Vectors Semiconductor ETF		37.81%-5.79%25.27%55.02%35.06%29.09%
PYPL
PayPal Holdings, Inc.		-5.44%-2.39%-7.85%-20.41%-12.89%N/A
VICI
VICI Properties Inc.		-2.43%6.26%2.53%-2.72%12.97%N/A
DKNG
DraftKings Inc.		1.73%-10.37%-6.76%15.75%N/AN/A
DIS
The Walt Disney Company		-0.08%-11.54%-3.51%5.70%-8.87%1.33%
PLTR
Palantir Technologies Inc.		54.92%10.10%58.81%60.73%N/AN/A
SOFI
SoFi Technologies, Inc.		-28.64%8.56%-6.08%-23.90%N/AN/A
ELF
e.l.f. Beauty, Inc.		20.90%-14.54%12.68%52.94%59.75%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.71%6.88%2.73%-5.18%4.32%3.60%12.92%
202310.11%-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%
20213.00%2.37%3.35%4.10%0.72%2.96%0.67%3.55%-5.16%6.27%-1.49%3.76%26.30%
20204.54%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.

SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Invest is 44, 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.

The Risk-Adjusted Performance Rank of Invest is 4444
Invest
The Sharpe Ratio Rank of Invest is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of Invest is 4242Sortino Ratio Rank
The Omega Ratio Rank of Invest is 4040Omega Ratio Rank
The Calmar Ratio Rank of Invest is 5555Calmar Ratio Rank
The Martin Ratio Rank of Invest is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Invest
Sharpe ratio
The chart of Sharpe ratio for Invest, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.001.42
Sortino ratio
The chart of Sortino ratio for Invest, currently valued at 2.03, compared to the broader market-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for Invest, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.24
Calmar ratio
The chart of Calmar ratio for Invest, currently valued at 1.49, compared to the broader market0.002.004.006.008.001.49
Martin ratio
The chart of Martin ratio for Invest, currently valued at 4.81, compared to the broader market0.0010.0020.0030.0040.004.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQM
Invesco NASDAQ 100 ETF		1.492.041.261.757.55
VTI
Vanguard Total Stock Market ETF		1.692.371.301.426.24
SCHD
Schwab US Dividend Equity ETF		0.991.501.170.843.09
VNQ
Vanguard Real Estate ETF		0.330.611.070.180.85
SMH
VanEck Vectors Semiconductor ETF		1.972.551.333.859.83
PYPL
PayPal Holdings, Inc.		-0.60-0.640.92-0.25-1.06
VICI
VICI Properties Inc.		-0.14-0.060.99-0.15-0.31
DKNG
DraftKings Inc.		0.360.831.100.271.39
DIS
The Walt Disney Company		0.170.441.060.070.44
PLTR
Palantir Technologies Inc.		0.971.811.230.983.87
SOFI
SoFi Technologies, Inc.		-0.40-0.240.97-0.33-0.76
ELF
e.l.f. Beauty, Inc.		1.021.711.211.793.77

Sharpe Ratio

The current Invest Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Invest with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.42
1.66
Invest
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Invest granted a 1.80% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Invest1.80%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		0.68%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		1.37%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		3.51%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		4.03%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.		5.49%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		0.84%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.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.76%
-4.24%
Invest
Benchmark (^GSPC)
Portfolio components

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 4.76%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30%Nov 9, 2021235Oct 14, 2022292Dec 13, 2023527
-7.14%Mar 22, 202420Apr 19, 202432Jun 5, 202452
-6.37%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-6.11%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-5.62%Apr 27, 202112May 12, 202113Jun 1, 202125

Volatility

Volatility Chart

The current Invest volatility is 3.88%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
3.88%
3.80%
Invest
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
ELFVICIDKNGPLTRSOFIDISPYPLVNQSCHDSMHQQQMVTI
ELF1.000.300.340.310.320.330.350.350.400.430.460.50
VICI0.301.000.350.300.410.410.420.730.580.350.420.57
DKNG0.340.351.000.550.490.460.500.330.350.470.540.55
PLTR0.310.300.551.000.560.400.520.360.310.530.600.57
SOFI0.320.410.490.561.000.420.530.420.370.470.520.55
DIS0.330.410.460.400.421.000.480.500.570.460.550.64
PYPL0.350.420.500.520.530.481.000.460.450.530.650.65
VNQ0.350.730.330.360.420.500.461.000.710.440.550.70
SCHD0.400.580.350.310.370.570.450.711.000.520.580.80
SMH0.430.350.470.530.470.460.530.440.521.000.870.79
QQQM0.460.420.540.600.520.550.650.550.580.871.000.91
VTI0.500.570.550.570.550.640.650.700.800.790.911.00
The correlation results are calculated based on daily price changes starting from Dec 1, 2020