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R

Last updated Sep 20, 2024

Asset Allocation

USD=X 5%SPLG 20%SCHG 15%SOXQ 15%FTEC 10%SCHD 5%PG 5%WMT 5%CVS 5%V 5%AMZN 5%UBER 5%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.		Consumer Cyclical
5%
CVS
CVS Health Corporation		Healthcare
5%
FTEC
Fidelity MSCI Information Technology Index ETF		Technology Equities
10%
PG
The Procter & Gamble Company		Consumer Defensive
5%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
5%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
15%
SOXQ
Invesco PHLX Semiconductor ETF		Technology Equities
15%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
20%
UBER
Uber Technologies, Inc.		Technology
5%
USD=X
USD Cash
5%
V
Visa Inc.		Financial Services
5%
WMT
Walmart Inc.		Consumer Defensive
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in R , 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.37%
9.16%
R
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 11, 2021, corresponding to the inception date of SOXQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.79%2.08%9.01%29.79%13.85%11.12%
R 19.09%1.06%6.37%35.37%N/AN/A
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		20.99%1.85%9.92%33.82%15.72%13.24%
SCHG
Schwab U.S. Large-Cap Growth ETF		25.06%0.95%11.06%42.80%20.22%16.38%
FTEC
Fidelity MSCI Information Technology Index ETF		20.37%-0.37%9.89%41.38%23.08%20.27%
SCHD
Schwab US Dividend Equity ETF		13.54%2.79%8.05%22.25%13.03%11.57%
PG
The Procter & Gamble Company		19.27%0.81%7.44%15.61%9.72%10.40%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
WMT
Walmart Inc.		49.95%3.72%29.02%46.54%16.72%14.19%
CVS
CVS Health Corporation		-23.79%0.14%-24.02%-15.58%1.04%-0.60%
SOXQ
Invesco PHLX Semiconductor ETF		22.09%-3.52%3.72%53.02%N/AN/A
V
Visa Inc.		10.19%6.35%1.09%21.50%11.19%19.10%
AMZN
Amazon.com, Inc.		24.96%5.42%6.15%46.81%16.22%27.95%
UBER
Uber Technologies, Inc.		22.27%2.45%-6.17%68.79%18.27%N/A

Monthly Returns

The table below presents the monthly returns of R , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.32%6.65%2.33%-4.64%4.33%4.74%-0.97%2.12%19.09%
20238.67%-1.29%4.83%-0.11%4.51%6.48%4.04%-2.04%-4.40%-1.59%9.67%5.64%38.85%
2022-6.07%-2.66%2.67%-9.13%-2.20%-8.84%10.60%-3.19%-9.07%5.32%7.15%-7.15%-22.41%
20211.97%1.15%1.86%-3.58%5.22%0.76%4.61%12.35%

Expense Ratio

R has an expense ratio of 0.02%, 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.

FTEC
Fidelity MSCI Information Technology Index ETF
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SPLG
SPDR Portfolio S&P 500 ETF
Expense ratio chart for SPLG: 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%
SOXQ
Invesco PHLX Semiconductor ETF
Expense ratio chart for SOXQ: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of R is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of R is 8080
R
The Sharpe Ratio Rank of R is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of R is 8080Sortino Ratio Rank
The Omega Ratio Rank of R is 8484Omega Ratio Rank
The Calmar Ratio Rank of R is 8686Calmar Ratio Rank
The Martin Ratio Rank of R is 6666Martin 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.

R
Sharpe ratio
The chart of Sharpe ratio for R , currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.002.61
Sortino ratio
The chart of Sortino ratio for R , currently valued at 3.48, compared to the broader market-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for R , currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for R , currently valued at 3.48, compared to the broader market0.002.004.006.008.0010.003.48
Martin ratio
The chart of Martin ratio for R , currently valued at 13.53, compared to the broader market0.0010.0020.0030.0013.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.002.02
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 13.08, compared to the broader market0.0010.0020.0030.0013.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPLG
SPDR Portfolio S&P 500 ETF		3.014.011.563.1918.44
SCHG
Schwab U.S. Large-Cap Growth ETF		2.613.361.472.9413.68
FTEC
Fidelity MSCI Information Technology Index ETF		2.052.661.362.7810.02
SCHD
Schwab US Dividend Equity ETF		2.243.221.401.9511.48
PG
The Procter & Gamble Company		1.391.931.272.179.74
USD=X
USD Cash		—————
WMT
Walmart Inc.		2.673.591.574.5413.28
CVS
CVS Health Corporation		-0.42-0.350.94-0.26-0.69
SOXQ
Invesco PHLX Semiconductor ETF		1.512.031.272.046.21
V
Visa Inc.		1.752.301.322.065.36
AMZN
Amazon.com, Inc.		1.902.561.341.459.31
UBER
Uber Technologies, Inc.		1.872.731.342.466.28

Sharpe Ratio

The current R Sharpe ratio is 2.61. 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 1.88 to 2.55, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of R 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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.61
2.23
R
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

R granted a 0.92% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
R 0.92%1.13%1.24%0.93%0.99%1.10%1.36%1.15%1.30%1.28%1.10%1.00%
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		0.96%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.32%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
FTEC
Fidelity MSCI Information Technology Index ETF		0.52%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
SCHD
Schwab US Dividend Equity ETF		2.57%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
PG
The Procter & Gamble Company		2.27%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
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%
WMT
Walmart Inc.		1.04%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
CVS
CVS Health Corporation		4.45%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%1.14%1.26%
SOXQ
Invesco PHLX Semiconductor ETF		0.51%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.		0.73%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
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%
UBER
Uber 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%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.08%
0
R
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the R . 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 R was 28.33%, occurring on Oct 14, 2022. Recovery took 286 trading sessions.

The current R drawdown is 1.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.33%Jan 4, 2022204Oct 14, 2022286Nov 20, 2023490
-10.78%Jul 17, 202414Aug 5, 2024———
-6.87%Mar 22, 202421Apr 19, 202433Jun 5, 202454
-4.81%Sep 7, 202120Oct 4, 202111Oct 19, 202131
-4.56%Nov 19, 20219Dec 1, 202115Dec 22, 202124

Volatility

Volatility Chart

The current R volatility is 4.87%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.87%
4.31%
R
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.
USD=XCVSPGWMTUBERVAMZNSOXQSCHDFTECSCHGSPLG
USD=X0.000.000.000.000.000.000.000.000.000.000.000.00
CVS0.001.000.330.310.100.260.130.120.510.190.220.34
PG0.000.331.000.460.030.330.150.110.460.200.220.34
WMT0.000.310.461.000.110.290.250.200.420.280.310.39
UBER0.000.100.030.111.000.390.530.500.380.550.580.56
V0.000.260.330.290.391.000.410.460.560.570.580.63
AMZN0.000.130.150.250.530.411.000.610.410.730.790.71
SOXQ0.000.120.110.200.500.460.611.000.550.890.830.80
SCHD0.000.510.460.420.380.560.410.551.000.600.600.80
FTEC0.000.190.200.280.550.570.730.890.601.000.970.92
SCHG0.000.220.220.310.580.580.790.830.600.971.000.94
SPLG0.000.340.340.390.560.630.710.800.800.920.941.00
The correlation results are calculated based on daily price changes starting from Jun 14, 2021