Pregge
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Pregge, 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 Jun 11, 2021, corresponding to the inception date of SOXQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Pregge | 23.34% | 2.10% | 10.42% | 34.37% | N/A | N/A |
| Portfolio components: | ||||||
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 11.39% | 0.85% | 2.33% | 24.46% | 15.89% | 17.18% |
SOXQ Invesco PHLX Semiconductor ETF | 20.59% | -2.62% | 0.06% | 35.84% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 26.13% | 2.36% | 13.01% | 33.91% | 15.61% | 13.33% |
IWF iShares Russell 1000 Growth ETF | 31.07% | 4.18% | 15.72% | 38.66% | 19.46% | 16.53% |
FCIGX Fidelity Advisor Small Cap Growth Fund Class I | 25.66% | 2.87% | 12.44% | 42.18% | 6.10% | 7.77% |
Monthly Returns
The table below presents the monthly returns of Pregge, 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 | 1.55% | 6.68% | 2.62% | -4.79% | 4.88% | 3.84% | 0.43% | 1.59% | 1.57% | -1.44% | 23.34% | ||
| 2023 | 8.90% | -0.97% | 4.28% | -1.04% | 3.65% | 6.59% | 4.08% | -2.41% | -5.07% | -3.54% | 11.00% | 7.08% | 35.92% |
| 2022 | -8.56% | -2.48% | 2.60% | -11.12% | -0.56% | -9.12% | 10.84% | -4.40% | -9.97% | 6.31% | 5.93% | -6.56% | -26.24% |
| 2021 | 2.48% | 1.72% | 3.56% | -7.28% | 6.96% | -0.51% | 2.20% | 8.88% |
Expense Ratio
Pregge features an expense ratio of 0.35%, falling within the medium range. 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 Pregge is 39, 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 | |
|---|---|---|---|---|---|
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 1.08 | 1.53 | 1.20 | 1.43 | 4.26 |
SOXQ Invesco PHLX Semiconductor ETF | 1.06 | 1.53 | 1.20 | 1.46 | 3.87 |
VOO Vanguard S&P 500 ETF | 2.82 | 3.76 | 1.53 | 4.05 | 18.48 |
IWF iShares Russell 1000 Growth ETF | 2.33 | 3.02 | 1.43 | 2.92 | 11.52 |
FCIGX Fidelity Advisor Small Cap Growth Fund Class I | 2.16 | 2.92 | 1.36 | 1.09 | 13.00 |
Dividends
Dividend yield
Pregge provided a 0.82% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.82% | 0.79% | 0.95% | 0.65% | 0.85% | 1.08% | 1.24% | 1.07% | 1.31% | 2.14% | 2.88% | 4.49% |
| Portfolio components: | ||||||||||||
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.04% | 0.14% | 0.15% | 0.02% | 0.44% | 0.68% | 0.91% | 0.80% | 1.29% | 0.99% | 1.22% | 0.72% |
SOXQ Invesco PHLX Semiconductor ETF | 0.69% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
IWF iShares Russell 1000 Growth ETF | 0.51% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
FCIGX Fidelity Advisor Small Cap Growth Fund Class I | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.35% | 16.94% |
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 Pregge. 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 Pregge was 32.50%, occurring on Oct 14, 2022. Recovery took 317 trading sessions.
The current Pregge drawdown is 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.5% | Nov 17, 2021 | 229 | Oct 14, 2022 | 317 | Jan 22, 2024 | 546 |
| -11.84% | Jul 17, 2024 | 14 | Aug 5, 2024 | 48 | Oct 11, 2024 | 62 |
| -8.85% | Sep 7, 2021 | 20 | Oct 4, 2021 | 22 | Nov 3, 2021 | 42 |
| -7.14% | Mar 28, 2024 | 16 | Apr 19, 2024 | 18 | May 15, 2024 | 34 |
| -3.89% | Oct 15, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
Volatility
Volatility Chart
The current Pregge volatility is 4.83%, 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
| FCIGX | SOXQ | VOO | IWF | QTEC | |
|---|---|---|---|---|---|
| FCIGX | 1.00 | 0.73 | 0.85 | 0.80 | 0.81 |
| SOXQ | 0.73 | 1.00 | 0.80 | 0.84 | 0.92 |
| VOO | 0.85 | 0.80 | 1.00 | 0.95 | 0.87 |
| IWF | 0.80 | 0.84 | 0.95 | 1.00 | 0.92 |
| QTEC | 0.81 | 0.92 | 0.87 | 0.92 | 1.00 |