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ETF SAVING PROGRAM

Last updated Mar 2, 2024

This is the new program for 2024. The key point is to buy the stock each month at the best price.

Asset Allocation


SCHD 80%IWY 10%SMH 10%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

80%

IWY
iShares Russell Top 200 Growth ETF
Large Cap Growth Equities

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ETF SAVING PROGRAM, 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


250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
473.36%
322.67%
ETF SAVING PROGRAM
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the ETF SAVING PROGRAM returned 5.75% Year-To-Date and 13.82% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
ETF SAVING PROGRAM5.75%4.67%11.29%18.97%15.69%13.82%
IWY
iShares Russell Top 200 Growth ETF
10.99%7.87%19.76%52.16%20.30%16.85%
SCHD
Schwab US Dividend Equity ETF
2.65%2.51%6.69%8.39%12.26%11.35%
SMH
VanEck Vectors Semiconductor ETF
26.12%18.65%42.03%83.61%36.55%29.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.03%3.58%
2023-1.53%-4.64%-3.56%7.68%6.42%

Sharpe Ratio

The current ETF SAVING PROGRAM Sharpe ratio is 1.57. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.57

The Sharpe ratio of ETF SAVING PROGRAM is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.57
2.44
ETF SAVING PROGRAM
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF SAVING PROGRAM granted a 2.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF SAVING PROGRAM2.83%2.92%3.04%2.38%2.74%3.09%2.96%2.52%2.62%2.97%2.48%2.44%
IWY
iShares Russell Top 200 Growth ETF
0.61%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%

Expense Ratio

The ETF SAVING PROGRAM features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
ETF SAVING PROGRAM
1.57
IWY
iShares Russell Top 200 Growth ETF
3.43
SCHD
Schwab US Dividend Equity ETF
0.72
SMH
VanEck Vectors Semiconductor ETF
3.14

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDSMHIWY
SCHD1.000.650.74
SMH0.651.000.77
IWY0.740.771.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ETF SAVING PROGRAM
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF SAVING PROGRAM. 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 ETF SAVING PROGRAM was 32.60%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.6%Feb 13, 202027Mar 23, 202097Aug 10, 2020124
-20.75%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-17.91%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-14.27%Mar 3, 2015123Aug 25, 2015140Mar 16, 2016263
-11.38%Jan 29, 201867May 3, 201893Sep 14, 2018160

Volatility Chart

The current ETF SAVING PROGRAM volatility is 3.08%, 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%OctoberNovemberDecember2024FebruaryMarch
3.08%
3.47%
ETF SAVING PROGRAM
Benchmark (^GSPC)
Portfolio components
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