very simple portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 37.50% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 12.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in very simple portfolio, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| very simple portfolio | 23.56% | 2.30% | 12.14% | 30.70% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.93% | 13.41% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 21.42% | 18.39% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.62% | 0.37% | 2.58% | 5.34% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of very simple portfolio, 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 | 1.54% | 4.65% | 2.18% | -3.59% | 4.85% | 4.27% | 0.01% | 1.68% | 2.12% | -0.75% | 23.56% | ||
| 2023 | 7.18% | -1.33% | 5.56% | 1.03% | 3.24% | 5.69% | 3.15% | -1.32% | -4.24% | -1.81% | 8.67% | 4.48% | 33.73% |
| 2022 | -5.89% | -3.12% | 3.58% | -9.47% | -0.43% | -7.35% | 9.30% | -4.01% | -8.58% | 5.57% | 4.89% | -6.24% | -21.47% |
| 2021 | -0.41% | 1.33% | 2.96% | 4.87% | -0.12% | 3.50% | 2.30% | 3.07% | -4.50% | 6.46% | 0.39% | 2.71% | 24.50% |
| 2020 | 0.77% | 3.28% | 5.71% | 7.68% | -4.10% | -2.42% | 9.66% | 3.74% | 26.13% |
Expense Ratio
very simple portfolio has an expense ratio of 0.09%, 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 very simple portfolio is 55, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
QQQ Invesco QQQ | 2.11 | 2.78 | 1.38 | 2.69 | 9.81 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.93 | 527.74 | 528.74 | 541.76 | 8,600.11 |
Dividends
Dividend yield
very simple portfolio provided a 1.49% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.57% | 1.33% | 0.79% | 0.98% | 1.22% | 1.37% | 1.20% | 1.40% | 1.42% | 1.45% | 1.30% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.04% | 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 very simple portfolio. 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 very simple portfolio was 25.60%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.
The current very simple portfolio drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | 284 | Dec 1, 2023 | 486 |
| -9.7% | Sep 3, 2020 | 14 | Sep 23, 2020 | 45 | Nov 25, 2020 | 59 |
| -8.98% | Jul 11, 2024 | 18 | Aug 5, 2024 | 37 | Sep 26, 2024 | 55 |
| -5.71% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
| -5.38% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
Volatility
Volatility Chart
The current very simple portfolio volatility is 3.81%, 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
| SGOV | VOO | QQQ | |
|---|---|---|---|
| SGOV | 1.00 | -0.00 | 0.01 |
| VOO | -0.00 | 1.00 | 0.91 |
| QQQ | 0.01 | 0.91 | 1.00 |