My Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 21.24% | 0.55% | 11.47% | 32.45% | 13.43% | 11.05% |
| My Portfolio | 17.63% | 1.15% | 10.23% | 32.87% | 14.39% | N/A |
| Portfolio components: | ||||||
VTWO Vanguard Russell 2000 ETF | 12.88% | 3.15% | 10.86% | 32.37% | 8.73% | 8.31% |
VONE Vanguard Russell 1000 ETF | 21.94% | 1.80% | 12.16% | 33.92% | 14.89% | 12.76% |
VWILX Vanguard International Growth Fund Admiral Shares | 14.38% | -1.46% | 7.59% | 27.60% | 9.15% | 9.00% |
FSHOX Fidelity Select Construction & Housing Portfolio | 19.15% | -1.83% | 11.42% | 42.16% | 15.72% | 9.21% |
FSELX Fidelity Select Semiconductors Portfolio | 39.26% | -0.68% | 9.71% | 63.71% | 31.58% | 27.16% |
SCHD Schwab US Dividend Equity ETF | 14.92% | 1.00% | 10.58% | 26.81% | 12.28% | 11.48% |
FSKAX Fidelity Total Market Index Fund | 19.98% | 0.59% | 10.62% | 32.38% | 14.19% | 12.08% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 22.26% | 1.59% | 12.22% | 32.03% | 13.05% | 11.93% |
VMIAX Vanguard Materials Index Fund Admiral Shares | 10.54% | -0.27% | 4.64% | 25.21% | 11.59% | 8.84% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.61% | 0.43% | 2.44% | 5.28% | 2.49% | 2.39% |
COWZ Pacer US Cash Cows 100 ETF | 13.31% | -0.27% | 6.32% | 21.50% | 16.15% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 9.37% | 1.71% | 6.80% | 29.04% | 14.63% | N/A |
DGRO iShares Core Dividend Growth ETF | 17.94% | 0.35% | 10.45% | 28.68% | 11.64% | 11.82% |
Monthly Returns
The table below presents the monthly returns of My 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 | -0.58% | 5.36% | 3.83% | -4.85% | 4.80% | 0.65% | 4.89% | 0.43% | 1.94% | -1.31% | 17.63% | ||
| 2023 | 8.46% | -2.05% | 0.02% | -0.13% | -0.53% | 7.74% | 5.01% | -3.09% | -4.88% | -4.26% | 9.38% | 7.70% | 24.16% |
| 2022 | -6.37% | -1.84% | 1.84% | -8.19% | 1.12% | -9.40% | 9.76% | -3.56% | -9.21% | 8.81% | 6.56% | -5.84% | -17.39% |
| 2021 | 1.77% | 4.96% | 4.35% | 3.74% | 1.34% | 1.45% | -0.01% | 2.84% | -3.41% | 5.83% | -1.08% | 3.34% | 27.72% |
| 2020 | -2.06% | -7.96% | -16.75% | 13.71% | 6.09% | 3.22% | 5.08% | 7.11% | -3.05% | -0.14% | 13.96% | 5.32% | 22.22% |
| 2019 | -0.16% | 2.49% | 3.31% | 2.77% | 8.64% |
Expense Ratio
My Portfolio has an expense ratio of 0.19%, 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 My Portfolio is 58, 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 | |
|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.46 | 2.13 | 1.26 | 1.06 | 8.12 |
VONE Vanguard Russell 1000 ETF | 2.83 | 3.75 | 1.53 | 4.04 | 18.34 |
VWILX Vanguard International Growth Fund Admiral Shares | 1.63 | 2.30 | 1.29 | 0.73 | 9.80 |
FSHOX Fidelity Select Construction & Housing Portfolio | 2.15 | 3.05 | 1.37 | 2.31 | 9.02 |
FSELX Fidelity Select Semiconductors Portfolio | 1.82 | 2.35 | 1.31 | 2.66 | 7.84 |
SCHD Schwab US Dividend Equity ETF | 2.33 | 3.35 | 1.41 | 2.39 | 12.66 |
FSKAX Fidelity Total Market Index Fund | 2.63 | 3.51 | 1.49 | 3.51 | 16.67 |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.68 | 3.57 | 1.49 | 3.07 | 17.18 |
VMIAX Vanguard Materials Index Fund Admiral Shares | 1.55 | 2.17 | 1.27 | 1.67 | 7.55 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 14.84 | 54.26 | 13.21 | 89.28 | 737.70 |
COWZ Pacer US Cash Cows 100 ETF | 1.44 | 2.10 | 1.25 | 2.57 | 6.10 |
AVUV Avantis U.S. Small Cap Value ETF | 1.24 | 1.85 | 1.23 | 2.32 | 6.13 |
DGRO iShares Core Dividend Growth ETF | 2.97 | 4.16 | 1.55 | 3.30 | 19.59 |
Dividends
Dividend yield
My Portfolio provided a 1.61% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.82% | 2.26% | 2.50% | 1.65% | 1.42% | 2.66% | 1.61% | 1.38% | 1.90% | 1.63% | 1.72% |
| Portfolio components: | ||||||||||||
VTWO Vanguard Russell 2000 ETF | 1.27% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
VONE Vanguard Russell 1000 ETF | 1.25% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
VWILX Vanguard International Growth Fund Admiral Shares | 1.68% | 1.92% | 7.03% | 14.02% | 2.38% | 1.30% | 5.52% | 0.84% | 1.42% | 1.53% | 2.46% | 1.58% |
FSHOX Fidelity Select Construction & Housing Portfolio | 0.69% | 0.82% | 0.80% | 0.49% | 0.84% | 0.96% | 1.16% | 0.47% | 0.77% | 2.07% | 4.92% | 8.70% |
FSELX Fidelity Select Semiconductors Portfolio | 5.04% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
SCHD Schwab US Dividend Equity ETF | 3.44% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FSKAX Fidelity Total Market Index Fund | 1.20% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% | 1.54% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.30% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% | 1.87% |
VMIAX Vanguard Materials Index Fund Admiral Shares | 1.55% | 1.72% | 1.98% | 1.44% | 1.67% | 1.94% | 2.02% | 1.63% | 1.73% | 2.31% | 1.76% | 1.83% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.31% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.88% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.21% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 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 My 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 My Portfolio was 36.53%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current My Portfolio drawdown is 1.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -25.43% | Nov 17, 2021 | 219 | Sep 30, 2022 | 303 | Dec 14, 2023 | 522 |
| -8.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -8.55% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -6.79% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current My Portfolio volatility is 3.16%, 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
| USFR | FSELX | VWILX | FSHOX | AVUV | VMIAX | SCHD | COWZ | VTWO | DGRO | VIIIX | VONE | FSKAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | -0.00 | -0.02 | -0.00 | 0.00 | -0.03 | -0.02 | 0.01 | 0.01 | -0.00 | -0.01 | -0.00 | -0.00 |
| FSELX | -0.00 | 1.00 | 0.76 | 0.61 | 0.57 | 0.59 | 0.55 | 0.58 | 0.68 | 0.62 | 0.80 | 0.80 | 0.80 |
| VWILX | -0.02 | 0.76 | 1.00 | 0.62 | 0.59 | 0.65 | 0.58 | 0.61 | 0.72 | 0.65 | 0.79 | 0.81 | 0.81 |
| FSHOX | -0.00 | 0.61 | 0.62 | 1.00 | 0.78 | 0.78 | 0.77 | 0.78 | 0.82 | 0.81 | 0.79 | 0.80 | 0.82 |
| AVUV | 0.00 | 0.57 | 0.59 | 0.78 | 1.00 | 0.84 | 0.84 | 0.90 | 0.92 | 0.81 | 0.73 | 0.74 | 0.77 |
| VMIAX | -0.03 | 0.59 | 0.65 | 0.78 | 0.84 | 1.00 | 0.84 | 0.85 | 0.82 | 0.84 | 0.77 | 0.78 | 0.80 |
| SCHD | -0.02 | 0.55 | 0.58 | 0.77 | 0.84 | 0.84 | 1.00 | 0.88 | 0.80 | 0.95 | 0.80 | 0.80 | 0.80 |
| COWZ | 0.01 | 0.58 | 0.61 | 0.78 | 0.90 | 0.85 | 0.88 | 1.00 | 0.85 | 0.86 | 0.77 | 0.77 | 0.79 |
| VTWO | 0.01 | 0.68 | 0.72 | 0.82 | 0.92 | 0.82 | 0.80 | 0.85 | 1.00 | 0.82 | 0.82 | 0.84 | 0.86 |
| DGRO | -0.00 | 0.62 | 0.65 | 0.81 | 0.81 | 0.84 | 0.95 | 0.86 | 0.82 | 1.00 | 0.89 | 0.89 | 0.89 |
| VIIIX | -0.01 | 0.80 | 0.79 | 0.79 | 0.73 | 0.77 | 0.80 | 0.77 | 0.82 | 0.89 | 1.00 | 0.99 | 0.99 |
| VONE | -0.00 | 0.80 | 0.81 | 0.80 | 0.74 | 0.78 | 0.80 | 0.77 | 0.84 | 0.89 | 0.99 | 1.00 | 0.99 |
| FSKAX | -0.00 | 0.80 | 0.81 | 0.82 | 0.77 | 0.80 | 0.80 | 0.79 | 0.86 | 0.89 | 0.99 | 0.99 | 1.00 |