Top ETF 52 Week High
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top ETF 52 Week High, 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 Jul 18, 2013, corresponding to the inception date of QUAL
Returns By Period
As of Nov 15, 2024, the Top ETF 52 Week High returned 31.96% Year-To-Date and 15.46% of annualized return in the last 10 years.
| 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% |
| Top ETF 52 Week High | 31.96% | 3.39% | 15.22% | 39.08% | 17.90% | 15.46% |
| Portfolio components: | ||||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | 34.26% | 1.43% | 12.20% | 41.65% | 12.74% | 13.50% |
IUSG iShares Core S&P U.S. Growth ETF | 33.26% | 3.60% | 15.90% | 39.98% | 17.36% | 14.94% |
VOOG Vanguard S&P 500 Growth ETF | 34.18% | 3.76% | 16.60% | 40.60% | 17.68% | 15.16% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 34.20% | 3.80% | 16.65% | 40.68% | 17.76% | 15.19% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 24.98% | 0.89% | 10.82% | 31.96% | 15.03% | 13.31% |
IWF iShares Russell 1000 Growth ETF | 31.07% | 4.18% | 15.72% | 38.66% | 19.46% | 16.53% |
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
MGK Vanguard Mega Cap Growth ETF | 30.86% | 4.22% | 16.49% | 37.81% | 20.14% | 16.54% |
VONG Vanguard Russell 1000 Growth ETF | 31.22% | 4.19% | 15.85% | 38.87% | 19.59% | 16.65% |
Monthly Returns
The table below presents the monthly returns of Top ETF 52 Week High, 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 | 2.90% | 7.26% | 2.12% | -4.29% | 6.22% | 6.20% | -1.32% | 2.36% | 2.61% | -0.64% | 31.96% | ||
| 2023 | 6.75% | -1.97% | 6.02% | 1.50% | 2.79% | 6.55% | 3.17% | -0.62% | -5.17% | -1.79% | 9.86% | 4.23% | 34.85% |
| 2022 | -8.47% | -4.18% | 4.38% | -12.14% | -1.63% | -8.08% | 11.43% | -4.79% | -9.50% | 6.05% | 4.83% | -7.11% | -27.89% |
| 2021 | -0.64% | 0.36% | 2.19% | 6.76% | -0.97% | 5.15% | 3.22% | 3.83% | -5.50% | 8.67% | 0.25% | 1.96% | 27.44% |
| 2020 | 2.27% | -6.97% | -10.44% | 14.03% | 6.27% | 3.84% | 7.12% | 9.56% | -4.38% | -3.14% | 10.17% | 4.04% | 33.58% |
| 2019 | 8.06% | 3.76% | 2.70% | 4.00% | -5.56% | 6.53% | 1.75% | -0.77% | 0.30% | 2.17% | 3.96% | 2.77% | 33.19% |
| 2018 | 6.96% | -2.40% | -2.70% | 0.13% | 4.06% | 0.67% | 2.97% | 4.97% | 0.71% | -8.55% | 1.05% | -8.36% | -1.77% |
| 2017 | 2.98% | 4.20% | 1.13% | 2.01% | 2.80% | -0.14% | 2.53% | 1.33% | 1.51% | 3.52% | 2.92% | 0.81% | 28.72% |
| 2016 | -5.42% | -0.30% | 6.65% | -0.87% | 2.10% | -0.04% | 4.36% | -0.40% | 0.39% | -2.25% | 1.75% | 1.33% | 6.98% |
| 2015 | -1.49% | 6.24% | -1.30% | 0.10% | 1.79% | -1.58% | 3.37% | -6.05% | -2.48% | 8.76% | 0.32% | -1.63% | 5.31% |
| 2014 | -3.04% | 5.35% | -1.17% | 0.02% | 3.25% | 1.91% | -1.23% | 4.41% | -1.19% | 2.64% | 3.11% | -0.79% | 13.71% |
| 2013 | 0.10% | -2.16% | 4.08% | 4.82% | 3.02% | 2.73% | 13.08% |
Expense Ratio
Top ETF 52 Week High has an expense ratio of 0.10%, 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 Top ETF 52 Week High is 51, 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 | |
|---|---|---|---|---|---|
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.22 | 3.00 | 1.39 | 1.92 | 12.86 |
IUSG iShares Core S&P U.S. Growth ETF | 2.40 | 3.12 | 1.44 | 2.96 | 12.88 |
VOOG Vanguard S&P 500 Growth ETF | 2.40 | 3.11 | 1.44 | 2.96 | 12.67 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.41 | 3.12 | 1.44 | 2.98 | 12.72 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 2.55 | 3.53 | 1.47 | 4.17 | 15.95 |
IWF iShares Russell 1000 Growth ETF | 2.33 | 3.02 | 1.43 | 2.92 | 11.52 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
MGK Vanguard Mega Cap Growth ETF | 2.19 | 2.86 | 1.40 | 2.78 | 10.57 |
VONG Vanguard Russell 1000 Growth ETF | 2.35 | 3.05 | 1.43 | 2.96 | 11.71 |
Dividends
Dividend yield
Top ETF 52 Week High provided a 0.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.59% | 0.92% | 1.06% | 0.60% | 0.84% | 1.23% | 1.37% | 1.26% | 1.49% | 1.41% | 1.26% | 1.19% |
| Portfolio components: | ||||||||||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.55% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
IUSG iShares Core S&P U.S. Growth ETF | 0.64% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.65% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 0.99% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
MGK Vanguard Mega Cap Growth ETF | 0.42% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
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 Top ETF 52 Week High. 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 Top ETF 52 Week High was 32.22%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.
The current Top ETF 52 Week High drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.22% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -31.88% | Dec 28, 2021 | 202 | Oct 14, 2022 | 319 | Jan 24, 2024 | 521 |
| -21.4% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -13.45% | Jul 21, 2015 | 143 | Feb 11, 2016 | 81 | Jun 8, 2016 | 224 |
| -12.27% | Jul 11, 2024 | 18 | Aug 5, 2024 | 46 | Oct 9, 2024 | 64 |
Volatility
Volatility Chart
The current Top ETF 52 Week High volatility is 4.68%, 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
| MTUM | QUAL | MGK | SCHG | VONG | SPYG | IUSG | VOOG | IWF | |
|---|---|---|---|---|---|---|---|---|---|
| MTUM | 1.00 | 0.84 | 0.86 | 0.87 | 0.88 | 0.88 | 0.88 | 0.88 | 0.88 |
| QUAL | 0.84 | 1.00 | 0.91 | 0.92 | 0.92 | 0.93 | 0.94 | 0.94 | 0.93 |
| MGK | 0.86 | 0.91 | 1.00 | 0.99 | 0.99 | 0.98 | 0.98 | 0.98 | 0.99 |
| SCHG | 0.87 | 0.92 | 0.99 | 1.00 | 0.99 | 0.98 | 0.98 | 0.98 | 0.99 |
| VONG | 0.88 | 0.92 | 0.99 | 0.99 | 1.00 | 0.98 | 0.98 | 0.98 | 0.99 |
| SPYG | 0.88 | 0.93 | 0.98 | 0.98 | 0.98 | 1.00 | 0.99 | 0.99 | 0.98 |
| IUSG | 0.88 | 0.94 | 0.98 | 0.98 | 0.98 | 0.99 | 1.00 | 0.99 | 0.99 |
| VOOG | 0.88 | 0.94 | 0.98 | 0.98 | 0.98 | 0.99 | 0.99 | 1.00 | 0.99 |
| IWF | 0.88 | 0.93 | 0.99 | 0.99 | 0.99 | 0.98 | 0.99 | 0.99 | 1.00 |