Theo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in Theo, 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
Returns
As of Sep 23, 2023, the Theo returned 5.26% Year-To-Date and 11.54% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| Theo | -1.86% | 6.07% | 5.26% | 13.89% | 10.06% | 11.56% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -1.79% | 9.62% | 13.90% | 18.91% | 10.08% | 11.87% |
SCHD Schwab US Dividend Equity ETF | -1.92% | 2.48% | -3.10% | 8.53% | 9.79% | 11.11% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | VOO | |
|---|---|---|
| SCHD | 1.00 | 0.88 |
| VOO | 0.88 | 1.00 |
Dividend yield
Theo granted a 2.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Theo | 2.62% | 2.59% | 2.12% | 2.53% | 2.69% | 2.91% | 2.57% | 2.93% | 3.11% | 2.82% | 2.77% | 3.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The Theo has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.92 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Theo. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Theo is 33.50%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.5% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -20.52% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -18.24% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.76% | May 22, 2015 | 66 | Aug 25, 2015 | 143 | Mar 21, 2016 | 209 |
| -10.98% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
Volatility Chart
The current Theo 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.