Overall
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 6.98% | |
ETH-USD Ethereum | 13.84% | |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 5.08% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 6.01% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 31.59% |
VTTSX Vanguard Target Retirement 2060 Fund | Diversified Portfolio, Target Retirement Date | 36.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Overall, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Overall | 20.10% | -0.77% | 7.06% | 38.66% | 28.76% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.77% | 12.93% |
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.67% | 45.86% | 61.86% |
ETH-USD Ethereum | 17.53% | -18.04% | -17.36% | 62.26% | 73.71% | N/A |
VTTSX Vanguard Target Retirement 2060 Fund | 13.17% | 2.86% | 9.28% | 22.17% | 10.93% | 8.55% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.39% | 11.49% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.71% | 12.85% |
Monthly Returns
The table below presents the monthly returns of Overall, 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% | 12.91% | 5.22% | -6.51% | 7.44% | 0.15% | 0.96% | 20.10% | |||||
| 2023 | 12.32% | -1.87% | 6.44% | 1.62% | -0.93% | 5.89% | 1.79% | -3.94% | -3.13% | 1.17% | 9.34% | 6.56% | 39.65% |
| 2022 | -8.64% | -0.53% | 3.96% | -9.72% | -4.17% | -13.26% | 15.15% | -5.29% | -9.63% | 8.57% | 1.45% | -5.11% | -26.97% |
| 2021 | 11.07% | 6.28% | 12.83% | 9.73% | -1.72% | -2.19% | 4.11% | 8.46% | -6.30% | 13.61% | -0.31% | -2.55% | 64.06% |
| 2020 | 6.86% | -2.35% | -19.62% | 19.33% | 6.21% | 1.05% | 12.98% | 9.52% | -6.43% | 1.30% | 20.96% | 11.72% | 70.25% |
| 2019 | 2.94% | 6.04% | 2.19% | 6.91% | 10.19% | 11.27% | -2.92% | -3.74% | 1.57% | 2.85% | -1.46% | 0.20% | 40.94% |
| 2018 | 8.80% | -7.47% | -11.94% | 12.12% | -3.29% | -4.81% | 3.40% | -3.70% | -1.63% | -7.78% | -6.72% | -5.98% | -27.49% |
| 2017 | 6.27% | 12.08% | 50.91% | 10.54% | 43.45% | 12.98% | -1.39% | 13.72% | -2.86% | 5.48% | 14.23% | 16.86% | 393.96% |
| 2016 | 16.14% | 53.56% | 49.49% | -1.93% | 8.68% | 0.62% | 1.76% | -0.55% | 2.25% | -2.74% | 0.01% | 3.36% | 197.44% |
| 2015 | -12.24% | -4.66% | 11.78% | 0.92% | 1.00% | -4.66% |
Expense Ratio
Overall has an expense ratio of 0.05%, 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 Overall is 30, 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 | 2.28 | 3.09 | 1.42 | 1.06 | 13.97 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
ETH-USD Ethereum | 0.54 | 1.23 | 1.13 | 0.22 | 1.94 |
VTTSX Vanguard Target Retirement 2060 Fund | 1.87 | 2.63 | 1.35 | 0.84 | 11.31 |
SCHD Schwab US Dividend Equity ETF | 1.60 | 2.30 | 1.28 | 0.79 | 7.78 |
SPY SPDR S&P 500 ETF | 2.29 | 3.10 | 1.42 | 1.06 | 13.88 |
Dividends
Dividend yield
Overall granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Overall | 1.34% | 1.50% | 1.57% | 2.68% | 1.41% | 1.62% | 1.77% | 1.45% | 1.63% | 1.64% | 1.44% | 1.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.89% | 2.14% | 2.09% | 5.67% | 1.83% | 2.11% | 2.31% | 1.77% | 1.98% | 1.92% | 1.67% | 1.38% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 Overall. 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 Overall was 39.98%, occurring on Dec 25, 2018. Recovery took 408 trading sessions.
The current Overall drawdown is 3.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.98% | Jan 14, 2018 | 346 | Dec 25, 2018 | 408 | Feb 6, 2020 | 754 |
| -38.25% | Feb 15, 2020 | 31 | Mar 16, 2020 | 138 | Aug 1, 2020 | 169 |
| -35.91% | Nov 9, 2021 | 222 | Jun 18, 2022 | 604 | Feb 12, 2024 | 826 |
| -20.38% | Mar 14, 2016 | 7 | Mar 20, 2016 | 88 | Jun 16, 2016 | 95 |
| -19.23% | Jun 13, 2017 | 34 | Jul 16, 2017 | 110 | Nov 3, 2017 | 144 |
Volatility
Volatility Chart
The current Overall volatility is 7.57%, 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
| BTC-USD | ETH-USD | SCHD | VTTSX | VOO | SPY | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.63 | 0.10 | 0.14 | 0.14 | 0.14 |
| ETH-USD | 0.63 | 1.00 | 0.11 | 0.16 | 0.15 | 0.15 |
| SCHD | 0.10 | 0.11 | 1.00 | 0.77 | 0.79 | 0.79 |
| VTTSX | 0.14 | 0.16 | 0.77 | 1.00 | 0.91 | 0.92 |
| VOO | 0.14 | 0.15 | 0.79 | 0.91 | 1.00 | 1.00 |
| SPY | 0.14 | 0.15 | 0.79 | 0.92 | 1.00 | 1.00 |