4ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 7.50% |
VGT Vanguard Information Technology ETF | Technology Equities | 35% |
VNQ Vanguard Real Estate ETF | REIT | 7.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 7.50% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 4ETF, 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 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 20, 2024, the 4ETF returned 20.11% Year-To-Date and 15.10% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| 4ETF | 20.23% | 1.18% | 11.46% | 37.44% | 16.92% | 15.14% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 23.21% | 0.78% | 10.46% | 40.57% | 18.71% | 15.48% |
VGT Vanguard Information Technology ETF | 20.21% | -0.41% | 9.87% | 41.05% | 22.90% | 20.54% |
VNQ Vanguard Real Estate ETF | 13.46% | 6.17% | 17.54% | 31.33% | 4.89% | 7.33% |
VOO Vanguard S&P 500 ETF | 20.99% | 1.86% | 9.93% | 33.86% | 15.68% | 13.22% |
TLT iShares 20+ Year Treasury Bond ETF | 3.06% | 0.86% | 7.75% | 13.83% | -4.63% | 0.97% |
GLD SPDR Gold Trust | 26.70% | 4.33% | 20.89% | 36.03% | 11.14% | 7.51% |
Monthly Returns
The table below presents the monthly returns of 4ETF, 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 | 0.94% | 4.62% | 2.09% | -4.59% | 6.06% | 5.72% | 0.21% | 2.06% | 20.23% | ||||
| 2023 | 9.28% | -1.70% | 7.25% | 0.49% | 4.18% | 5.42% | 2.56% | -1.84% | -6.13% | -1.51% | 11.20% | 5.02% | 38.21% |
| 2022 | -7.48% | -3.20% | 2.83% | -10.46% | -2.29% | -7.59% | 10.54% | -5.08% | -10.32% | 4.31% | 5.52% | -6.54% | -27.91% |
| 2021 | -1.19% | 0.41% | 1.22% | 5.66% | -0.26% | 4.76% | 3.28% | 2.86% | -5.11% | 7.11% | 1.29% | 2.58% | 24.38% |
| 2020 | 3.43% | -5.46% | -8.77% | 12.52% | 5.87% | 4.79% | 6.58% | 7.63% | -4.19% | -3.28% | 9.27% | 4.40% | 35.03% |
| 2019 | 7.75% | 4.04% | 3.29% | 3.98% | -5.29% | 6.72% | 2.30% | 0.57% | 0.37% | 2.58% | 3.30% | 2.79% | 36.88% |
| 2018 | 5.12% | -2.18% | -1.81% | -0.05% | 4.54% | 0.35% | 1.83% | 5.17% | -0.15% | -6.93% | 0.37% | -6.13% | -0.72% |
| 2017 | 3.32% | 4.18% | 1.01% | 1.96% | 2.71% | -0.95% | 2.71% | 2.08% | 0.35% | 3.64% | 1.73% | 0.71% | 26.02% |
| 2016 | -3.94% | 0.65% | 6.63% | -1.73% | 2.56% | 0.69% | 5.23% | 0.15% | 0.91% | -2.20% | -0.44% | 1.24% | 9.68% |
| 2015 | -0.07% | 4.09% | -2.30% | 0.78% | 1.35% | -2.87% | 2.38% | -5.01% | -1.36% | 8.04% | -0.06% | -1.89% | 2.46% |
| 2014 | -1.12% | 4.88% | -0.69% | 0.20% | 2.80% | 2.61% | -0.69% | 4.01% | -2.27% | 2.63% | 3.37% | -0.34% | 16.19% |
| 2013 | 2.72% | 0.39% | 2.80% | 1.20% | 0.85% | -3.03% | 4.71% | -1.22% | 3.20% | 3.52% | 1.32% | 2.63% | 20.56% |
Expense Ratio
4ETF 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 4ETF 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.18 | 2.84 | 1.39 | 2.02 | 11.15 |
VGT Vanguard Information Technology ETF | 1.85 | 2.42 | 1.32 | 2.54 | 9.13 |
VNQ Vanguard Real Estate ETF | 1.45 | 2.10 | 1.27 | 0.78 | 5.81 |
VOO Vanguard S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.73 | 15.67 |
TLT iShares 20+ Year Treasury Bond ETF | 0.65 | 1.01 | 1.12 | 0.23 | 1.88 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
Dividends
Dividend yield
4ETF granted a 1.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 4ETF | 1.00% | 1.09% | 1.19% | 0.79% | 1.04% | 1.29% | 1.62% | 1.38% | 1.65% | 1.55% | 1.42% | 1.49% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.39% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VNQ Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
TLT iShares 20+ Year Treasury Bond ETF | 3.65% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 4ETF. 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 4ETF was 32.22%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.
The current 4ETF drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.22% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
| -27.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -17.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -13.04% | Jul 25, 2011 | 11 | Aug 8, 2011 | 65 | Nov 8, 2011 | 76 |
| -11.1% | Nov 4, 2015 | 66 | Feb 9, 2016 | 34 | Mar 30, 2016 | 100 |
Volatility
Volatility Chart
The current 4ETF volatility is 5.20%, 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
| GLD | TLT | VNQ | VGT | VUG | VOO | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.25 | 0.11 | 0.03 | 0.05 | 0.04 |
| TLT | 0.25 | 1.00 | -0.01 | -0.21 | -0.21 | -0.27 |
| VNQ | 0.11 | -0.01 | 1.00 | 0.51 | 0.58 | 0.64 |
| VGT | 0.03 | -0.21 | 0.51 | 1.00 | 0.95 | 0.89 |
| VUG | 0.05 | -0.21 | 0.58 | 0.95 | 1.00 | 0.94 |
| VOO | 0.04 | -0.27 | 0.64 | 0.89 | 0.94 | 1.00 |