stnd-dv
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FDVV Fidelity High Dividend ETF | Large Cap Blend Equities, Dividend | 35% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 25% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 15% |
SPYG SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in stnd-dv, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| 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% |
| stnd-dv | 17.58% | 2.06% | 9.78% | 28.35% | N/A | N/A |
| Portfolio components: | ||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 26.71% | 2.30% | 11.65% | 38.97% | 17.11% | 14.93% |
FDVV Fidelity High Dividend ETF | 20.92% | 2.29% | 12.94% | 32.65% | 14.50% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 12.02% | 2.41% | 7.36% | 25.95% | 14.89% | 13.24% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.94% | 0.47% | 2.69% | 5.45% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of stnd-dv, 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 | 0.75% | 3.71% | 3.03% | -3.03% | 4.16% | 2.06% | 2.52% | 2.76% | 17.58% | ||||
| 2023 | 6.55% | -2.29% | 2.97% | 1.33% | -0.17% | 5.48% | 3.47% | -1.66% | -4.11% | -2.54% | 7.34% | 4.85% | 22.42% |
| 2022 | -2.55% | -1.83% | 3.36% | -7.29% | 0.85% | -7.29% | 8.15% | -3.69% | -8.67% | 6.39% | 6.25% | -4.81% | -12.26% |
| 2021 | -0.28% | 3.24% | 4.49% | 4.13% | 1.05% | 1.77% | 1.83% | 1.94% | -3.82% | 5.05% | -1.04% | 3.82% | 24.15% |
| 2020 | 0.20% | 2.00% | 3.02% | 5.79% | -3.46% | -2.40% | 11.06% | 3.60% | 20.75% |
Expense Ratio
stnd-dv has an expense ratio of 0.24%, 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 risk-adjusted rank of stnd-dv is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.16 | 2.85 | 1.39 | 1.75 | 11.06 |
FDVV Fidelity High Dividend ETF | 2.70 | 3.72 | 1.49 | 2.99 | 21.11 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.77 | 2.48 | 1.32 | 1.54 | 9.15 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.46 | — | — | — | — |
Dividends
Dividend yield
stnd-dv granted a 2.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| stnd-dv | 2.09% | 2.55% | 1.99% | 1.37% | 1.71% | 2.04% | 2.24% | 1.89% | 1.05% | 0.93% | 0.68% | 0.55% |
| Portfolio components: | ||||||||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.53% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
FDVV Fidelity High Dividend ETF | 2.82% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.22% | 4.87% | 1.45% | 0.03% | 0.05% | 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 stnd-dv. 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 stnd-dv was 19.63%, occurring on Oct 14, 2022. Recovery took 184 trading sessions.
The current stnd-dv drawdown is 0.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.63% | Jan 5, 2022 | 196 | Oct 14, 2022 | 184 | Jul 12, 2023 | 380 |
| -9.42% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 12, 2023 | 94 |
| -7.96% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -7.23% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -5.31% | Jul 17, 2024 | 14 | Aug 5, 2024 | 8 | Aug 15, 2024 | 22 |
Volatility
Volatility Chart
The current stnd-dv volatility is 3.18%, 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
| SGOV | SPYG | FDVV | MOAT | |
|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | -0.01 | 0.00 |
| SPYG | 0.00 | 1.00 | 0.75 | 0.79 |
| FDVV | -0.01 | 0.75 | 1.00 | 0.88 |
| MOAT | 0.00 | 0.79 | 0.88 | 1.00 |