wilborn portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in wilborn portfolio, 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 Jan 7, 2014, corresponding to the inception date of RDVY
Returns By Period
As of Sep 17, 2024, the wilborn portfolio returned 15.38% Year-To-Date and 11.96% 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 | 18.10% | 1.42% | 9.39% | 26.58% | 13.42% | 10.88% |
| wilborn portfolio | 15.38% | 1.45% | 8.82% | 24.39% | 13.84% | 11.96% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 19.17% | 1.54% | 10.10% | 28.27% | 15.18% | 12.84% |
QQQ Invesco QQQ | 15.90% | -0.38% | 8.35% | 28.50% | 20.58% | 17.81% |
RWL Invesco S&P 500 Revenue ETF | 14.46% | 1.95% | 6.74% | 21.95% | 14.12% | 11.36% |
SCHD Schwab US Dividend Equity ETF | 12.58% | 2.67% | 8.87% | 18.65% | 12.67% | 11.42% |
RDVY First Trust Rising Dividend Achievers ETF | 12.50% | 1.09% | 6.74% | 24.03% | 14.37% | 12.41% |
SPEM SPDR Portfolio Emerging Markets ETF | 9.88% | -0.16% | 7.81% | 15.13% | 4.90% | 3.52% |
IEFA iShares Core MSCI EAFE ETF | 10.85% | 2.56% | 6.41% | 18.61% | 7.62% | 5.49% |
IJR iShares Core S&P Small-Cap ETF | 6.78% | 1.62% | 9.32% | 19.30% | 9.13% | 9.39% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 15.80% | 1.92% | 8.94% | 23.74% | 12.54% | 12.14% |
Monthly Returns
The table below presents the monthly returns of wilborn portfolio, 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 | 0.45% | 4.28% | 3.41% | -3.81% | 4.30% | 1.99% | 2.75% | 1.89% | 15.38% | ||||
| 2023 | 6.60% | -2.73% | 2.37% | 1.07% | -0.71% | 6.28% | 3.74% | -2.41% | -4.22% | -2.58% | 8.53% | 5.33% | 22.24% |
| 2022 | -4.59% | -2.70% | 2.59% | -7.77% | 0.89% | -8.13% | 7.99% | -3.71% | -9.04% | 7.98% | 6.76% | -5.21% | -15.85% |
| 2021 | -0.53% | 3.50% | 4.60% | 4.52% | 1.26% | 1.34% | 1.31% | 2.69% | -4.26% | 5.87% | -1.37% | 4.75% | 25.83% |
| 2020 | -1.06% | -7.80% | -13.21% | 11.72% | 4.76% | 2.37% | 5.37% | 6.18% | -3.28% | -1.75% | 12.26% | 4.37% | 18.17% |
| 2019 | 8.23% | 3.05% | 1.30% | 4.02% | -6.58% | 7.03% | 1.33% | -2.06% | 2.25% | 2.49% | 3.28% | 3.22% | 30.28% |
| 2018 | 5.61% | -3.61% | -2.22% | 0.25% | 1.89% | 0.33% | 3.50% | 2.59% | 0.23% | -6.94% | 2.16% | -8.48% | -5.55% |
| 2017 | 2.17% | 3.63% | 0.58% | 1.33% | 1.60% | 0.45% | 2.24% | 0.24% | 2.08% | 2.36% | 3.05% | 1.20% | 22.97% |
| 2016 | -5.16% | -0.11% | 7.13% | 0.20% | 1.57% | 0.22% | 4.08% | 0.59% | 0.44% | -1.60% | 3.51% | 1.65% | 12.70% |
| 2015 | -2.55% | 6.01% | -1.47% | 1.12% | 1.09% | -2.13% | 1.50% | -6.27% | -2.55% | 8.12% | 0.21% | -1.91% | 0.33% |
| 2014 | -3.12% | 4.38% | 0.79% | 0.42% | 2.34% | 2.11% | -1.18% | 3.63% | -1.70% | 2.19% | 2.40% | -0.64% | 11.94% |
Expense Ratio
wilborn portfolio has an expense ratio of 0.23%, 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 wilborn portfolio is 54, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.11 | 2.85 | 1.38 | 2.29 | 11.37 |
QQQ Invesco QQQ | 1.48 | 2.01 | 1.26 | 1.90 | 6.98 |
RWL Invesco S&P 500 Revenue ETF | 1.97 | 2.68 | 1.35 | 2.27 | 9.64 |
SCHD Schwab US Dividend Equity ETF | 1.48 | 2.17 | 1.26 | 1.33 | 6.46 |
RDVY First Trust Rising Dividend Achievers ETF | 1.52 | 2.14 | 1.26 | 1.57 | 8.01 |
SPEM SPDR Portfolio Emerging Markets ETF | 1.09 | 1.57 | 1.19 | 0.55 | 5.71 |
IEFA iShares Core MSCI EAFE ETF | 1.40 | 1.98 | 1.24 | 1.11 | 6.90 |
IJR iShares Core S&P Small-Cap ETF | 0.90 | 1.42 | 1.16 | 0.73 | 4.42 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.25 | 3.10 | 1.41 | 2.13 | 12.39 |
Dividends
Dividend yield
wilborn portfolio granted a 1.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| wilborn portfolio | 1.64% | 1.93% | 2.21% | 1.61% | 1.51% | 1.87% | 2.29% | 1.73% | 2.11% | 2.87% | 2.29% | 1.61% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
RWL Invesco S&P 500 Revenue ETF | 1.43% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.60% | 1.71% | 1.97% | 1.43% | 1.61% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
RDVY First Trust Rising Dividend Achievers ETF | 1.83% | 2.09% | 2.21% | 1.04% | 1.53% | 1.55% | 1.68% | 1.25% | 2.07% | 2.14% | 1.91% | 0.00% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.60% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
IEFA iShares Core MSCI EAFE ETF | 2.97% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
IJR iShares Core S&P Small-Cap ETF | 1.27% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.40% | 2.78% | 3.81% | 2.00% | 1.03% | 1.78% | 3.67% | 2.19% | 3.07% | 7.57% | 4.43% | 1.87% |
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 wilborn portfolio. 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 wilborn portfolio was 33.78%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current wilborn portfolio drawdown is 0.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -23.5% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -18.53% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -14.79% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
| -9.93% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current wilborn portfolio volatility is 3.66%, 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
| SPEM | QQQ | IJR | IEFA | SCHD | RDVY | PRDGX | RWL | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| SPEM | 1.00 | 0.65 | 0.60 | 0.78 | 0.61 | 0.63 | 0.65 | 0.65 | 0.69 |
| QQQ | 0.65 | 1.00 | 0.66 | 0.70 | 0.66 | 0.69 | 0.79 | 0.73 | 0.90 |
| IJR | 0.60 | 0.66 | 1.00 | 0.71 | 0.80 | 0.85 | 0.79 | 0.84 | 0.80 |
| IEFA | 0.78 | 0.70 | 0.71 | 1.00 | 0.75 | 0.74 | 0.79 | 0.77 | 0.81 |
| SCHD | 0.61 | 0.66 | 0.80 | 0.75 | 1.00 | 0.85 | 0.89 | 0.92 | 0.85 |
| RDVY | 0.63 | 0.69 | 0.85 | 0.74 | 0.85 | 1.00 | 0.84 | 0.90 | 0.85 |
| PRDGX | 0.65 | 0.79 | 0.79 | 0.79 | 0.89 | 0.84 | 1.00 | 0.92 | 0.95 |
| RWL | 0.65 | 0.73 | 0.84 | 0.77 | 0.92 | 0.90 | 0.92 | 1.00 | 0.91 |
| SPY | 0.69 | 0.90 | 0.80 | 0.81 | 0.85 | 0.85 | 0.95 | 0.91 | 1.00 |