SPLG, QQQ, SCHD, SPGP, XLK - 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 30% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 20% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPLG, QQQ, SCHD, SPGP, XLK - 2, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 19, 2024, the SPLG, QQQ, SCHD, SPGP, XLK - 2 returned 12.76% Year-To-Date and 14.85% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| SPLG, QQQ, SCHD, SPGP, XLK - 2 | 12.76% | -0.43% | 4.56% | 22.08% | 16.94% | 14.85% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 18.95% | 0.33% | 8.30% | 28.24% | 15.34% | 12.77% |
QQQ Invesco QQQ | 15.46% | -2.04% | 6.40% | 28.15% | 20.70% | 17.75% |
SCHD Schwab US Dividend Equity ETF | 12.56% | 2.06% | 7.31% | 18.96% | 12.84% | 11.41% |
SPGP Invesco S&P 500 GARP ETF | 5.60% | -0.17% | -1.43% | 11.99% | 13.95% | 13.48% |
XLK Technology Select Sector SPDR Fund | 13.21% | -3.50% | 3.75% | 29.03% | 23.22% | 19.88% |
Monthly Returns
The table below presents the monthly returns of SPLG, QQQ, SCHD, SPGP, XLK - 2, 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 | 0.32% | 4.89% | 3.39% | -4.79% | 4.54% | 2.90% | 1.07% | 1.11% | 12.76% | ||||
| 2023 | 7.83% | -2.00% | 3.63% | 0.60% | 1.86% | 6.47% | 4.35% | -1.60% | -4.33% | -2.78% | 8.65% | 5.35% | 30.61% |
| 2022 | -6.41% | -2.85% | 3.45% | -8.89% | 0.48% | -8.24% | 9.22% | -4.26% | -9.43% | 7.75% | 6.32% | -6.44% | -19.79% |
| 2021 | -0.30% | 3.92% | 4.43% | 4.86% | 0.73% | 2.83% | 2.53% | 3.14% | -5.26% | 6.85% | 0.05% | 4.22% | 31.16% |
| 2020 | -0.03% | -7.80% | -12.65% | 14.19% | 6.06% | 2.57% | 6.11% | 7.87% | -3.99% | -1.44% | 12.13% | 4.86% | 27.36% |
| 2019 | 8.40% | 4.05% | 2.56% | 4.24% | -7.14% | 7.87% | 2.08% | -2.85% | 2.57% | 3.39% | 4.07% | 3.18% | 36.38% |
| 2018 | 7.37% | -2.41% | -2.93% | 0.35% | 4.05% | 1.17% | 2.59% | 4.78% | 0.42% | -8.33% | 1.15% | -8.27% | -1.36% |
| 2017 | 3.23% | 4.13% | 1.50% | 2.07% | 2.87% | -0.48% | 3.14% | 1.37% | 1.19% | 3.87% | 2.56% | 0.95% | 29.69% |
| 2016 | -6.71% | -0.26% | 6.65% | -1.29% | 2.79% | -0.86% | 5.12% | 0.06% | 0.81% | -1.69% | 1.86% | 1.22% | 7.29% |
| 2015 | -2.79% | 6.56% | -2.06% | 1.67% | 1.37% | -1.93% | 3.08% | -6.22% | -2.41% | 9.48% | 0.33% | -1.04% | 5.16% |
| 2014 | -2.62% | 4.53% | -0.18% | 0.48% | 3.35% | 2.42% | -0.33% | 4.24% | -0.78% | 1.80% | 3.49% | -1.17% | 16.00% |
| 2013 | 4.59% | 0.87% | 3.46% | 2.20% | 3.14% | -2.19% | 4.86% | -1.68% | 3.43% | 4.98% | 3.04% | 2.37% | 32.88% |
Expense Ratio
SPLG, QQQ, SCHD, SPGP, XLK - 2 has an expense ratio of 0.19%, 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 SPLG, QQQ, SCHD, SPGP, XLK - 2 is 32, 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.23 | 3.00 | 1.40 | 2.41 | 12.13 |
QQQ Invesco QQQ | 1.58 | 2.13 | 1.28 | 2.02 | 7.34 |
SCHD Schwab US Dividend Equity ETF | 1.58 | 2.31 | 1.27 | 1.41 | 7.06 |
SPGP Invesco S&P 500 GARP ETF | 0.80 | 1.18 | 1.14 | 1.23 | 3.51 |
XLK Technology Select Sector SPDR Fund | 1.36 | 1.85 | 1.25 | 1.71 | 6.10 |
Dividends
Dividend yield
SPLG, QQQ, SCHD, SPGP, XLK - 2 granted a 1.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SPLG, QQQ, SCHD, SPGP, XLK - 2 | 1.20% | 1.41% | 1.50% | 1.04% | 1.32% | 1.35% | 1.54% | 1.27% | 1.50% | 1.56% | 1.72% | 1.73% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.98% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
QQQ Invesco QQQ | 0.50% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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% |
SPGP Invesco S&P 500 GARP ETF | 1.09% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
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 SPLG, QQQ, SCHD, SPGP, XLK - 2. 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 SPLG, QQQ, SCHD, SPGP, XLK - 2 was 34.00%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current SPLG, QQQ, SCHD, SPGP, XLK - 2 drawdown is 2.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 31, 2020 | 114 |
| -25.69% | Dec 30, 2021 | 200 | Oct 14, 2022 | 290 | Dec 11, 2023 | 490 |
| -21.16% | Oct 2, 2018 | 58 | Dec 24, 2018 | 70 | Apr 5, 2019 | 128 |
| -14.46% | Nov 4, 2015 | 68 | Feb 11, 2016 | 102 | Jul 8, 2016 | 170 |
| -12.16% | Jul 21, 2015 | 26 | Aug 25, 2015 | 49 | Nov 3, 2015 | 75 |
Volatility
Volatility Chart
The current SPLG, QQQ, SCHD, SPGP, XLK - 2 volatility is 4.35%, 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
| SCHD | SPGP | XLK | QQQ | SPLG | |
|---|---|---|---|---|---|
| SCHD | 1.00 | 0.79 | 0.68 | 0.67 | 0.78 |
| SPGP | 0.79 | 1.00 | 0.77 | 0.79 | 0.82 |
| XLK | 0.68 | 0.77 | 1.00 | 0.96 | 0.82 |
| QQQ | 0.67 | 0.79 | 0.96 | 1.00 | 0.83 |
| SPLG | 0.78 | 0.82 | 0.82 | 0.83 | 1.00 |