E
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 33.33% |
VGT Vanguard Information Technology ETF | Technology Equities | 33.33% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in E, 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 8, 2015, corresponding to the inception date of XLRE
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% |
| E | 23.51% | 3.36% | 15.04% | 40.21% | 22.05% | N/A |
| Portfolio components: | ||||||
XLRE Real Estate Select Sector SPDR Fund | 10.03% | 6.41% | 15.06% | 22.21% | 5.54% | N/A |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 36.93% | 28.54% |
Monthly Returns
The table below presents the monthly returns of E, 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 | 1.18% | 7.35% | 3.34% | -6.32% | 8.55% | 6.24% | 0.17% | 23.51% | |||||
| 2023 | 12.15% | -1.41% | 6.38% | -1.77% | 6.60% | 5.75% | 3.23% | -2.66% | -6.99% | -2.91% | 13.75% | 7.76% | 44.89% |
| 2022 | -9.09% | -3.94% | 3.90% | -10.05% | -0.36% | -11.01% | 12.75% | -6.97% | -12.86% | 3.86% | 10.74% | -7.26% | -29.44% |
| 2021 | 1.20% | 3.17% | 2.87% | 4.36% | 0.80% | 5.20% | 2.77% | 3.08% | -5.79% | 7.52% | 4.56% | 4.90% | 39.88% |
| 2020 | 0.85% | -5.90% | -12.03% | 12.61% | 5.21% | 5.65% | 6.30% | 5.57% | -2.57% | -2.36% | 12.95% | 4.58% | 31.78% |
| 2019 | 9.80% | 5.13% | 3.95% | 5.09% | -8.03% | 7.40% | 3.85% | 0.07% | 2.15% | 3.59% | 2.79% | 6.33% | 49.67% |
| 2018 | 4.83% | -2.09% | -0.82% | -2.50% | 6.49% | -0.17% | 2.27% | 4.75% | -1.52% | -7.41% | 2.58% | -7.29% | -2.00% |
| 2017 | 2.68% | 4.07% | 1.86% | 0.83% | 4.31% | -1.88% | 3.40% | 2.45% | 1.63% | 5.71% | 0.83% | 0.03% | 28.93% |
| 2016 | -6.32% | 0.31% | 9.62% | -3.95% | 5.14% | 1.31% | 7.41% | 1.07% | 2.12% | -2.59% | 0.60% | 2.70% | 17.58% |
| 2015 | 3.43% | 1.16% | -0.21% | 4.41% |
Expense Ratio
E 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 E is 53, 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 | |
|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 1.27 | 1.88 | 1.23 | 0.69 | 4.40 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
Dividends
Dividend yield
E granted a 1.41% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| E | 1.41% | 1.52% | 2.32% | 1.42% | 1.78% | 3.39% | 2.94% | 2.36% | 2.38% | 2.22% | 1.14% | 1.39% |
| Portfolio components: | ||||||||||||
XLRE Real Estate Select Sector SPDR Fund | 3.14% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
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% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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 E. 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 E was 37.67%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current E drawdown is 3.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.67% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -33.58% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -18.63% | Aug 30, 2018 | 80 | Dec 24, 2018 | 40 | Feb 22, 2019 | 120 |
| -14.92% | Dec 30, 2015 | 30 | Feb 11, 2016 | 31 | Mar 29, 2016 | 61 |
| -12.15% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current E volatility is 8.61%, 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
| XLRE | SMH | VGT | |
|---|---|---|---|
| XLRE | 1.00 | 0.35 | 0.46 |
| SMH | 0.35 | 1.00 | 0.87 |
| VGT | 0.46 | 0.87 | 1.00 |