20230828-2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
KWEB KraneShares CSI China Internet ETF | China Equities | 10% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 10% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | REIT | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in 20230828-2, 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
Returns
As of Sep 21, 2023, the 20230828-2 returned 11.63% Year-To-Date and 8.79% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| 20230828-2 | 0.29% | 7.56% | 10.72% | 15.45% | 6.36% | 8.73% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.39% | 12.06% |
QQQ Invesco QQQ | -1.38% | 15.86% | 34.98% | 27.06% | 15.14% | 17.40% |
EFA iShares MSCI EAFE ETF | -0.19% | 3.03% | 8.35% | 21.44% | 3.29% | 3.80% |
KWEB KraneShares CSI China Internet ETF | -1.81% | -12.47% | -12.15% | 3.39% | -9.89% | 0.37% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 2.06% | 0.50% | -3.10% | -1.42% | -3.49% | 0.27% |
INDA iShares MSCI India ETF | 2.16% | 15.02% | 6.69% | 3.74% | 7.66% | 8.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KWEB | INDA | VNQI | QQQ | VOO | EFA | |
|---|---|---|---|---|---|---|
| KWEB | 1.00 | 0.43 | 0.53 | 0.58 | 0.52 | 0.53 |
| INDA | 0.43 | 1.00 | 0.60 | 0.50 | 0.56 | 0.62 |
| VNQI | 0.53 | 0.60 | 1.00 | 0.61 | 0.68 | 0.82 |
| QQQ | 0.58 | 0.50 | 0.61 | 1.00 | 0.90 | 0.71 |
| VOO | 0.52 | 0.56 | 0.68 | 0.90 | 1.00 | 0.81 |
| EFA | 0.53 | 0.62 | 0.82 | 0.71 | 0.81 | 1.00 |
Dividend yield
20230828-2 granted a 1.20% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20230828-2 | 1.20% | 1.37% | 3.25% | 1.32% | 2.49% | 2.77% | 2.13% | 2.65% | 2.32% | 2.71% | 2.23% | 2.91% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
EFA iShares MSCI EAFE ETF | 2.26% | 2.74% | 3.48% | 2.30% | 3.43% | 3.87% | 3.02% | 3.71% | 3.44% | 4.76% | 3.36% | 4.21% |
KWEB KraneShares CSI China Internet ETF | 0.00% | 0.00% | 7.07% | 0.31% | 0.09% | 3.66% | 0.64% | 1.33% | 0.52% | 1.02% | 0.36% | 0.00% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.59% | 0.57% | 6.52% | 1.00% | 8.20% | 5.40% | 4.71% | 6.58% | 3.82% | 5.63% | 4.67% | 8.24% |
INDA iShares MSCI India ETF | 0.18% | 0.00% | 6.45% | 0.29% | 1.06% | 1.02% | 1.19% | 1.00% | 1.33% | 0.71% | 0.69% | 0.47% |
Expense Ratio
The 20230828-2 has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
QQQ Invesco QQQ | 1.08 | ||||
EFA iShares MSCI EAFE ETF | 1.15 | ||||
KWEB KraneShares CSI China Internet ETF | -0.03 | ||||
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.27 | ||||
INDA iShares MSCI India ETF | 0.20 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 20230828-2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 20230828-2 is 32.93%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.93% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -28.4% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -20.31% | Jan 29, 2018 | 229 | Dec 24, 2018 | 212 | Oct 28, 2019 | 441 |
| -17.89% | May 26, 2015 | 182 | Feb 11, 2016 | 128 | Aug 15, 2016 | 310 |
| -8.96% | Sep 8, 2014 | 29 | Oct 16, 2014 | 27 | Nov 24, 2014 | 56 |
Volatility Chart
The current 20230828-2 volatility is 3.31%, 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.