5 ETFs
CAGR +16%
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 ETFs, 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 17, 2013, corresponding to the inception date of SHYG
Returns By Period
As of Sep 17, 2024, the 5 ETFs returned 19.06% Year-To-Date and 15.89% 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% |
| 5 ETFs | 19.06% | -0.30% | 8.02% | 31.45% | 18.99% | 15.89% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 33.70% | -5.23% | 7.35% | 59.68% | 34.18% | 28.00% |
SCHD Schwab US Dividend Equity ETF | 12.58% | 2.67% | 8.39% | 18.67% | 12.75% | 11.42% |
QQQ Invesco QQQ | 15.90% | -0.38% | 8.08% | 28.37% | 20.55% | 17.81% |
VEU Vanguard FTSE All-World ex-US ETF | 10.47% | 1.62% | 6.50% | 17.60% | 7.02% | 4.87% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.07% | 1.51% | 5.29% | 11.90% | 4.30% | 4.17% |
Monthly Returns
The table below presents the monthly returns of 5 ETFs, 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 | 2.10% | 6.08% | 4.02% | -3.84% | 5.76% | 3.65% | 0.56% | 0.97% | 19.06% | ||||
| 2023 | 8.55% | -1.26% | 4.94% | -1.74% | 4.29% | 4.90% | 4.03% | -1.90% | -4.66% | -3.12% | 9.50% | 6.52% | 32.93% |
| 2022 | -5.82% | -2.36% | 1.63% | -8.71% | 3.11% | -10.16% | 9.00% | -5.40% | -9.25% | 5.39% | 10.59% | -5.47% | -18.53% |
| 2021 | 0.91% | 4.02% | 3.64% | 1.83% | 1.88% | 2.31% | 0.58% | 2.37% | -3.94% | 4.82% | 2.64% | 3.61% | 27.31% |
| 2020 | -1.24% | -5.76% | -11.02% | 11.51% | 4.56% | 3.81% | 6.34% | 5.35% | -2.07% | -0.37% | 13.14% | 4.37% | 29.38% |
| 2019 | 7.73% | 4.11% | 2.14% | 5.01% | -9.10% | 7.80% | 2.57% | -1.58% | 2.87% | 3.52% | 2.89% | 6.03% | 38.25% |
| 2018 | 5.95% | -2.45% | -2.00% | -2.19% | 4.20% | -1.04% | 3.19% | 2.28% | -0.22% | -7.77% | 2.11% | -6.36% | -5.13% |
| 2017 | 2.32% | 2.76% | 1.98% | 0.79% | 3.89% | -1.80% | 3.01% | 1.35% | 2.70% | 4.67% | 1.11% | 1.08% | 26.47% |
| 2016 | -4.44% | 0.38% | 6.76% | -1.43% | 3.59% | 0.72% | 5.97% | 1.68% | 2.22% | -1.39% | 2.11% | 2.04% | 19.18% |
| 2015 | -2.25% | 5.91% | -2.13% | 1.18% | 2.79% | -4.49% | -0.61% | -5.12% | -1.09% | 7.99% | 0.69% | -1.04% | 0.99% |
| 2014 | -3.05% | 4.42% | 1.60% | 0.06% | 2.38% | 3.18% | -1.10% | 3.86% | -1.24% | 1.34% | 3.87% | -0.89% | 15.03% |
| 2013 | 1.15% | 1.42% | 3.17% | 5.84% |
Expense Ratio
5 ETFs has an expense ratio of 0.20%, 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 5 ETFs is 57, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.63 | 2.16 | 1.28 | 2.23 | 7.06 |
SCHD Schwab US Dividend Equity ETF | 1.48 | 2.17 | 1.26 | 1.33 | 6.46 |
QQQ Invesco QQQ | 1.48 | 2.01 | 1.26 | 1.90 | 6.98 |
VEU Vanguard FTSE All-World ex-US ETF | 1.34 | 1.89 | 1.24 | 0.95 | 6.68 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2.85 | 4.53 | 1.57 | 4.89 | 19.06 |
Dividends
Dividend yield
5 ETFs granted a 2.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5 ETFs | 2.46% | 2.63% | 2.99% | 2.24% | 2.40% | 3.91% | 3.39% | 2.86% | 2.63% | 3.40% | 2.70% | 2.22% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
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% |
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% |
VEU Vanguard FTSE All-World ex-US ETF | 2.47% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 6.63% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% | 0.85% |
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 5 ETFs. 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 5 ETFs was 29.54%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current 5 ETFs drawdown is 3.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.54% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -27.95% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -17.17% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -14.92% | May 28, 2015 | 63 | Aug 25, 2015 | 192 | May 31, 2016 | 255 |
| -10.35% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current 5 ETFs volatility is 5.33%, 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
| SHYG | SCHD | SMH | VEU | QQQ | |
|---|---|---|---|---|---|
| SHYG | 1.00 | 0.61 | 0.54 | 0.66 | 0.62 |
| SCHD | 0.61 | 1.00 | 0.61 | 0.74 | 0.66 |
| SMH | 0.54 | 0.61 | 1.00 | 0.67 | 0.82 |
| VEU | 0.66 | 0.74 | 0.67 | 1.00 | 0.72 |
| QQQ | 0.62 | 0.66 | 0.82 | 0.72 | 1.00 |