Top Performers YTD ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Top Performers YTD ETF 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 Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Top Performers YTD ETF Portfolio | 17.14% | -0.64% | 4.92% | 15.46% | 12.52% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 15.96% | -1.62% | 6.87% | 28.71% | 20.82% | 17.81% |
TUR iShares MSCI Turkey ETF | 15.20% | -4.89% | 4.96% | 3.00% | 11.26% | -0.49% |
EWJ iShares MSCI Japan ETF | 9.49% | -0.92% | -1.74% | 12.23% | 5.92% | 5.65% |
XLC Communication Services Select Sector SPDR Fund | 21.46% | 0.62% | 7.83% | 31.18% | 12.61% | N/A |
XLV Health Care Select Sector SPDR Fund | 14.97% | 1.18% | 7.41% | 19.71% | 12.97% | 10.91% |
AMLP Alerian MLP ETF | 18.83% | 1.02% | 4.66% | 22.25% | 9.52% | 1.40% |
SMH VanEck Vectors Semiconductor ETF | 33.65% | -7.01% | 5.62% | 61.01% | 34.69% | 27.98% |
KIE SPDR S&P Insurance ETF | 26.14% | 4.08% | 11.35% | 30.77% | 12.14% | 12.24% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 25.92% | 0.07% | 5.75% | 37.80% | 11.73% | 12.96% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 20.91% | 0.70% | 7.86% | 31.53% | 15.54% | 13.17% |
IVW iShares S&P 500 Growth ETF | 24.25% | -0.69% | 9.89% | 32.37% | 16.55% | 14.48% |
EGPT VanEck Vectors Egypt Index ETF | -11.22% | 0.00% | 0.10% | -95.86% | -49.32% | N/A |
USO United States Oil Fund LP | 7.61% | -3.58% | -7.16% | -12.00% | -6.00% | -12.65% |
GREK Global X MSCI Greece ETF | 13.74% | -0.64% | 3.46% | 25.46% | 11.03% | -1.38% |
IJK iShares S&P MidCap 400 Growth ETF | 14.87% | 0.86% | 1.48% | 23.62% | 10.95% | 9.86% |
Monthly Returns
The table below presents the monthly returns of Top Performers YTD ETF 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 | 4.59% | 6.49% | 0.86% | -2.62% | 3.92% | 2.63% | 1.03% | 0.19% | 17.14% | ||||
| 2023 | 5.62% | -0.96% | 1.39% | 0.69% | 0.53% | 5.24% | 5.44% | 0.01% | -2.32% | -2.74% | 6.80% | -3.58% | 16.56% |
| 2022 | -1.86% | -1.65% | 3.46% | -6.30% | 1.73% | -8.16% | 6.35% | -2.26% | -7.72% | 8.58% | 7.19% | -2.92% | -5.26% |
| 2021 | 0.25% | 4.78% | 1.53% | 4.50% | 0.96% | 2.35% | 1.09% | 2.45% | -3.49% | 4.99% | -4.52% | 3.86% | 19.83% |
| 2020 | -2.81% | -9.08% | -16.23% | 9.58% | 6.87% | 1.76% | 3.35% | 4.83% | -3.77% | -2.82% | 14.40% | 5.87% | 8.23% |
| 2019 | 9.08% | 2.71% | 0.93% | 3.23% | -4.93% | 5.97% | 1.83% | -2.33% | 1.98% | 1.12% | 2.74% | 3.99% | 28.90% |
| 2018 | -0.46% | 1.03% | 0.34% | 1.09% | -7.53% | 0.53% | -7.51% | -12.30% |
Expense Ratio
Top Performers YTD ETF Portfolio features an expense ratio of 0.41%, falling within the medium range. 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 Top Performers YTD ETF Portfolio is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.62 | 2.17 | 1.29 | 2.07 | 7.55 |
TUR iShares MSCI Turkey ETF | 0.01 | 0.19 | 1.02 | 0.01 | 0.02 |
EWJ iShares MSCI Japan ETF | 0.76 | 1.11 | 1.14 | 0.65 | 3.14 |
XLC Communication Services Select Sector SPDR Fund | 1.92 | 2.55 | 1.34 | 1.25 | 14.22 |
XLV Health Care Select Sector SPDR Fund | 1.81 | 2.47 | 1.33 | 1.68 | 8.80 |
AMLP Alerian MLP ETF | 1.68 | 2.37 | 1.29 | 3.31 | 9.32 |
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.31 | 1.31 | 2.42 | 7.60 |
KIE SPDR S&P Insurance ETF | 2.37 | 3.08 | 1.39 | 3.91 | 12.09 |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.02 | 2.73 | 1.35 | 1.37 | 11.38 |
QUAL iShares Edge MSCI USA Quality Factor ETF | 2.41 | 3.29 | 1.43 | 3.02 | 14.21 |
IVW iShares S&P 500 Growth ETF | 1.93 | 2.58 | 1.35 | 1.53 | 9.53 |
EGPT VanEck Vectors Egypt Index ETF | -0.95 | -1.03 | 0.35 | -0.99 | -1.17 |
USO United States Oil Fund LP | -0.43 | -0.43 | 0.95 | -0.24 | -1.05 |
GREK Global X MSCI Greece ETF | 1.11 | 1.57 | 1.21 | 1.00 | 6.07 |
IJK iShares S&P MidCap 400 Growth ETF | 1.39 | 1.97 | 1.23 | 1.10 | 6.67 |
Dividends
Dividend yield
Top Performers YTD ETF Portfolio granted a 1.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Top Performers YTD ETF Portfolio | 1.85% | 2.18% | 1.78% | 1.69% | 1.78% | 2.27% | 2.13% | 1.72% | 1.78% | 1.97% | 1.48% | 1.38% |
| Portfolio components: | ||||||||||||
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% |
TUR iShares MSCI Turkey ETF | 2.31% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
EWJ iShares MSCI Japan ETF | 1.98% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
XLC Communication Services Select Sector SPDR Fund | 0.70% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
AMLP Alerian MLP ETF | 7.65% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% | 6.45% | 6.00% |
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% |
KIE SPDR S&P Insurance ETF | 1.04% | 1.45% | 1.90% | 1.95% | 1.85% | 1.76% | 1.83% | 1.56% | 1.55% | 1.65% | 1.81% | 1.38% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.57% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.00% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
IVW iShares S&P 500 Growth ETF | 0.64% | 1.03% | 0.89% | 0.46% | 0.82% | 1.62% | 1.27% | 1.30% | 1.51% | 1.51% | 1.36% | 1.44% |
EGPT VanEck Vectors Egypt Index ETF | 6.94% | 6.02% | 0.00% | 0.13% | 0.12% | 0.09% | 0.08% | 0.04% | 0.00% | 0.10% | 0.32% | 0.15% |
USO United States Oil Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GREK Global X MSCI Greece ETF | 2.08% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% | 0.12% |
IJK iShares S&P MidCap 400 Growth ETF | 0.90% | 1.13% | 1.08% | 0.50% | 0.70% | 1.09% | 1.13% | 0.93% | 1.15% | 1.12% | 0.91% | 0.88% |
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 Top Performers YTD ETF 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 Top Performers YTD ETF Portfolio was 35.03%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Top Performers YTD ETF Portfolio drawdown is 2.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.03% | Jan 21, 2020 | 44 | Mar 23, 2020 | 172 | Nov 24, 2020 | 216 |
| -18.45% | Nov 8, 2021 | 226 | Sep 30, 2022 | 164 | May 26, 2023 | 390 |
| -18.38% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -8.7% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -7.1% | Dec 20, 2023 | 9 | Jan 3, 2024 | 23 | Feb 6, 2024 | 32 |
Volatility
Volatility Chart
The current Top Performers YTD ETF Portfolio volatility is 3.68%, 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
| EGPT | USO | TUR | AMLP | GREK | KIE | XLV | EWJ | SMH | XLC | MTUM | QQQ | IJK | IVW | QUAL | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EGPT | 1.00 | -0.01 | 0.04 | 0.00 | 0.00 | 0.00 | -0.01 | -0.00 | 0.01 | -0.00 | 0.00 | -0.00 | 0.02 | -0.01 | 0.01 |
| USO | -0.01 | 1.00 | 0.09 | 0.46 | 0.20 | 0.21 | 0.13 | 0.21 | 0.17 | 0.19 | 0.23 | 0.17 | 0.25 | 0.19 | 0.23 |
| TUR | 0.04 | 0.09 | 1.00 | 0.19 | 0.30 | 0.24 | 0.22 | 0.30 | 0.24 | 0.26 | 0.24 | 0.25 | 0.27 | 0.25 | 0.26 |
| AMLP | 0.00 | 0.46 | 0.19 | 1.00 | 0.37 | 0.50 | 0.34 | 0.41 | 0.34 | 0.38 | 0.39 | 0.34 | 0.53 | 0.37 | 0.46 |
| GREK | 0.00 | 0.20 | 0.30 | 0.37 | 1.00 | 0.44 | 0.42 | 0.50 | 0.48 | 0.46 | 0.47 | 0.48 | 0.54 | 0.50 | 0.54 |
| KIE | 0.00 | 0.21 | 0.24 | 0.50 | 0.44 | 1.00 | 0.55 | 0.53 | 0.43 | 0.51 | 0.55 | 0.47 | 0.74 | 0.54 | 0.67 |
| XLV | -0.01 | 0.13 | 0.22 | 0.34 | 0.42 | 0.55 | 1.00 | 0.50 | 0.46 | 0.55 | 0.64 | 0.59 | 0.64 | 0.66 | 0.71 |
| EWJ | -0.00 | 0.21 | 0.30 | 0.41 | 0.50 | 0.53 | 0.50 | 1.00 | 0.59 | 0.59 | 0.59 | 0.62 | 0.66 | 0.64 | 0.68 |
| SMH | 0.01 | 0.17 | 0.24 | 0.34 | 0.48 | 0.43 | 0.46 | 0.59 | 1.00 | 0.68 | 0.75 | 0.85 | 0.72 | 0.82 | 0.80 |
| XLC | -0.00 | 0.19 | 0.26 | 0.38 | 0.46 | 0.51 | 0.55 | 0.59 | 0.68 | 1.00 | 0.72 | 0.86 | 0.71 | 0.85 | 0.82 |
| MTUM | 0.00 | 0.23 | 0.24 | 0.39 | 0.47 | 0.55 | 0.64 | 0.59 | 0.75 | 0.72 | 1.00 | 0.85 | 0.78 | 0.87 | 0.84 |
| QQQ | -0.00 | 0.17 | 0.25 | 0.34 | 0.48 | 0.47 | 0.59 | 0.62 | 0.85 | 0.86 | 0.85 | 1.00 | 0.76 | 0.97 | 0.90 |
| IJK | 0.02 | 0.25 | 0.27 | 0.53 | 0.54 | 0.74 | 0.64 | 0.66 | 0.72 | 0.71 | 0.78 | 0.76 | 1.00 | 0.80 | 0.87 |
| IVW | -0.01 | 0.19 | 0.25 | 0.37 | 0.50 | 0.54 | 0.66 | 0.64 | 0.82 | 0.85 | 0.87 | 0.97 | 0.80 | 1.00 | 0.94 |
| QUAL | 0.01 | 0.23 | 0.26 | 0.46 | 0.54 | 0.67 | 0.71 | 0.68 | 0.80 | 0.82 | 0.84 | 0.90 | 0.87 | 0.94 | 1.00 |