R1K L/S
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IWD iShares Russell 1000 Value ETF | Large Cap Blend Equities | 200% |
IWF iShares Russell 1000 Growth ETF | Large Cap Growth Equities | -100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in R1K L/S, 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 every week.
The earliest data available for this chart is May 26, 2000, corresponding to the inception date of IWD
Returns By Period
As of Apr 18, 2025, the R1K L/S returned 6.70% Year-To-Date and 0.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| R1K L/S | 6.70% | -5.77% | -6.77% | 3.78% | 6.67% | 0.37% |
| Portfolio components: | ||||||
IWD iShares Russell 1000 Value ETF | -4.35% | -5.78% | -7.87% | 6.06% | 12.37% | 7.76% |
IWF iShares Russell 1000 Growth ETF | -14.84% | -6.01% | -10.09% | 5.86% | 15.85% | 14.15% |
Monthly Returns
The table below presents the monthly returns of R1K L/S, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.08% | 4.37% | 3.09% | -7.39% | 6.70% | ||||||||
| 2024 | -2.50% | 0.49% | 8.24% | -4.44% | 0.57% | -8.48% | 12.01% | 3.14% | -0.28% | -1.94% | 6.25% | -14.40% | -4.18% |
| 2023 | 1.90% | -5.90% | -7.58% | 2.08% | -11.89% | 6.47% | 3.57% | -4.47% | -2.33% | -5.81% | 4.11% | 6.59% | -14.30% |
| 2022 | 3.85% | 1.95% | 1.70% | 0.97% | 6.19% | -9.68% | 1.25% | -1.38% | -7.70% | 14.50% | 7.68% | -0.27% | 18.18% |
| 2021 | -1.39% | 11.94% | 10.31% | 1.00% | 5.83% | -8.25% | -1.72% | 0.20% | -1.48% | 1.58% | -7.83% | 10.66% | 20.04% |
| 2020 | -6.39% | -11.92% | -24.49% | 7.41% | 0.13% | -5.84% | -0.31% | -1.98% | -0.54% | 0.69% | 16.23% | 2.98% | -26.16% |
| 2019 | 6.33% | 2.78% | -1.51% | 2.44% | -6.57% | 7.48% | -0.59% | -5.12% | 7.18% | 0.00% | 1.71% | 2.41% | 16.59% |
| 2018 | 0.68% | -7.04% | -0.85% | 0.36% | -3.13% | -0.45% | 4.76% | -2.42% | -0.17% | -1.34% | 4.68% | -10.47% | -15.25% |
| 2017 | -2.02% | 2.91% | -3.11% | -2.57% | -2.87% | 3.54% | -0.07% | -4.16% | 4.62% | -2.39% | 3.13% | 2.23% | -1.29% |
| 2016 | -4.92% | -0.01% | 7.77% | 5.15% | 0.96% | 2.12% | 1.04% | 2.05% | -0.78% | -0.66% | 9.16% | 3.93% | 28.07% |
| 2015 | -6.39% | 2.95% | -1.63% | 1.20% | 1.16% | -2.31% | -2.42% | -5.84% | -3.57% | 6.28% | 0.58% | -2.91% | -12.81% |
| 2014 | -4.28% | 3.44% | 5.96% | 1.76% | -0.21% | 3.20% | -1.93% | 2.79% | -2.61% | 1.67% | 1.11% | 2.21% | 13.42% |
Expense Ratio
R1K L/S has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of R1K L/S is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 0.37 | 0.62 | 1.09 | 0.37 | 1.53 |
IWF iShares Russell 1000 Growth ETF | 0.20 | 0.45 | 1.06 | 0.21 | 0.80 |
Dividends
Dividend yield
R1K L/S provided a 3.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.45% | 3.29% | 3.37% | 3.38% | 2.75% | 3.44% | 3.91% | 4.16% | 3.08% | 3.07% | 3.58% | 2.68% |
| Portfolio components: | ||||||||||||
IWD iShares Russell 1000 Value ETF | 1.99% | 1.88% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% |
IWF iShares Russell 1000 Growth ETF | 0.52% | 0.46% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% |
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 R1K L/S. 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 R1K L/S was 70.05%, occurring on Mar 5, 2009. Recovery took 1320 trading sessions.
The current R1K L/S drawdown is 16.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.05% | May 31, 2007 | 445 | Mar 5, 2009 | 1320 | Jun 3, 2014 | 1765 |
| -50.79% | Mar 2, 2017 | 770 | Mar 23, 2020 | 701 | Jan 3, 2023 | 1471 |
| -32.89% | May 24, 2002 | 96 | Oct 9, 2002 | 288 | Dec 1, 2003 | 384 |
| -27.9% | Jan 9, 2023 | 212 | Nov 9, 2023 | — | — | — |
| -23.47% | Dec 30, 2014 | 269 | Jan 25, 2016 | 202 | Nov 9, 2016 | 471 |
Volatility
Volatility Chart
The current R1K L/S volatility is 9.10%, 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
| IWD | IWF | |
|---|---|---|
| IWD | 1.00 | 0.80 |
| IWF | 0.80 | 1.00 |