RBG concentrated - Tech + Energy + Core ETF 2024 v2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOGL Alphabet Inc Class A | Communication Services | 40% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 0% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 14, 2025, the RBG concentrated - Tech + Energy + Core ETF 2024 v2 returned -6.09% Year-To-Date and 20.24% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| RBG concentrated - Tech + Energy + Core ETF 2024 v2 | -6.09% | 5.72% | -4.47% | -1.69% | 28.99% | 20.24% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc Class A | -15.63% | 1.52% | -11.96% | -5.23% | 18.84% | 19.41% |
PBR Petróleo Brasileiro S.A. - Petrobras | -3.10% | 7.79% | -2.18% | -16.87% | 44.97% | 14.77% |
SPLG SPDR Portfolio S&P 500 ETF | 0.46% | 9.92% | -1.04% | 14.16% | 17.40% | 12.69% |
SCHD Schwab US Dividend Equity ETF | -2.83% | 3.99% | -7.32% | 3.02% | 13.75% | 10.50% |
Monthly Returns
The table below presents the monthly returns of RBG concentrated - Tech + Energy + Core ETF 2024 v2, 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% | -8.87% | -2.65% | -5.01% | 4.06% | -6.09% | |||||||
| 2024 | 2.68% | 0.07% | 2.17% | 6.33% | 2.23% | 2.14% | -2.43% | 1.87% | -0.44% | -0.97% | 2.99% | 3.36% | 21.61% |
| 2023 | 9.37% | -5.68% | 5.24% | 5.79% | 8.61% | 9.43% | 7.18% | 0.37% | -1.12% | -2.67% | 7.08% | 4.89% | 58.71% |
| 2022 | 2.30% | 1.63% | 3.22% | -10.06% | 3.98% | -9.66% | 12.17% | 3.01% | -11.96% | 3.15% | 5.15% | -9.33% | -9.28% |
| 2021 | -1.71% | -0.38% | 4.16% | 8.24% | 6.25% | 8.54% | 0.98% | 6.08% | -5.95% | 4.88% | 0.39% | 6.67% | 44.05% |
| 2020 | -0.63% | -9.05% | -22.84% | 18.61% | 7.31% | 3.09% | 5.79% | 4.18% | -8.82% | 1.25% | 19.20% | 6.87% | 18.60% |
| 2019 | 13.22% | -0.13% | 2.62% | 0.67% | -6.46% | 3.65% | 4.46% | -4.11% | 3.44% | 5.53% | -0.26% | 4.35% | 28.86% |
| 2018 | 15.48% | -1.82% | -2.59% | -0.69% | -0.79% | -2.52% | 9.60% | -1.17% | 2.73% | 4.30% | -2.72% | -8.36% | 9.75% |
| 2017 | 2.40% | 1.79% | -0.82% | 1.71% | 1.65% | -3.70% | 4.35% | 1.06% | 5.21% | 4.95% | -1.63% | 2.73% | 21.12% |
| 2016 | -8.67% | -0.95% | 22.02% | 6.66% | -7.41% | 5.75% | 12.50% | 1.64% | 1.55% | 7.13% | -2.76% | -1.04% | 37.99% |
| 2015 | -5.67% | 6.50% | -3.37% | 17.27% | -4.81% | 2.31% | 1.80% | -5.54% | -5.74% | 12.68% | 0.69% | -2.63% | 11.00% |
| 2014 | -4.21% | 2.69% | 0.70% | 1.14% | 3.99% | 2.75% | 1.90% | 8.58% | -9.90% | -5.98% | -4.77% | -6.86% | -11.02% |
Expense Ratio
RBG concentrated - Tech + Energy + Core ETF 2024 v2 has an expense ratio of 0.01%, 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 RBG concentrated - Tech + Energy + Core ETF 2024 v2 is 3, meaning it’s performing worse than 97% 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | -0.17 | -0.05 | 0.99 | -0.19 | -0.42 |
PBR Petróleo Brasileiro S.A. - Petrobras | -0.54 | -0.63 | 0.92 | -0.68 | -1.36 |
SPLG SPDR Portfolio S&P 500 ETF | 0.73 | 1.15 | 1.17 | 0.77 | 2.94 |
SCHD Schwab US Dividend Equity ETF | 0.19 | 0.42 | 1.06 | 0.22 | 0.71 |
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Dividends
Dividend yield
RBG concentrated - Tech + Energy + Core ETF 2024 v2 provided a 5.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.57% | 7.21% | 5.97% | 18.66% | 5.95% | 1.19% | 1.00% | 0.96% | 0.53% | 0.59% | 0.59% | 2.51% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.50% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.60% | 22.35% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% |
SPLG SPDR Portfolio S&P 500 ETF | 1.30% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
SCHD Schwab US Dividend Equity ETF | 3.95% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RBG concentrated - Tech + Energy + Core ETF 2024 v2. 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 RBG concentrated - Tech + Energy + Core ETF 2024 v2 was 42.23%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current RBG concentrated - Tech + Energy + Core ETF 2024 v2 drawdown is 12.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -32.57% | Sep 3, 2014 | 87 | Jan 6, 2015 | 383 | Jul 14, 2016 | 470 |
| -22.09% | Feb 5, 2025 | 44 | Apr 8, 2025 | — | — | — |
| -20.6% | Aug 19, 2022 | 94 | Jan 3, 2023 | 90 | May 12, 2023 | 184 |
| -19.13% | Feb 9, 2012 | 95 | Jun 25, 2012 | 57 | Sep 14, 2012 | 152 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | PBR | GOOGL | SCHD | SPLG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.39 | 0.68 | 0.85 | 0.92 | 0.71 |
| PBR | 0.39 | 1.00 | 0.22 | 0.41 | 0.36 | 0.79 |
| GOOGL | 0.68 | 0.22 | 1.00 | 0.48 | 0.63 | 0.71 |
| SCHD | 0.85 | 0.41 | 0.48 | 1.00 | 0.77 | 0.60 |
| SPLG | 0.92 | 0.36 | 0.63 | 0.77 | 1.00 | 0.69 |
| Portfolio | 0.71 | 0.79 | 0.71 | 0.60 | 0.69 | 1.00 |