P1 0.1
Primer portafolio de prueba
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 16.67% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 16.67% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 16.67% |
VB Vanguard Small-Cap ETF | Small Cap Growth Equities | 16.67% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 16.67% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in P1 0.1, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Nov 21, 2024, the P1 0.1 returned 19.52% Year-To-Date and 12.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| P1 0.1 | 19.52% | -0.52% | 6.88% | 27.50% | 14.88% | 12.14% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
VIG Vanguard Dividend Appreciation ETF | 18.20% | -0.63% | 9.31% | 24.30% | 12.53% | 11.55% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.66% | 0.38% | 2.55% | 5.26% | 2.28% | 1.56% |
SMH VanEck Vectors Semiconductor ETF | 38.70% | -4.07% | 2.51% | 50.18% | 33.07% | 28.01% |
INDA iShares MSCI India ETF | 9.88% | -4.54% | 0.64% | 19.02% | 10.97% | 6.50% |
VB Vanguard Small-Cap ETF | 18.25% | 4.32% | 12.38% | 32.65% | 10.98% | 9.63% |
Monthly Returns
The table below presents the monthly returns of P1 0.1, 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 | 1.51% | 5.30% | 3.08% | -2.92% | 4.32% | 3.00% | 1.71% | 0.90% | 1.37% | -1.83% | 19.52% | ||
| 2023 | 5.79% | -1.85% | 2.47% | 0.25% | 2.20% | 5.42% | 3.16% | -1.89% | -3.49% | -2.57% | 7.98% | 5.92% | 25.06% |
| 2022 | -4.86% | -2.05% | 1.77% | -6.47% | 0.11% | -7.43% | 8.55% | -3.22% | -7.67% | 5.62% | 6.96% | -5.04% | -14.47% |
| 2021 | -0.15% | 3.64% | 2.66% | 1.70% | 2.11% | 1.48% | 0.91% | 3.04% | -2.99% | 4.32% | 0.45% | 3.26% | 22.21% |
| 2020 | -0.99% | -5.93% | -13.05% | 10.57% | 3.91% | 3.20% | 5.72% | 4.57% | -1.12% | -0.51% | 10.79% | 5.17% | 21.70% |
| 2019 | 5.88% | 3.37% | 2.06% | 3.61% | -5.53% | 5.20% | 0.81% | -1.60% | 2.20% | 2.38% | 2.37% | 3.92% | 27.01% |
| 2018 | 4.26% | -3.25% | -0.91% | -0.76% | 2.57% | -0.53% | 3.41% | 2.27% | -1.78% | -7.07% | 3.68% | -5.49% | -4.25% |
| 2017 | 2.47% | 2.99% | 1.78% | 0.93% | 1.87% | -0.49% | 2.66% | 0.27% | 1.74% | 3.72% | 1.28% | 1.37% | 22.53% |
| 2016 | -4.48% | -0.75% | 7.14% | -0.52% | 2.47% | 0.81% | 4.72% | 0.90% | 0.71% | -1.79% | 1.96% | 1.30% | 12.67% |
| 2015 | -0.76% | 4.83% | -1.67% | -1.53% | 2.65% | -2.51% | 0.38% | -5.44% | -1.06% | 4.88% | 0.36% | -1.04% | -1.38% |
| 2014 | -3.20% | 4.05% | 2.46% | -0.50% | 2.80% | 3.35% | -1.85% | 3.82% | -1.89% | 2.58% | 2.54% | -0.71% | 13.91% |
| 2013 | 4.52% | -0.27% | 2.28% | 2.31% | 0.81% | -1.94% | 2.78% | -3.99% | 4.90% | 4.03% | 1.01% | 2.94% | 20.74% |
Expense Ratio
P1 0.1 has an expense ratio of 0.22%, 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 P1 0.1 is 55, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.62 | 3.50 | 1.49 | 3.78 | 17.12 |
VIG Vanguard Dividend Appreciation ETF | 2.45 | 3.44 | 1.45 | 4.78 | 15.69 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.40 | 273.00 | 158.62 | 482.85 | 4,446.75 |
SMH VanEck Vectors Semiconductor ETF | 1.39 | 1.90 | 1.25 | 1.93 | 5.19 |
INDA iShares MSCI India ETF | 1.35 | 1.77 | 1.27 | 1.82 | 6.52 |
VB Vanguard Small-Cap ETF | 1.84 | 2.58 | 1.32 | 1.80 | 10.11 |
Dividends
Dividend yield
P1 0.1 provided a 1.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 1.76% | 1.49% | 1.91% | 1.04% | 2.34% | 2.03% | 1.61% | 1.37% | 1.90% | 1.36% | 1.42% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VIG Vanguard Dividend Appreciation ETF | 1.72% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
VB Vanguard Small-Cap ETF | 1.32% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
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 P1 0.1. 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 P1 0.1 was 30.16%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current P1 0.1 drawdown is 2.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -21.71% | Jan 5, 2022 | 196 | Oct 14, 2022 | 196 | Jul 28, 2023 | 392 |
| -15.16% | Mar 3, 2015 | 240 | Feb 11, 2016 | 103 | Jul 11, 2016 | 343 |
| -15.01% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -10.56% | Apr 3, 2012 | 43 | Jun 4, 2012 | 72 | Sep 14, 2012 | 115 |
Volatility
Volatility Chart
The current P1 0.1 volatility is 3.49%, 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
| BIL | INDA | SMH | VB | VIG | VOO | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.03 | 0.00 | 0.02 | 0.02 |
| INDA | 0.02 | 1.00 | 0.45 | 0.51 | 0.53 | 0.55 |
| SMH | 0.03 | 0.45 | 1.00 | 0.68 | 0.67 | 0.76 |
| VB | 0.00 | 0.51 | 0.68 | 1.00 | 0.83 | 0.87 |
| VIG | 0.02 | 0.53 | 0.67 | 0.83 | 1.00 | 0.93 |
| VOO | 0.02 | 0.55 | 0.76 | 0.87 | 0.93 | 1.00 |