Greed Strategy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in Greed Strategy, 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 24, 2013, corresponding to the inception date of FTEC
Returns
As of Dec 9, 2023, the Greed Strategy returned 22.27% Year-To-Date and 14.19% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Greed Strategy | 22.27% | 6.73% | 8.01% | 19.27% | 16.50% | 14.32% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -0.41% | 5.31% | 4.01% | -1.65% | 12.01% | 10.76% |
VOO Vanguard S&P 500 ETF | 21.81% | 5.29% | 7.89% | 18.08% | 13.75% | 11.91% |
FTEC Fidelity MSCI Information Technology Index ETF | 47.88% | 6.92% | 11.80% | 40.29% | 23.24% | 19.44% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.66% | 5.98% | 3.45% | -1.76% | -5.09% | -2.41% | 9.61% |
Dividend yield
Greed Strategy granted a 1.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Greed Strategy | 1.93% | 2.00% | 1.55% | 1.84% | 1.96% | 2.11% | 1.79% | 2.05% | 2.11% | 1.86% | 1.49% | 1.68% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
VOO Vanguard S&P 500 ETF | 1.47% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.65% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% | 0.00% |
Expense Ratio
The Greed Strategy has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | -0.08 | ||||
VOO Vanguard S&P 500 ETF | 1.40 | ||||
FTEC Fidelity MSCI Information Technology Index ETF | 2.16 |
Asset Correlations Table
| SCHD | FTEC | VOO | |
|---|---|---|---|
| SCHD | 1.00 | 0.69 | 0.87 |
| FTEC | 0.69 | 1.00 | 0.89 |
| VOO | 0.87 | 0.89 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Greed Strategy. 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 Greed Strategy was 32.87%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 31, 2020 | 114 |
| -24.89% | Dec 28, 2021 | 200 | Oct 12, 2022 | 286 | Dec 1, 2023 | 486 |
| -19.91% | Oct 4, 2018 | 56 | Dec 24, 2018 | 66 | Apr 1, 2019 | 122 |
| -13.07% | May 22, 2015 | 66 | Aug 25, 2015 | 48 | Nov 2, 2015 | 114 |
| -12.14% | Dec 2, 2015 | 49 | Feb 11, 2016 | 34 | Apr 1, 2016 | 83 |
Volatility Chart
The current Greed Strategy volatility is 3.10%, 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.