Science
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ALTY Global X Alternative Income ETF | Small Cap Blend Equities | 20% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 32% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 48% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Science, 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 Jul 14, 2015, corresponding to the inception date of ALTY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.78% | 5.56% | 14.46% | 31.61% | 14.25% | 11.32% |
| Science | 16.85% | 4.35% | 10.84% | 21.29% | 8.67% | N/A |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 3.18% | 1.52% | 3.72% | 6.41% | -0.05% | 1.55% |
VTI Vanguard Total Stock Market ETF | 27.93% | 6.45% | 16.10% | 34.06% | 15.44% | 12.87% |
ALTY Global X Alternative Income ETF | 13.67% | 3.70% | 9.86% | 16.46% | 4.07% | N/A |
Monthly Returns
The table below presents the monthly returns of Science, 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 | 0.51% | 2.33% | 2.28% | -3.37% | 3.28% | 1.87% | 2.32% | 1.89% | 1.90% | -1.37% | 4.19% | 16.85% | |
| 2023 | 5.82% | -2.50% | 2.08% | 0.98% | -0.62% | 3.66% | 2.24% | -1.70% | -3.66% | -2.23% | 7.26% | 4.44% | 16.19% |
| 2022 | -4.12% | -2.02% | 1.33% | -6.63% | 0.20% | -5.48% | 6.58% | -3.39% | -7.68% | 4.16% | 4.85% | -3.69% | -15.83% |
| 2021 | -0.16% | 1.86% | 2.25% | 3.93% | 0.51% | 1.79% | 1.40% | 1.48% | -2.97% | 3.82% | -1.22% | 2.36% | 15.88% |
| 2020 | 0.62% | -5.16% | -13.23% | 10.59% | 4.43% | 1.44% | 3.37% | 3.68% | -2.33% | -1.44% | 8.48% | 2.94% | 11.75% |
| 2019 | 6.52% | 2.06% | 1.48% | 2.25% | -3.16% | 4.52% | 1.06% | -0.61% | 1.20% | 1.10% | 1.79% | 1.88% | 21.67% |
| 2018 | 2.12% | -3.13% | -0.63% | 0.33% | 2.06% | 0.36% | 2.18% | 2.15% | -0.24% | -4.67% | 1.51% | -5.15% | -3.45% |
| 2017 | 1.58% | 2.45% | 0.13% | 1.13% | 0.42% | 0.58% | 1.50% | 0.44% | 1.24% | 0.82% | 1.39% | 0.92% | 13.33% |
| 2016 | -3.66% | 0.84% | 5.60% | 0.96% | 0.94% | 1.41% | 3.11% | 0.20% | 0.18% | -2.05% | 1.14% | 1.49% | 10.32% |
| 2015 | -0.23% | -3.62% | -1.63% | 4.83% | 0.16% | -1.40% | -2.08% |
Expense Ratio
Science has an expense ratio of 0.12%, 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 risk-adjusted rank of Science is 77, placing it in the top 23% 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.21 | 1.78 | 1.21 | 0.51 | 3.81 |
VTI Vanguard Total Stock Market ETF | 2.77 | 3.68 | 1.51 | 4.05 | 17.73 |
ALTY Global X Alternative Income ETF | 2.23 | 3.10 | 1.42 | 2.92 | 15.60 |
Dividends
Dividend yield
Science provided a 3.13% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.13% | 3.14% | 3.16% | 2.59% | 3.23% | 3.47% | 3.58% | 3.14% | 3.37% | 2.62% | 1.74% | 1.73% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.56% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.24% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
ALTY Global X Alternative Income ETF | 6.97% | 7.29% | 7.66% | 6.90% | 9.21% | 8.75% | 8.48% | 7.54% | 8.22% | 4.22% | 0.00% | 0.00% |
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 Science. 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 Science was 27.56%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.56% | Feb 21, 2020 | 22 | Mar 23, 2020 | 110 | Aug 27, 2020 | 132 |
| -20.8% | Nov 8, 2021 | 236 | Oct 14, 2022 | 340 | Feb 23, 2024 | 576 |
| -12.25% | Jul 16, 2015 | 130 | Jan 20, 2016 | 114 | Jul 1, 2016 | 244 |
| -12.06% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -6.26% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Science volatility is 1.96%, 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
| BND | VTI | ALTY | |
|---|---|---|---|
| BND | 1.00 | -0.01 | 0.13 |
| VTI | -0.01 | 1.00 | 0.60 |
| ALTY | 0.13 | 0.60 | 1.00 |