Smart 6 plus clone
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Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Smart 6 plus clone , 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
Returns
As of Sep 23, 2023, the Smart 6 plus clone returned 9.89% Year-To-Date and 13.79% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| Smart 6 plus clone | -2.32% | 3.75% | 9.89% | 14.42% | 11.56% | 13.78% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -1.79% | 9.62% | 13.90% | 18.91% | 10.08% | 11.87% |
AAPL Apple Inc. | -2.14% | 9.37% | 35.10% | 16.88% | 26.96% | 27.78% |
V Visa Inc. | -3.09% | 6.76% | 13.81% | 28.82% | 10.24% | 17.99% |
NEE NextEra Energy, Inc. | 0.31% | -9.36% | -17.41% | -15.90% | 12.69% | 15.88% |
NKE NIKE, Inc. | -7.78% | -24.24% | -21.62% | -5.18% | 2.43% | 11.20% |
AMT American Tower Corporation | -6.38% | -15.43% | -20.32% | -25.13% | 4.94% | 10.53% |
AXP American Express Company | -3.31% | -3.51% | 4.71% | 10.72% | 8.41% | 8.79% |
GLD SPDR Gold Trust | 0.56% | -2.74% | 5.29% | 16.74% | 9.50% | 3.41% |
VGT Vanguard Information Technology ETF | -2.79% | 11.81% | 30.46% | 31.14% | 16.67% | 19.09% |
MO Altria Group, Inc. | -0.90% | 0.49% | -1.28% | 10.50% | 0.50% | 8.17% |
VWELX Vanguard Wellington Fund Investor Shares | -1.16% | 3.80% | 5.22% | 10.37% | 6.23% | 7.64% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | MO | NEE | AMT | AAPL | NKE | AXP | V | VGT | VWELX | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.03 | 0.11 | 0.09 | 0.03 | -0.04 | -0.01 | -0.01 | 0.02 | 0.08 | 0.03 |
| MO | 0.03 | 1.00 | 0.35 | 0.28 | 0.21 | 0.28 | 0.32 | 0.28 | 0.28 | 0.42 | 0.42 |
| NEE | 0.11 | 0.35 | 1.00 | 0.46 | 0.23 | 0.27 | 0.27 | 0.30 | 0.33 | 0.47 | 0.43 |
| AMT | 0.09 | 0.28 | 0.46 | 1.00 | 0.30 | 0.31 | 0.29 | 0.38 | 0.41 | 0.48 | 0.47 |
| AAPL | 0.03 | 0.21 | 0.23 | 0.30 | 1.00 | 0.40 | 0.38 | 0.46 | 0.76 | 0.56 | 0.63 |
| NKE | -0.04 | 0.28 | 0.27 | 0.31 | 0.40 | 1.00 | 0.46 | 0.48 | 0.57 | 0.58 | 0.62 |
| AXP | -0.01 | 0.32 | 0.27 | 0.29 | 0.38 | 0.46 | 1.00 | 0.57 | 0.57 | 0.68 | 0.69 |
| V | -0.01 | 0.28 | 0.30 | 0.38 | 0.46 | 0.48 | 0.57 | 1.00 | 0.68 | 0.66 | 0.69 |
| VGT | 0.02 | 0.28 | 0.33 | 0.41 | 0.76 | 0.57 | 0.57 | 0.68 | 1.00 | 0.82 | 0.89 |
| VWELX | 0.08 | 0.42 | 0.47 | 0.48 | 0.56 | 0.58 | 0.68 | 0.66 | 0.82 | 1.00 | 0.96 |
| VOO | 0.03 | 0.42 | 0.43 | 0.47 | 0.63 | 0.62 | 0.69 | 0.69 | 0.89 | 0.96 | 1.00 |
Dividend yield
Smart 6 plus clone granted a 2.10% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Smart 6 plus clone | 2.10% | 2.10% | 1.85% | 2.10% | 2.06% | 2.77% | 2.26% | 2.36% | 2.74% | 2.55% | 2.72% | 2.71% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
V Visa Inc. | 0.77% | 0.76% | 0.62% | 0.57% | 0.57% | 0.69% | 0.63% | 0.78% | 0.68% | 0.68% | 0.67% | 0.70% |
NEE NextEra Energy, Inc. | 2.70% | 2.07% | 1.72% | 1.93% | 2.24% | 2.84% | 2.87% | 3.42% | 3.58% | 3.39% | 3.95% | 4.60% |
NKE NIKE, Inc. | 1.50% | 1.08% | 0.69% | 0.73% | 0.93% | 1.16% | 1.25% | 1.40% | 1.01% | 1.14% | 1.23% | 1.64% |
AMT American Tower Corporation | 3.71% | 2.81% | 1.86% | 2.15% | 1.78% | 2.20% | 2.07% | 2.36% | 2.19% | 1.69% | 1.67% | 1.44% |
AXP American Express Company | 1.46% | 1.36% | 1.08% | 1.47% | 1.35% | 1.62% | 1.43% | 1.77% | 1.78% | 1.20% | 1.09% | 1.58% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.74% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
MO Altria Group, Inc. | 8.98% | 8.58% | 8.57% | 10.28% | 8.90% | 8.78% | 5.42% | 5.49% | 6.10% | 6.92% | 8.57% | 10.17% |
VWELX Vanguard Wellington Fund Investor Shares | 8.05% | 8.32% | 9.49% | 9.29% | 6.03% | 12.86% | 9.59% | 7.02% | 11.61% | 11.29% | 12.33% | 8.34% |
Expense Ratio
The Smart 6 plus clone 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.92 | ||||
AAPL Apple Inc. | 0.51 | ||||
V Visa Inc. | 1.34 | ||||
NEE NextEra Energy, Inc. | -0.71 | ||||
NKE NIKE, Inc. | -0.23 | ||||
AMT American Tower Corporation | -0.93 | ||||
AXP American Express Company | 0.15 | ||||
GLD SPDR Gold Trust | 1.03 | ||||
VGT Vanguard Information Technology ETF | 1.11 | ||||
MO Altria Group, Inc. | 0.41 | ||||
VWELX Vanguard Wellington Fund Investor Shares | 0.52 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Smart 6 plus clone . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Smart 6 plus clone is 32.11%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.11% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -24.81% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -16.6% | Sep 21, 2018 | 65 | Dec 24, 2018 | 53 | Mar 13, 2019 | 118 |
| -13.43% | Jul 25, 2011 | 11 | Aug 8, 2011 | 104 | Jan 5, 2012 | 115 |
| -11.76% | Nov 4, 2015 | 68 | Feb 11, 2016 | 42 | Apr 13, 2016 | 110 |
Volatility Chart
The current Smart 6 plus clone volatility is 3.31%, 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.