EQUAL WEIGHT
personal capital clone
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in EQUAL WEIGHT, 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 8, 2015, corresponding to the inception date of XLRE
Returns
| 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 |
| EQUAL WEIGHT | 11.84% | 5.44% | 4.42% | 9.94% | 10.28% | N/A |
| Portfolio components: | ||||||
MGV Vanguard Mega Cap Value ETF | 4.23% | 3.84% | 4.09% | 3.85% | 9.80% | 9.63% |
MGC Vanguard Mega Cap ETF | 24.93% | 4.72% | 8.76% | 21.90% | 14.27% | 12.26% |
VBK Vanguard Small-Cap Growth ETF | 12.22% | 7.99% | 0.12% | 9.89% | 7.51% | 7.35% |
VOX Vanguard Communication Services ETF | 38.27% | 3.76% | 9.51% | 34.72% | 8.79% | 5.47% |
VBR Vanguard Small-Cap Value ETF | 8.52% | 7.76% | 5.07% | 6.59% | 8.80% | 8.10% |
VPU Vanguard Utilities ETF | -8.22% | 3.85% | -4.06% | -8.04% | 5.00% | 8.55% |
VAW Vanguard Materials ETF | 7.03% | 6.65% | 3.30% | 3.13% | 11.60% | 8.12% |
XLRE Real Estate Select Sector SPDR Fund | 5.43% | 10.60% | 3.61% | 3.35% | 5.73% | N/A |
VCR Vanguard Consumer Discretionary ETF | 34.11% | 7.01% | 9.11% | 26.03% | 14.40% | 12.20% |
VDC Vanguard Consumer Staples ETF | -0.57% | 2.38% | -1.32% | -2.19% | 8.55% | 8.05% |
VFH Vanguard Financials ETF | 7.83% | 7.77% | 10.43% | 6.80% | 9.41% | 9.48% |
VDE Vanguard Energy ETF | -3.93% | -3.33% | 1.72% | -0.61% | 9.93% | 2.57% |
VHT Vanguard Health Care ETF | -2.00% | 3.25% | 0.66% | -3.31% | 8.94% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.29% | 6.58% | 3.88% | -2.82% | -4.48% | -3.10% | 8.07% |
Dividend yield
EQUAL WEIGHT granted a 1.97% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EQUAL WEIGHT | 1.97% | 1.94% | 1.63% | 1.88% | 1.99% | 2.33% | 2.17% | 2.25% | 2.24% | 1.83% | 1.96% | 2.31% |
| Portfolio components: | ||||||||||||
MGV Vanguard Mega Cap Value ETF | 2.51% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% | 2.29% | 2.80% |
MGC Vanguard Mega Cap ETF | 1.36% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% | 1.81% | 1.86% | 2.26% |
VBK Vanguard Small-Cap Growth ETF | 0.66% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% | 1.04% |
VOX Vanguard Communication Services ETF | 1.00% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% | 3.53% |
VBR Vanguard Small-Cap Value ETF | 2.23% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% | 2.62% |
VPU Vanguard Utilities ETF | 3.40% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% | 3.98% |
VAW Vanguard Materials ETF | 1.84% | 1.98% | 1.44% | 1.67% | 1.94% | 2.03% | 1.63% | 1.67% | 2.30% | 1.76% | 1.84% | 1.87% |
XLRE Real Estate Select Sector SPDR Fund | 3.49% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.90% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% | 1.52% |
VDC Vanguard Consumer Staples ETF | 2.51% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% | 2.95% |
VFH Vanguard Financials ETF | 2.28% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% | 2.13% |
VDE Vanguard Energy ETF | 3.71% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% | 1.95% |
VHT Vanguard Health Care ETF | 1.45% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% | 1.67% |
Expense Ratio
The EQUAL WEIGHT has an expense ratio of 0.08% 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 | |
|---|---|---|---|---|---|
MGV Vanguard Mega Cap Value ETF | 0.34 | ||||
MGC Vanguard Mega Cap ETF | 1.58 | ||||
VBK Vanguard Small-Cap Growth ETF | 0.49 | ||||
VOX Vanguard Communication Services ETF | 1.70 | ||||
VBR Vanguard Small-Cap Value ETF | 0.33 | ||||
VPU Vanguard Utilities ETF | -0.49 | ||||
VAW Vanguard Materials ETF | 0.16 | ||||
XLRE Real Estate Select Sector SPDR Fund | 0.18 | ||||
VCR Vanguard Consumer Discretionary ETF | 1.26 | ||||
VDC Vanguard Consumer Staples ETF | -0.18 | ||||
VFH Vanguard Financials ETF | 0.36 | ||||
VDE Vanguard Energy ETF | -0.04 | ||||
VHT Vanguard Health Care ETF | -0.22 |
Asset Correlations Table
| VPU | VDE | XLRE | VDC | VHT | VOX | VCR | VFH | VAW | VBK | VBR | MGC | MGV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.20 | 0.65 | 0.62 | 0.39 | 0.34 | 0.28 | 0.29 | 0.35 | 0.30 | 0.37 | 0.40 | 0.47 |
| VDE | 0.20 | 1.00 | 0.27 | 0.32 | 0.37 | 0.41 | 0.43 | 0.61 | 0.64 | 0.51 | 0.68 | 0.51 | 0.67 |
| XLRE | 0.65 | 0.27 | 1.00 | 0.62 | 0.50 | 0.49 | 0.49 | 0.45 | 0.49 | 0.54 | 0.55 | 0.57 | 0.55 |
| VDC | 0.62 | 0.32 | 0.62 | 1.00 | 0.58 | 0.51 | 0.53 | 0.51 | 0.55 | 0.49 | 0.56 | 0.64 | 0.70 |
| VHT | 0.39 | 0.37 | 0.50 | 0.58 | 1.00 | 0.58 | 0.61 | 0.56 | 0.59 | 0.73 | 0.62 | 0.76 | 0.74 |
| VOX | 0.34 | 0.41 | 0.49 | 0.51 | 0.58 | 1.00 | 0.76 | 0.59 | 0.60 | 0.74 | 0.68 | 0.80 | 0.66 |
| VCR | 0.28 | 0.43 | 0.49 | 0.53 | 0.61 | 0.76 | 1.00 | 0.67 | 0.69 | 0.85 | 0.77 | 0.86 | 0.70 |
| VFH | 0.29 | 0.61 | 0.45 | 0.51 | 0.56 | 0.59 | 0.67 | 1.00 | 0.76 | 0.70 | 0.87 | 0.75 | 0.88 |
| VAW | 0.35 | 0.64 | 0.49 | 0.55 | 0.59 | 0.60 | 0.69 | 0.76 | 1.00 | 0.74 | 0.85 | 0.76 | 0.82 |
| VBK | 0.30 | 0.51 | 0.54 | 0.49 | 0.73 | 0.74 | 0.85 | 0.70 | 0.74 | 1.00 | 0.85 | 0.84 | 0.72 |
| VBR | 0.37 | 0.68 | 0.55 | 0.56 | 0.62 | 0.68 | 0.77 | 0.87 | 0.85 | 0.85 | 1.00 | 0.79 | 0.86 |
| MGC | 0.40 | 0.51 | 0.57 | 0.64 | 0.76 | 0.80 | 0.86 | 0.75 | 0.76 | 0.84 | 0.79 | 1.00 | 0.86 |
| MGV | 0.47 | 0.67 | 0.55 | 0.70 | 0.74 | 0.66 | 0.70 | 0.88 | 0.82 | 0.72 | 0.86 | 0.86 | 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 EQUAL WEIGHT. 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 EQUAL WEIGHT was 36.29%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.29% | Feb 21, 2020 | 22 | Mar 23, 2020 | 141 | Oct 12, 2020 | 163 |
| -22.18% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -18.28% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -11.81% | Nov 4, 2015 | 68 | Feb 11, 2016 | 31 | Mar 29, 2016 | 99 |
| -9.46% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility Chart
The current EQUAL WEIGHT volatility is 3.77%, 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.