etf
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 20% |
DXJ WisdomTree Japan Hedged Equity Fund | Japan Equities | 20% |
ITB iShares U.S. Home Construction ETF | Building & Construction | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in etf, 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 Jun 16, 2006, corresponding to the inception date of DXJ
Returns By Period
As of Aug 25, 2024, the etf returned 27.00% Year-To-Date and 19.02% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
etf | 25.60% | 1.21% | 11.37% | 40.50% | 26.01% | 18.86% |
Portfolio components: | ||||||
ITB iShares U.S. Home Construction ETF | 19.94% | 2.23% | 14.88% | 47.63% | 25.37% | 18.27% |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.54% | 12.76% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 36.93% | 28.54% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
DXJ WisdomTree Japan Hedged Equity Fund | 19.75% | -4.11% | 1.48% | 25.76% | 21.06% | 11.92% |
Monthly Returns
The table below presents the monthly returns of etf, 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 | 4.60% | 8.34% | 4.62% | -5.05% | 5.51% | 2.26% | 3.45% | 25.60% | |||||
2023 | 10.02% | -0.44% | 5.47% | 2.47% | 4.00% | 9.24% | 3.81% | -0.81% | -4.19% | -3.15% | 10.71% | 6.22% | 51.13% |
2022 | -6.03% | -1.91% | 1.93% | -8.13% | 1.80% | -10.67% | 11.85% | -5.99% | -8.20% | 5.98% | 9.64% | -5.26% | -16.60% |
2021 | 1.89% | 3.59% | 5.76% | 3.63% | 1.57% | 0.74% | 0.93% | 2.68% | -4.21% | 5.58% | 2.22% | 5.40% | 33.64% |
2020 | 0.45% | -7.13% | -14.97% | 12.63% | 7.66% | 2.69% | 7.66% | 8.31% | -0.83% | -3.56% | 12.10% | 3.60% | 27.92% |
2019 | 8.42% | 2.21% | 1.68% | 6.64% | -9.34% | 7.54% | 1.42% | -0.96% | 4.36% | 4.21% | 3.39% | 3.67% | 37.19% |
2018 | 5.12% | -3.99% | -1.93% | -1.93% | 2.30% | -1.42% | 2.83% | 2.50% | -0.03% | -9.21% | 2.78% | -7.99% | -11.44% |
2017 | 3.12% | 3.71% | 1.72% | 0.76% | 2.40% | 0.63% | 2.51% | 1.81% | 3.69% | 6.10% | 2.52% | 1.57% | 35.06% |
2016 | -6.11% | -1.72% | 7.50% | -2.63% | 3.87% | -1.89% | 5.58% | 3.19% | -0.39% | -0.91% | 5.80% | 1.86% | 14.07% |
2015 | -2.36% | 7.28% | -0.50% | -1.17% | 4.04% | -3.48% | 1.79% | -5.86% | -3.41% | 7.62% | 2.08% | -2.51% | 2.54% |
2014 | -3.81% | 4.68% | 0.09% | -1.07% | 2.83% | 3.22% | -2.09% | 5.64% | -0.54% | 2.92% | 5.88% | -0.53% | 18.02% |
2013 | 7.12% | 1.34% | 3.59% | 4.09% | 2.31% | -2.91% | 2.13% | -3.68% | 6.40% | 2.00% | 2.58% | 4.27% | 32.78% |
Expense Ratio
etf features an expense ratio of 0.29%, falling within the medium range. 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 etf is 85, placing it in the top 15% 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 | |
---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 1.71 | 2.40 | 1.30 | 2.38 | 6.30 |
BRK-B Berkshire Hathaway Inc. | 2.21 | 3.00 | 1.38 | 2.70 | 7.96 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
DXJ WisdomTree Japan Hedged Equity Fund | 1.46 | 1.87 | 1.27 | 1.29 | 6.07 |
Dividends
Dividend yield
etf granted a 0.76% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
etf | 0.76% | 1.03% | 1.41% | 0.89% | 0.99% | 1.94% | 1.64% | 1.25% | 1.02% | 2.31% | 3.14% | 1.34% |
Portfolio components: | ||||||||||||
ITB iShares U.S. Home Construction ETF | 0.40% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.34% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
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 etf. 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 etf was 53.48%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.
The current etf drawdown is 2.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-53.48% | Feb 21, 2007 | 516 | Mar 9, 2009 | 764 | Mar 15, 2012 | 1280 |
-33.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 87 | Jul 27, 2020 | 110 |
-25.79% | Jan 5, 2022 | 196 | Oct 14, 2022 | 148 | May 18, 2023 | 344 |
-22.92% | Jan 24, 2018 | 232 | Dec 24, 2018 | 179 | Sep 11, 2019 | 411 |
-19.11% | May 29, 2015 | 179 | Feb 11, 2016 | 124 | Aug 9, 2016 | 303 |
Volatility
Volatility Chart
The current etf volatility is 8.41%, 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
BRK-B | ITB | DXJ | SMH | QQQ | |
---|---|---|---|---|---|
BRK-B | 1.00 | 0.47 | 0.49 | 0.44 | 0.52 |
ITB | 0.47 | 1.00 | 0.44 | 0.53 | 0.58 |
DXJ | 0.49 | 0.44 | 1.00 | 0.53 | 0.57 |
SMH | 0.44 | 0.53 | 0.53 | 1.00 | 0.82 |
QQQ | 0.52 | 0.58 | 0.57 | 0.82 | 1.00 |