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Risk-Adjusted Performance
Dividends
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Volatility
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personal

Last updated Jul 25, 2024

Asset Allocation

FBTC 1%VUG 18%SCHD 18%VOO 18%VFIAX 10%VGT 6%QQQM 6%VDC 4%IWP 4%VO 4%VBK 4%VHT 4%FDIG 1%IHAK 1%IRBO 1%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
FBTC
Fidelity Wise Origin Bitcoin Trust		Blockchain

1%

FDIG
Fidelity Crypto Industry and Digital Payments ETF		Blockchain, Technology Equities

1%

IHAK
iShares Cybersecurity & Tech ETF		Technology Equities, Cybersecurity

1%

IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		Robotics, Technology Equities

1%

IWP
iShares Russell Midcap Growth ETF		All Cap Equities

4%

QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities

6%

SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend

18%

VBK
Vanguard Small-Cap Growth ETF		Small Cap Blend Equities

4%

VDC
Vanguard Consumer Staples ETF		Consumer Staples Equities

4%

VFIAX
Vanguard 500 Index Fund Admiral Shares		Large Cap Blend Equities

10%

VGT
Vanguard Information Technology ETF		Technology Equities

6%

VHT
Vanguard Health Care ETF		Health & Biotech Equities

4%

VO
Vanguard Mid-Cap ETF		Mid Cap Growth Equities

4%

VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities

18%

VUG
Vanguard Growth ETF		Large Cap Growth Equities

18%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in personal, 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

0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
12.57%
13.53%
personal
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.78%-0.38%11.47%18.82%12.44%10.64%
personalN/A-0.01%10.50%N/AN/AN/A
Portfolio components:
VUG
Vanguard Growth ETF		17.02%-3.08%12.48%26.01%17.20%14.99%
SCHD
Schwab US Dividend Equity ETF		7.96%3.79%6.64%11.22%11.83%11.14%
VOO
Vanguard S&P 500 ETF		14.62%-0.69%11.63%20.57%14.27%12.68%
VGT
Vanguard Information Technology ETF		16.19%-2.48%10.55%24.47%21.34%20.29%
QQQM
Invesco NASDAQ 100 ETF		13.56%-3.32%9.07%23.27%N/AN/A
VDC
Vanguard Consumer Staples ETF		9.07%0.52%8.77%6.24%8.68%8.71%
IWP
iShares Russell Midcap Growth ETF		4.80%-1.00%4.38%10.88%8.67%10.30%
VO
Vanguard Mid-Cap ETF		6.49%1.18%7.30%9.62%9.21%9.31%
VBK
Vanguard Small-Cap Growth ETF		5.50%2.61%7.62%8.64%6.41%8.35%
VHT
Vanguard Health Care ETF		10.33%2.64%8.98%11.57%11.24%10.92%
FBTC
Fidelity Wise Origin Bitcoin Trust		N/A5.98%64.92%N/AN/AN/A
FDIG
Fidelity Crypto Industry and Digital Payments ETF		12.94%4.78%50.84%33.82%N/AN/A
IHAK
iShares Cybersecurity & Tech ETF		0.04%2.23%-2.38%17.99%11.09%N/A
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		-3.75%0.46%-0.19%-2.34%6.39%N/A
VFIAX
Vanguard 500 Index Fund Admiral Shares		14.63%-0.70%11.64%20.57%14.24%12.66%

Monthly Returns

The table below presents the monthly returns of personal, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.76%5.53%2.95%-4.77%4.50%3.29%12.57%

Expense Ratio

personal has an expense ratio of 0.08%, 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.

IHAK
iShares Cybersecurity & Tech ETF
Expense ratio chart for IHAK: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
FDIG
Fidelity Crypto Industry and Digital Payments ETF
Expense ratio chart for FDIG: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
FBTC
Fidelity Wise Origin Bitcoin Trust
Expense ratio chart for FBTC: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
IWP
iShares Russell Midcap Growth ETF
Expense ratio chart for IWP: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VDC
Vanguard Consumer Staples ETF
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VHT
Vanguard Health Care ETF
Expense ratio chart for VHT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VBK
Vanguard Small-Cap Growth ETF
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VO
Vanguard Mid-Cap ETF
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VFIAX
Vanguard 500 Index Fund Admiral Shares
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.

personal
Sharpe ratio
No data
Sortino ratio
No data
Omega ratio
No data
Calmar ratio
No data
Martin ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF		1.682.291.301.438.62
SCHD
Schwab US Dividend Equity ETF		0.991.501.170.843.09
VOO
Vanguard S&P 500 ETF		1.822.531.321.807.20
VGT
Vanguard Information Technology ETF		1.381.891.241.986.09
QQQM
Invesco NASDAQ 100 ETF		1.492.041.261.757.55
VDC
Vanguard Consumer Staples ETF		0.600.941.110.501.39
IWP
iShares Russell Midcap Growth ETF		0.761.141.140.382.38
VO
Vanguard Mid-Cap ETF		0.781.181.140.442.09
VBK
Vanguard Small-Cap Growth ETF		0.480.801.090.251.31
VHT
Vanguard Health Care ETF		1.071.531.190.793.22
FBTC
Fidelity Wise Origin Bitcoin Trust		—————
FDIG
Fidelity Crypto Industry and Digital Payments ETF		0.541.251.140.811.57
IHAK
iShares Cybersecurity & Tech ETF		1.031.461.190.753.24
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		-0.13-0.050.99-0.06-0.33
VFIAX
Vanguard 500 Index Fund Admiral Shares		1.812.531.321.797.21

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for personal. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

personal granted a 1.45% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
personal1.45%1.50%1.59%1.23%1.43%1.59%1.76%1.51%1.73%1.72%1.53%1.47%
Portfolio components:
VUG
Vanguard Growth ETF		0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
SCHD
Schwab US Dividend Equity ETF		3.51%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VOO
Vanguard S&P 500 ETF		1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF		0.66%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
QQQM
Invesco NASDAQ 100 ETF		0.68%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF		2.54%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%
IWP
iShares Russell Midcap Growth ETF		0.51%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.46%0.98%1.03%0.80%
VO
Vanguard Mid-Cap ETF		1.57%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VBK
Vanguard Small-Cap Growth ETF		0.69%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%
VHT
Vanguard Health Care ETF		1.29%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%1.12%
FBTC
Fidelity Wise Origin Bitcoin 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%
FDIG
Fidelity Crypto Industry and Digital Payments ETF		0.16%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IHAK
iShares Cybersecurity & Tech ETF		0.10%0.13%0.25%0.50%0.40%0.49%0.00%0.00%0.00%0.00%0.00%0.00%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF		0.81%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares		1.32%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.02%
-4.24%
personal
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the personal. 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 personal was 6.12%, occurring on Apr 19, 2024. Recovery took 18 trading sessions.

The current personal drawdown is 4.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.12%Apr 1, 202415Apr 19, 202418May 15, 202433
-4.02%Jul 17, 20246Jul 24, 2024———
-1.97%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-1.86%May 22, 20246May 30, 20244Jun 5, 202410
-1.61%Feb 13, 20241Feb 13, 20242Feb 15, 20243

Volatility

Volatility Chart

The current personal volatility is 3.51%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%MarchAprilMayJuneJuly
3.51%
3.80%
personal
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
FBTCVDCFDIGVHTSCHDVGTIHAKVUGQQQMVOIRBOVBKVFIAXVOOIWP
FBTC1.000.060.660.130.200.200.280.180.190.310.340.370.200.210.28
VDC0.061.000.100.500.650.060.230.130.160.510.280.320.350.350.36
FDIG0.660.101.000.280.240.440.480.420.410.440.540.560.420.430.50
VHT0.130.500.281.000.610.220.440.310.290.630.440.560.470.480.57
SCHD0.200.650.240.611.000.240.430.240.290.780.490.620.510.510.59
VGT0.200.060.440.220.241.000.640.930.960.550.770.640.870.870.71
IHAK0.280.230.480.440.430.641.000.630.630.710.790.830.680.670.85
VUG0.180.130.420.310.240.930.631.000.970.550.760.630.920.920.72
QQQM0.190.160.410.290.290.960.630.971.000.590.790.640.920.920.72
VO0.310.510.440.630.780.550.710.550.591.000.760.900.760.760.90
IRBO0.340.280.540.440.490.770.790.760.790.761.000.850.800.800.82
VBK0.370.320.560.560.620.640.830.630.640.900.851.000.750.750.93
VFIAX0.200.350.420.470.510.870.680.920.920.760.800.751.001.000.83
VOO0.210.350.430.480.510.870.670.920.920.760.800.751.001.000.83
IWP0.280.360.500.570.590.710.850.720.720.900.820.930.830.831.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024