Taxed Portfolio
ver. July 19, 2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IGM iShares Expanded Tech Sector ETF | Technology Equities | 20% |
IWY iShares Russell Top 200 Growth ETF | Large Cap Growth Equities | 50% |
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Taxed Portfolio, 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 May 19, 2017, corresponding to the inception date of JPST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.84% | 5.60% | 14.34% | 32.39% | 14.23% | 11.32% |
| Taxed Portfolio | 33.77% | 4.99% | 12.24% | 41.98% | 22.40% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 41.75% | 1.27% | 2.17% | 57.05% | 33.43% | 27.66% |
JPST JPMorgan Ultra-Short Income ETF | 4.85% | 0.08% | 2.45% | 5.49% | 2.71% | N/A |
IWY iShares Russell Top 200 Growth ETF | 34.44% | 6.50% | 16.32% | 41.00% | 21.39% | 17.76% |
IGM iShares Expanded Tech Sector ETF | 38.37% | 7.30% | 17.38% | 48.16% | 22.29% | 20.34% |
Monthly Returns
The table below presents the monthly returns of Taxed Portfolio, 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 | 3.64% | 7.82% | 2.62% | -3.93% | 7.26% | 6.97% | -2.56% | 1.09% | 2.24% | -0.69% | 4.17% | 33.77% | |
| 2023 | 9.96% | -0.71% | 8.11% | -0.45% | 8.09% | 5.52% | 3.91% | -1.04% | -5.42% | -1.68% | 11.12% | 5.30% | 49.95% |
| 2022 | -7.92% | -3.96% | 2.94% | -12.06% | -0.08% | -9.27% | 11.86% | -5.63% | -10.13% | 4.00% | 7.41% | -7.43% | -28.80% |
| 2021 | 0.20% | 1.71% | 1.63% | 4.70% | -0.39% | 5.47% | 2.46% | 3.28% | -5.20% | 7.14% | 3.42% | 1.93% | 29.09% |
| 2020 | 1.53% | -5.45% | -8.66% | 13.35% | 5.70% | 5.24% | 7.06% | 9.06% | -4.03% | -2.42% | 10.88% | 4.44% | 40.01% |
| 2019 | 8.31% | 3.91% | 3.05% | 5.51% | -8.10% | 7.36% | 2.93% | -1.23% | 1.05% | 3.61% | 4.02% | 5.10% | 40.50% |
| 2018 | 7.37% | -1.15% | -2.78% | -0.96% | 5.66% | -0.25% | 2.56% | 4.76% | -0.05% | -8.78% | 0.85% | -6.86% | -0.89% |
| 2017 | 2.16% | -1.58% | 3.26% | 2.17% | 1.68% | 5.44% | 1.37% | 0.61% | 15.99% |
Expense Ratio
Taxed Portfolio features an expense ratio of 0.28%, 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 rank of Taxed Portfolio is 32, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.58 | 2.09 | 1.27 | 2.21 | 5.74 |
JPST JPMorgan Ultra-Short Income ETF | 8.53 | 12.98 | 4.69 | 15.44 | 155.65 |
IWY iShares Russell Top 200 Growth ETF | 2.28 | 2.93 | 1.41 | 2.86 | 10.85 |
IGM iShares Expanded Tech Sector ETF | 2.20 | 2.84 | 1.38 | 3.13 | 11.29 |
Dividends
Dividend yield
Taxed Portfolio provided a 0.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.89% | 1.04% | 1.20% | 0.56% | 0.84% | 2.10% | 1.73% | 1.41% | 1.26% | 1.80% | 1.36% | 1.56% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.42% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
JPST JPMorgan Ultra-Short Income ETF | 4.83% | 4.80% | 1.83% | 0.73% | 1.43% | 2.68% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
IWY iShares Russell Top 200 Growth ETF | 0.48% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
IGM iShares Expanded Tech Sector ETF | 0.39% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% | 0.78% |
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 Taxed Portfolio. 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 Taxed Portfolio was 33.98%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Taxed Portfolio drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.98% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -28.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -20.06% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -14.8% | Jul 11, 2024 | 20 | Aug 7, 2024 | 65 | Nov 7, 2024 | 85 |
| -10.64% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
Volatility
Volatility Chart
The current Taxed Portfolio volatility is 4.53%, 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
| JPST | SMH | IWY | IGM | |
|---|---|---|---|---|
| JPST | 1.00 | 0.05 | 0.08 | 0.07 |
| SMH | 0.05 | 1.00 | 0.81 | 0.87 |
| IWY | 0.08 | 0.81 | 1.00 | 0.97 |
| IGM | 0.07 | 0.87 | 0.97 | 1.00 |