ETF Top Alpha Quaterly
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF Top Alpha Quaterly, 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 24, 2013, corresponding to the inception date of FTEC
Returns By Period
As of Nov 15, 2024, the ETF Top Alpha Quaterly returned 25.46% Year-To-Date and 16.89% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| ETF Top Alpha Quaterly | 25.46% | 3.39% | 11.83% | 36.41% | 17.81% | 16.89% |
| Portfolio components: | ||||||
SOXX iShares PHLX Semiconductor ETF | 14.19% | -4.01% | -4.57% | 28.79% | 23.79% | 23.77% |
FDN First Trust Dow Jones Internet Index | 26.76% | 8.72% | 15.08% | 41.64% | 12.01% | 14.44% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 11.39% | 0.85% | 2.33% | 24.46% | 15.89% | 17.18% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 34.26% | 1.43% | 12.20% | 41.65% | 12.74% | 13.50% |
IWP iShares Russell Midcap Growth ETF | 24.19% | 6.69% | 15.83% | 37.46% | 12.38% | 11.78% |
VGT Vanguard Information Technology ETF | 28.36% | 3.53% | 16.09% | 36.83% | 22.58% | 20.89% |
FTEC Fidelity MSCI Information Technology Index ETF | 28.44% | 3.31% | 15.98% | 36.91% | 22.72% | 20.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 33.21% | 4.48% | 16.57% | 40.95% | 20.47% | 16.71% |
VUG Vanguard Growth ETF | 31.13% | 4.51% | 16.21% | 38.87% | 19.15% | 15.78% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 20.72% | 4.04% | 11.82% | 32.88% | 13.61% | 12.19% |
Monthly Returns
The table below presents the monthly returns of ETF Top Alpha Quaterly, 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 | 1.98% | 7.18% | 2.03% | -5.25% | 4.81% | 5.49% | -1.65% | 1.57% | 2.36% | -0.57% | 25.46% | ||
| 2023 | 10.05% | -0.83% | 6.36% | -1.61% | 6.22% | 6.41% | 3.96% | -2.32% | -5.66% | -3.35% | 12.64% | 6.80% | 43.78% |
| 2022 | -10.23% | -3.23% | 2.32% | -13.14% | -1.93% | -9.61% | 12.19% | -4.89% | -10.28% | 5.69% | 6.31% | -7.30% | -31.76% |
| 2021 | 0.34% | 2.15% | -0.18% | 5.06% | -0.86% | 6.12% | 1.90% | 3.34% | -5.10% | 7.45% | 0.34% | 1.29% | 23.42% |
| 2020 | 2.08% | -6.38% | -11.11% | 14.93% | 8.25% | 5.12% | 7.06% | 7.70% | -3.48% | -1.95% | 12.55% | 4.55% | 42.67% |
| 2019 | 9.85% | 5.31% | 2.69% | 5.89% | -7.91% | 7.83% | 2.75% | -2.14% | 0.32% | 2.56% | 4.60% | 3.26% | 39.59% |
| 2018 | 7.59% | -1.17% | -2.10% | -0.55% | 5.81% | -0.05% | 2.07% | 5.66% | -0.62% | -9.84% | 1.13% | -8.15% | -1.71% |
| 2017 | 4.37% | 3.58% | 1.91% | 2.11% | 4.03% | -1.24% | 3.26% | 1.81% | 2.18% | 5.23% | 1.73% | 0.24% | 33.24% |
| 2016 | -7.21% | 0.01% | 7.50% | -1.82% | 4.27% | -0.79% | 6.41% | 1.43% | 1.88% | -1.81% | 2.09% | 1.01% | 12.82% |
| 2015 | -2.61% | 7.58% | -1.63% | 0.43% | 2.66% | -2.88% | 2.08% | -5.81% | -2.60% | 9.01% | 0.99% | -2.13% | 4.15% |
| 2014 | -1.72% | 5.92% | -1.45% | -1.74% | 3.52% | 3.55% | -1.47% | 4.88% | -1.66% | 2.09% | 4.14% | -0.77% | 15.85% |
| 2013 | 0.21% | 2.62% | 4.07% | 7.02% |
Expense Ratio
ETF Top Alpha Quaterly has an expense ratio of 0.23%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF Top Alpha Quaterly 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 | |
|---|---|---|---|---|---|
SOXX iShares PHLX Semiconductor ETF | 0.87 | 1.32 | 1.17 | 1.19 | 3.02 |
FDN First Trust Dow Jones Internet Index | 2.29 | 2.94 | 1.40 | 1.23 | 11.83 |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 1.08 | 1.53 | 1.20 | 1.43 | 4.26 |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.22 | 3.00 | 1.39 | 1.92 | 12.86 |
IWP iShares Russell Midcap Growth ETF | 2.47 | 3.33 | 1.43 | 1.67 | 12.95 |
VGT Vanguard Information Technology ETF | 1.78 | 2.32 | 1.32 | 2.43 | 8.76 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.77 | 2.32 | 1.31 | 2.44 | 8.78 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.42 | 3.14 | 1.44 | 3.30 | 13.16 |
VUG Vanguard Growth ETF | 2.33 | 3.03 | 1.43 | 3.00 | 11.86 |
IMCG iShares Morningstar Mid-Cap Growth ETF | 2.35 | 3.21 | 1.40 | 1.49 | 12.20 |
Dividends
Dividend yield
ETF Top Alpha Quaterly provided a 0.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.47% | 0.61% | 0.80% | 0.41% | 0.54% | 0.82% | 1.00% | 0.80% | 1.08% | 0.98% | 1.00% | 0.76% |
| Portfolio components: | ||||||||||||
SOXX iShares PHLX Semiconductor ETF | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
FDN First Trust Dow Jones Internet Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.04% | 0.14% | 0.15% | 0.02% | 0.44% | 0.68% | 0.91% | 0.80% | 1.29% | 0.99% | 1.22% | 0.72% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 0.55% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% | 1.04% | 1.02% |
IWP iShares Russell Midcap Growth ETF | 0.55% | 0.54% | 0.77% | 0.30% | 0.38% | 0.60% | 1.02% | 0.78% | 1.47% | 0.98% | 1.03% | 0.79% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.61% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
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 Top Alpha Quaterly. 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 Top Alpha Quaterly was 37.63%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.
The current ETF Top Alpha Quaterly drawdown is 1.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.63% | Nov 17, 2021 | 229 | Oct 14, 2022 | 322 | Jan 29, 2024 | 551 |
| -32.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -22.92% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -17.05% | Dec 2, 2015 | 47 | Feb 9, 2016 | 104 | Jul 8, 2016 | 151 |
| -13.45% | Jul 17, 2024 | 14 | Aug 5, 2024 | 48 | Oct 11, 2024 | 62 |
Volatility
Volatility Chart
The current ETF Top Alpha Quaterly volatility is 5.10%, 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
| SOXX | MTUM | FDN | IMCG | IWP | QTEC | SCHG | FTEC | VGT | VUG | |
|---|---|---|---|---|---|---|---|---|---|---|
| SOXX | 1.00 | 0.72 | 0.71 | 0.74 | 0.78 | 0.93 | 0.79 | 0.86 | 0.86 | 0.80 |
| MTUM | 0.72 | 1.00 | 0.78 | 0.82 | 0.85 | 0.79 | 0.87 | 0.84 | 0.84 | 0.87 |
| FDN | 0.71 | 0.78 | 1.00 | 0.83 | 0.86 | 0.84 | 0.88 | 0.86 | 0.86 | 0.88 |
| IMCG | 0.74 | 0.82 | 0.83 | 1.00 | 0.96 | 0.83 | 0.87 | 0.83 | 0.83 | 0.87 |
| IWP | 0.78 | 0.85 | 0.86 | 0.96 | 1.00 | 0.87 | 0.90 | 0.86 | 0.87 | 0.90 |
| QTEC | 0.93 | 0.79 | 0.84 | 0.83 | 0.87 | 1.00 | 0.88 | 0.93 | 0.93 | 0.89 |
| SCHG | 0.79 | 0.87 | 0.88 | 0.87 | 0.90 | 0.88 | 1.00 | 0.95 | 0.95 | 0.99 |
| FTEC | 0.86 | 0.84 | 0.86 | 0.83 | 0.86 | 0.93 | 0.95 | 1.00 | 1.00 | 0.95 |
| VGT | 0.86 | 0.84 | 0.86 | 0.83 | 0.87 | 0.93 | 0.95 | 1.00 | 1.00 | 0.95 |
| VUG | 0.80 | 0.87 | 0.88 | 0.87 | 0.90 | 0.89 | 0.99 | 0.95 | 0.95 | 1.00 |