ETF White Capital - 5 October Update - Rebalance 1.0
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF White Capital - 5 October Update - Rebalance 1.0, 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 Sep 5, 2018, corresponding to the inception date of QTUM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ETF White Capital - 5 October Update - Rebalance 1.0 | 13.18% | -1.81% | 10.82% | 21.43% | 19.08% | N/A |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.16% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
VUG Vanguard Growth ETF | 15.67% | -4.61% | 11.39% | 25.54% | 16.92% | 14.85% |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 9.09% | 3.17% | 9.35% | 14.03% | 13.08% | 10.70% |
VICI VICI Properties Inc. | -1.55% | 8.90% | 3.24% | 0.94% | 13.17% | N/A |
AIQ Global X Artificial Intelligence & Technology ETF | 9.82% | -3.57% | 7.54% | 18.76% | 15.26% | N/A |
QTUM Defiance Quantum ETF | 11.87% | -2.58% | 9.97% | 18.13% | 19.43% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
Monthly Returns
The table below presents the monthly returns of ETF White Capital - 5 October Update - Rebalance 1.0, 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 | 0.79% | 6.67% | 2.69% | -4.78% | 5.31% | 4.41% | 13.18% | ||||||
| 2023 | 10.26% | -0.48% | 6.02% | -1.06% | 4.98% | 7.14% | 3.53% | -2.38% | -5.73% | -3.26% | 11.39% | 6.55% | 41.60% |
| 2022 | -8.18% | -3.20% | 2.71% | -9.90% | 0.31% | -9.26% | 12.20% | -5.21% | -10.78% | 5.99% | 8.52% | -6.97% | -23.99% |
| 2021 | 0.27% | 4.34% | 2.61% | 4.96% | -0.06% | 3.70% | 1.55% | 2.95% | -5.26% | 6.56% | 0.87% | 3.27% | 28.42% |
| 2020 | 1.54% | -6.90% | -13.84% | 12.98% | 7.47% | 5.74% | 6.80% | 8.13% | -2.42% | -1.80% | 13.74% | 4.32% | 37.29% |
| 2019 | 10.80% | 4.55% | 2.30% | 5.73% | -8.47% | 7.54% | 2.03% | -1.64% | 2.01% | 3.77% | 4.41% | 4.37% | 42.77% |
| 2018 | 0.99% | -9.40% | 1.54% | -9.42% | -15.84% |
Expense Ratio
ETF White Capital - 5 October Update - Rebalance 1.0 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 ETF White Capital - 5 October Update - Rebalance 1.0 is 47, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
VUG Vanguard Growth ETF | 1.54 | 2.11 | 1.28 | 1.32 | 7.79 |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 1.01 | 1.49 | 1.17 | 1.00 | 2.92 |
VICI VICI Properties Inc. | -0.09 | 0.01 | 1.00 | -0.10 | -0.20 |
AIQ Global X Artificial Intelligence & Technology ETF | 1.04 | 1.48 | 1.19 | 0.80 | 4.02 |
QTUM Defiance Quantum ETF | 0.93 | 1.39 | 1.17 | 0.89 | 2.85 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
ETF White Capital - 5 October Update - Rebalance 1.0 granted a 1.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF White Capital - 5 October Update - Rebalance 1.0 | 1.13% | 1.02% | 1.22% | 0.85% | 1.01% | 1.54% | 1.46% | 0.70% | 0.68% | 0.94% | 0.78% | 0.77% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
VUG Vanguard Growth ETF | 0.53% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
RSPN Invesco S&P 500® Equal Weight Industrials ETF | 0.96% | 0.55% | 0.01% | 0.14% | 0.13% | 0.06% | 0.19% | 0.15% | 0.17% | 0.30% | 0.16% | 0.18% |
VICI VICI Properties Inc. | 5.45% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIQ Global X Artificial Intelligence & Technology ETF | 0.18% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.89% | 0.81% | 1.46% | 0.48% | 0.45% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
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 ETF White Capital - 5 October Update - Rebalance 1.0. 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 White Capital - 5 October Update - Rebalance 1.0 was 35.35%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current ETF White Capital - 5 October Update - Rebalance 1.0 drawdown is 6.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -30.92% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -22.12% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -12.49% | Jul 19, 2023 | 71 | Oct 26, 2023 | 25 | Dec 1, 2023 | 96 |
| -9.83% | May 6, 2019 | 20 | Jun 3, 2019 | 28 | Jul 12, 2019 | 48 |
Volatility
Volatility Chart
The current ETF White Capital - 5 October Update - Rebalance 1.0 volatility is 5.44%, 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
| VICI | RSPN | SMH | AIQ | QTUM | QQQ | VUG | VGT | |
|---|---|---|---|---|---|---|---|---|
| VICI | 1.00 | 0.54 | 0.34 | 0.39 | 0.42 | 0.40 | 0.43 | 0.40 |
| RSPN | 0.54 | 1.00 | 0.62 | 0.64 | 0.71 | 0.64 | 0.68 | 0.66 |
| SMH | 0.34 | 0.62 | 1.00 | 0.84 | 0.90 | 0.85 | 0.83 | 0.88 |
| AIQ | 0.39 | 0.64 | 0.84 | 1.00 | 0.87 | 0.91 | 0.91 | 0.91 |
| QTUM | 0.42 | 0.71 | 0.90 | 0.87 | 1.00 | 0.85 | 0.85 | 0.87 |
| QQQ | 0.40 | 0.64 | 0.85 | 0.91 | 0.85 | 1.00 | 0.98 | 0.97 |
| VUG | 0.43 | 0.68 | 0.83 | 0.91 | 0.85 | 0.98 | 1.00 | 0.97 |
| VGT | 0.40 | 0.66 | 0.88 | 0.91 | 0.87 | 0.97 | 0.97 | 1.00 |