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ETF White Capital - 5 October Update - Rebalance 1.0

Last updated Mar 5, 2024

Asset Allocation


RSPN 20%QQQ 20%VGT 10%SMH 10%VUG 10%VICI 10%AIQ 10%QTUM 10%EquityEquity
PositionCategory/SectorWeight
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
Industrials Equities

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

VGT
Vanguard Information Technology ETF
Technology Equities

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

10%

VICI
VICI Properties Inc.
Real Estate

10%

AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

10%

QTUM
Defiance Quantum ETF
Technology Equities

10%

S&P 500

Performance

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


40.00%60.00%80.00%100.00%120.00%140.00%160.00%OctoberNovemberDecember2024FebruaryMarch
152.71%
77.63%
ETF White Capital - 5 October Update - Rebalance 1.0
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 5, 2018, corresponding to the inception date of QTUM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.57%3.48%13.62%26.83%13.14%10.60%
ETF White Capital - 5 October Update - Rebalance 1.09.25%5.79%17.84%38.04%21.19%N/A
VGT
Vanguard Information Technology ETF
9.17%4.59%18.74%47.47%23.70%20.40%
SMH
VanEck Vectors Semiconductor ETF
28.15%17.19%44.32%84.06%37.64%29.44%
VUG
Vanguard Growth ETF
10.02%3.88%18.50%45.15%18.57%14.76%
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
7.10%5.68%13.03%20.63%15.76%12.36%
VICI
VICI Properties Inc.
-6.78%-2.72%-1.51%-8.31%12.90%N/A
AIQ
Global X Artificial Intelligence & Technology ETF
8.76%5.61%17.73%47.17%17.82%N/A
QTUM
Defiance Quantum ETF
13.07%10.77%20.52%38.13%22.22%N/A
QQQ
Invesco QQQ
8.42%3.50%18.06%49.19%21.56%18.27%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.79%6.66%
2023-2.38%-5.73%-3.26%11.39%6.55%

Sharpe Ratio

The current ETF White Capital - 5 October Update - Rebalance 1.0 Sharpe ratio is 2.59. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.59

The Sharpe ratio of ETF White Capital - 5 October Update - Rebalance 1.0 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.59
2.35
ETF White Capital - 5 October Update - Rebalance 1.0
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF White Capital - 5 October Update - Rebalance 1.0 granted a 1.00% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF White Capital - 5 October Update - Rebalance 1.01.00%1.02%1.22%0.82%0.98%1.53%1.42%0.67%0.64%0.88%0.75%0.74%
VGT
Vanguard Information Technology ETF
0.59%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
0.47%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
0.51%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VICI
VICI Properties Inc.
5.42%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
0.15%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
0.72%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
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The ETF White Capital - 5 October Update - Rebalance 1.0 has a high expense ratio of 0.28%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.35
ETF White Capital - 5 October Update - Rebalance 1.0
2.59
VGT
Vanguard Information Technology ETF
2.81
SMH
VanEck Vectors Semiconductor ETF
3.18
VUG
Vanguard Growth ETF
3.04
RSPN
Invesco S&P 500® Equal Weight Industrials ETF
1.48
VICI
VICI Properties Inc.
-0.38
AIQ
Global X Artificial Intelligence & Technology ETF
2.70
QTUM
Defiance Quantum ETF
2.12
QQQ
Invesco QQQ
3.17

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VICIRSPNSMHAIQQTUMQQQVUGVGT
VICI1.000.550.360.410.440.410.450.42
RSPN0.551.000.630.650.720.650.690.67
SMH0.360.631.000.840.910.860.830.88
AIQ0.410.650.841.000.870.910.910.91
QTUM0.440.720.910.871.000.860.850.88
QQQ0.410.650.860.910.861.000.980.97
VUG0.450.690.830.910.850.981.000.97
VGT0.420.670.880.910.880.970.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.12%
ETF White Capital - 5 October Update - Rebalance 1.0
Benchmark (^GSPC)
Portfolio components

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 35.34%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.34%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-30.78%Dec 28, 2021202Oct 14, 2022185Jul 13, 2023387
-22.06%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-12.49%Jul 19, 202371Oct 26, 202325Dec 1, 202396
-9.83%May 6, 201920Jun 3, 201928Jul 12, 201948

Volatility Chart

The current ETF White Capital - 5 October Update - Rebalance 1.0 volatility is 4.43%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.43%
3.33%
ETF White Capital - 5 October Update - Rebalance 1.0
Benchmark (^GSPC)
Portfolio components
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