Covestor Core Profile Picture Investment Adviser

Covestor Core

Covestor Core

  • Founded2008

Moderate

The Covestor Core Moderate Portfolio is an all-ETF portfolio constructed by Covestor’s Investment Management Team that targets the risk profile of the Dow Jones Moderately Conservative Index. It is designed for a long-term investor seeking a current income stream and looking to avoid excessive volatility of returns with some degree of capital appreciation, and who wants to avoid management fees that drag on returns.


Risk score

Risk Score 2
2
2.1%

Best 30 days

-1.6%

Worst 30 days

Performance

  • -0.9%
    30 day
  • -0.9%
    90 day
  • 2.3%
    S.I.
    March 04, 2014
Monthly vs S&P500
Covestor Core - Moderate Monthly vs S&P500
-6.3% S.I.
  • $10,000 investment min
  • Margin account required
  • NO FEE

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

31.8%
30.6%
9.8%
8.5%
5.6%

Portfolio commentary

  1. Why the "active vs. passive" investing debate misses the point

    8 September 2014

    When assessing investment portfolios, this debate often comes up. But how do you skip the battleground and build a better portfolio for yourself?

  2. Are cyborgs the future of investment advice? 2 September 2014
  3. 3 things to know now that the stock market has tripled 28 August 2014
  4. The distractions that are messing with your investing 20 August 2014
  5. Stop paying management fees: Keep more from your investments 19 August 2014

show more


Performance detail

  • Manager (net of fees)
  • Dow Jones Moderate Conservative

Performance

Covestor inception March 04, 2014

as of September 18, 2014 Manager (net of fees) Dow Jones Moderate Conservative S&P 500
Past 30 days -0.9% -0.9% 1.7%
Past 90 days -0.9% -0.2% 3.0%
Since Covestor inception 2.3% 2.3% 8.5%

Risk metrics

Since Covestor inception

as of September 18, 2014 Manager (net of fees) Dow Jones Moderate Conservative S&P 500
Best 30 days 2.1% 1.9% 5.3%
Worst 30 days -1.6% -1.2% -3.2%
Volatility 4.1% 3.0% 9.0%
Sharpe Ratio 1.00 1.45 1.74
Sortino Ratio 1.37 2.13 2.15
Maximum Drawdown -1.8% -1.5% -3.9%
Value-at-risk (95%, 1 week) -1.0% -0.7% -2.1%
vs. Dow Jones Moderate Conservative vs. S&P 500
Information Ratio - 0.09 - 1.97
Alpha -1.1% -1.9%
Beta 1.26 0.39
R-Squared 0.81 0.74
  • $10,000 investment min
  • Margin account required
  • NO FEE

Latest transactions View all

Average trades per month 0.2
Executed Symbol Security Replicable Type Price
06/25/14 AGG iShares Core U.S. Aggregate Bond ETF Yes Sell $109.19
03/05/14 VTI Vanguard Total Stock Market ETF Yes Buy $98.24
03/05/14 VEA Vanguard FTSE Developed Markets ETF Yes Buy $41.72
03/05/14 VWO Vanguard FTSE Emerging Markets ETF Yes Buy $38.83
03/05/14 VNQ Vanguard REIT ETF Yes Buy $71.29
03/05/14 AGG iShares Core U.S. Aggregate Bond ETF Yes Buy $108.01
03/05/14 DJP iPath Dow Jones-UBS Commodity Index Total Return ETN Yes Buy $39.88
03/05/14 TIP iShares TIPS Bond ETF Yes Buy $112.61

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the average, time-weighted returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.