ret_80_20
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | Large Cap Blend Equities, ESG | 20% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ret_80_20, 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 20, 2018, corresponding to the inception date of ESGV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ret_80_20 | 7.57% | 0.34% | 4.84% | 10.61% | 4.34% | N/A |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 3.22% | -0.33% | 2.60% | 4.84% | 1.24% | 1.25% |
ESGV Vanguard ESG U.S. Stock ETF | 26.24% | 2.96% | 14.04% | 35.85% | 15.76% | N/A |
Monthly Returns
The table below presents the monthly returns of ret_80_20, 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 | 0.56% | 0.72% | 0.84% | -1.28% | 1.56% | 1.28% | 1.18% | 1.11% | 1.07% | -0.63% | 7.57% | ||
| 2023 | 2.18% | -1.05% | 2.04% | 0.39% | 0.05% | 0.96% | 0.94% | -0.04% | -1.12% | -0.24% | 2.86% | 2.11% | 9.36% |
| 2022 | -2.01% | -0.97% | -0.60% | -2.36% | 0.28% | -1.92% | 2.21% | -1.51% | -2.87% | 1.22% | 1.65% | -1.27% | -7.99% |
| 2021 | -0.08% | 0.45% | 0.64% | 1.16% | 0.05% | 0.49% | 0.61% | 0.64% | -1.12% | 1.16% | -0.27% | 0.69% | 4.49% |
| 2020 | 0.52% | -0.82% | -1.27% | 2.66% | 1.35% | 0.62% | 1.34% | 1.60% | -0.87% | -0.43% | 2.25% | 0.99% | 8.15% |
| 2019 | 1.91% | 0.77% | 0.87% | 1.05% | -0.68% | 1.72% | 0.36% | 0.29% | 0.18% | 0.77% | 0.79% | 0.75% | 9.12% |
| 2018 | -0.04% | -1.39% | 0.71% | -1.03% | -1.75% |
Expense Ratio
ret_80_20 has an expense ratio of 0.05%, 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 risk-adjusted rank of ret_80_20 is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 2.78 | 4.50 | 1.59 | 2.21 | 15.13 |
ESGV Vanguard ESG U.S. Stock ETF | 2.87 | 3.79 | 1.53 | 3.77 | 17.59 |
Dividends
Dividend yield
ret_80_20 provided a 3.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.54% | 2.88% | 1.20% | 0.72% | 1.62% | 2.08% | 1.49% | 0.88% | 0.67% | 0.57% | 0.37% | 0.27% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 ret_80_20. 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 ret_80_20 was 10.00%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current ret_80_20 drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10% | Nov 8, 2021 | 236 | Oct 14, 2022 | 296 | Dec 19, 2023 | 532 |
| -5.34% | Feb 21, 2020 | 22 | Mar 23, 2020 | 39 | May 18, 2020 | 61 |
| -3.05% | Sep 24, 2018 | 64 | Dec 24, 2018 | 25 | Jan 31, 2019 | 89 |
| -2.2% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -1.63% | Mar 28, 2024 | 16 | Apr 19, 2024 | 18 | May 15, 2024 | 34 |
Volatility
Volatility Chart
The current ret_80_20 volatility is 0.87%, 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
| ESGV | VGSH | |
|---|---|---|
| ESGV | 1.00 | -0.04 |
| VGSH | -0.04 | 1.00 |