3 bucket - alternate 2
MIx of stocks and dividend stocks/etfs aiming for 5-7% overall return. replaced Vangaurd with Fidelity JEPI with FVAL FLDR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FLDR Fidelity Low Duration Bond Factor ETF | Corporate Bonds | 11% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 34% |
FVAL Fidelity Value Factor ETF | Large Cap Blend Equities | 33% |
VTV Vanguard Value ETF | Large Cap Value Equities | 11% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 11% |
Performance
The chart shows the growth of an initial investment of $10,000 in 3 bucket - alternate 2, 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
Returns
As of Sep 21, 2023, the 3 bucket - alternate 2 returned 10.92% Year-To-Date and 8.36% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.11% |
| 3 bucket - alternate 2 | 0.72% | 9.56% | 10.92% | 14.74% | 7.95% | 8.36% |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 1.08% | 8.83% | 3.07% | 12.39% | 7.59% | 8.56% |
VWO Vanguard FTSE Emerging Markets ETF | 0.79% | 1.48% | 3.66% | 6.64% | 2.14% | 0.97% |
FXAIX Fidelity 500 Index Fund | 0.49% | 12.36% | 16.04% | 18.10% | 10.39% | 11.01% |
FVAL Fidelity Value Factor ETF | 0.94% | 12.05% | 13.10% | 17.79% | 8.73% | 9.45% |
FLDR Fidelity Low Duration Bond Factor ETF | 0.35% | 2.49% | 4.00% | 5.12% | 2.02% | 2.07% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| FLDR | VWO | VTV | FXAIX | FVAL | |
|---|---|---|---|---|---|
| FLDR | 1.00 | 0.00 | -0.04 | -0.01 | -0.02 |
| VWO | 0.00 | 1.00 | 0.59 | 0.68 | 0.67 |
| VTV | -0.04 | 0.59 | 1.00 | 0.87 | 0.91 |
| FXAIX | -0.01 | 0.68 | 0.87 | 1.00 | 0.95 |
| FVAL | -0.02 | 0.67 | 0.91 | 0.95 | 1.00 |
Dividend yield
3 bucket - alternate 2 granted a 2.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 bucket - alternate 2 | 2.28% | 2.16% | 1.51% | 1.79% | 2.38% | 2.61% | 1.93% | 1.79% | 1.91% | 1.77% | 1.47% | 1.65% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 3.18% | 2.55% | 2.23% | 2.72% | 2.74% | 3.07% | 2.65% | 2.89% | 3.16% | 2.76% | 2.82% | 3.57% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 4.17% | 2.77% | 2.06% | 3.58% | 3.30% | 2.71% | 3.03% | 4.03% | 3.64% | 3.58% | 2.95% |
FXAIX Fidelity 500 Index Fund | 1.54% | 1.71% | 1.25% | 1.66% | 2.18% | 2.95% | 2.19% | 2.85% | 3.29% | 3.15% | 2.26% | 2.74% |
FVAL Fidelity Value Factor ETF | 1.68% | 1.81% | 1.45% | 1.68% | 1.89% | 2.25% | 1.79% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% |
FLDR Fidelity Low Duration Bond Factor ETF | 4.68% | 2.16% | 0.54% | 1.30% | 2.89% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 3 bucket - alternate 2 features an expense ratio of 0.13%, 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 0.73 | ||||
VWO Vanguard FTSE Emerging Markets ETF | 0.26 | ||||
FXAIX Fidelity 500 Index Fund | 0.85 | ||||
FVAL Fidelity Value Factor ETF | 0.83 | ||||
FLDR Fidelity Low Duration Bond Factor ETF | 3.62 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 3 bucket - alternate 2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 3 bucket - alternate 2 is 32.20%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.2% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -20.73% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -15.99% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -7.68% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.24% | May 6, 2019 | 19 | May 31, 2019 | 21 | Jul 1, 2019 | 40 |
Volatility Chart
The current 3 bucket - alternate 2 volatility is 2.61%, 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.