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Lazy PortfoliosUser Portfolios

3 bucket - alternate 2

Last updated Sep 21, 2023

MIx of stocks and dividend stocks/etfs aiming for 5-7% overall return. replaced Vangaurd with Fidelity JEPI with FVAL FLDR

Asset Allocation


FLDR 11%FXAIX 34%FVAL 33%VTV 11%VWO 11%BondBondEquityEquity
PositionCategory/SectorWeight
FLDR
Fidelity Low Duration Bond Factor ETF
Corporate Bonds11%
FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities34%
FVAL
Fidelity Value Factor ETF
Large Cap Blend Equities33%
VTV
Vanguard Value ETF
Large Cap Value Equities11%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities11%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.10%
10.86%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.11%
3 bucket - alternate 20.72%9.56%10.92%14.74%7.95%8.36%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

FLDRVWOVTVFXAIXFVAL
FLDR1.000.00-0.04-0.01-0.02
VWO0.001.000.590.680.67
VTV-0.040.591.000.870.91
FXAIX-0.010.680.871.000.95
FVAL-0.020.670.910.951.00

Sharpe Ratio

The current 3 bucket - alternate 2 Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of 3 bucket - alternate 2 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.91
0.82
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 bucket - alternate 2 granted a 2.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
3 bucket - alternate 22.28%2.16%1.51%1.79%2.38%2.61%1.93%1.79%1.91%1.77%1.47%1.65%
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.


0.29%
0.00%2.15%
0.15%
0.00%2.15%
0.08%
0.00%2.15%
0.04%
0.00%2.15%
0.02%
0.00%2.15%

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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.56%
-8.22%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 2020111Aug 28, 2020138
-20.73%Jan 5, 2022186Sep 30, 2022
-15.99%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-7.68%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.24%May 6, 201919May 31, 201921Jul 1, 201940

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.61%
3.27%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components