my portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in my portfolio, 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 every 3 months.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Dec 31, 2024, the my portfolio returned 11.46% Year-To-Date and 6.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.00% | -2.50% | 6.76% | 23.31% | 12.57% | 11.09% |
| my portfolio | 0.00% | -3.68% | 5.45% | 11.98% | 6.70% | 6.24% |
| Portfolio components: | ||||||
IJH iShares Core S&P Mid-Cap ETF | 0.00% | -6.88% | 7.78% | 14.29% | 10.41% | 9.66% |
BNDX Vanguard Total International Bond ETF | 0.00% | -0.96% | 3.91% | 3.96% | -0.01% | 1.87% |
VNQ Vanguard Real Estate ETF | 0.00% | -7.82% | 7.97% | 3.02% | 2.94% | 4.82% |
IAU iShares Gold Trust | 0.00% | -0.56% | 11.13% | 27.14% | 10.86% | 7.98% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.00% | 0.38% | 2.45% | 5.18% | 2.35% | 1.62% |
BND Vanguard Total Bond Market ETF | 0.00% | -1.74% | 1.63% | 1.81% | -0.49% | 1.27% |
VEA Vanguard FTSE Developed Markets ETF | 0.00% | -3.62% | -2.99% | 4.28% | 4.86% | 5.54% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 3.67% | -3.37% | 9.67% | 5.96% | 0.38% |
VV Vanguard Large-Cap ETF | 0.00% | -2.31% | 7.62% | 26.36% | 14.59% | 13.10% |
VWO Vanguard FTSE Emerging Markets ETF | 0.00% | -1.36% | 1.43% | 12.08% | 2.87% | 4.12% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.00% | -0.14% | 2.30% | 4.81% | 3.36% | 2.56% |
VIOO Vanguard S&P Small-Cap 600 ETF | 0.00% | -8.51% | 9.87% | 8.98% | 8.30% | 8.98% |
Monthly Returns
The table below presents the monthly returns of my portfolio, 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 | -1.21% | 2.70% | 3.20% | -3.13% | 3.28% | 0.43% | 3.99% | 1.24% | 2.07% | -1.28% | 3.89% | 11.55% | |
| 2023 | 6.48% | -2.86% | 0.55% | 0.11% | -1.77% | 4.42% | 3.18% | -2.30% | -3.80% | -2.29% | 6.47% | 5.51% | 13.68% |
| 2022 | -4.15% | -0.45% | 1.27% | -5.19% | 0.00% | -6.06% | 5.46% | -3.47% | -7.68% | 4.85% | 5.46% | -3.42% | -13.61% |
| 2021 | 0.80% | 2.41% | 2.11% | 3.25% | 1.48% | 0.31% | 0.51% | 1.36% | -2.88% | 3.64% | -1.93% | 3.73% | 15.57% |
| 2020 | -0.99% | -4.98% | -12.08% | 7.15% | 3.37% | 2.29% | 4.15% | 2.52% | -2.28% | -0.45% | 7.79% | 4.22% | 9.35% |
| 2019 | 6.48% | 1.76% | 0.70% | 1.90% | -3.60% | 4.52% | 0.43% | -0.49% | 1.25% | 1.50% | 0.94% | 2.40% | 18.91% |
| 2018 | 2.21% | -3.37% | 0.64% | 0.12% | 1.59% | 0.01% | 1.33% | 1.17% | -0.74% | -5.18% | 1.35% | -5.13% | -6.20% |
| 2017 | 1.24% | 1.85% | 0.01% | 0.77% | 0.23% | 0.67% | 1.58% | 0.17% | 1.53% | 1.02% | 1.57% | 0.87% | 12.12% |
| 2016 | -2.61% | 0.77% | 5.20% | 0.97% | 0.23% | 2.05% | 2.40% | -0.32% | 0.33% | -2.17% | 1.07% | 1.61% | 9.72% |
| 2015 | 0.46% | 1.90% | -0.35% | 0.47% | -0.05% | -1.44% | -0.74% | -3.63% | -1.48% | 3.68% | -0.70% | -1.76% | -3.76% |
| 2014 | -1.44% | 3.44% | 0.26% | 0.38% | 0.96% | 2.16% | -1.89% | 1.93% | -3.58% | 1.66% | -0.05% | -1.02% | 2.63% |
Expense Ratio
my portfolio has an expense ratio of 0.14%, 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 rank of my portfolio is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IJH iShares Core S&P Mid-Cap ETF | 0.87 | 1.30 | 1.16 | 1.67 | 4.49 |
BNDX Vanguard Total International Bond ETF | 0.93 | 1.35 | 1.16 | 0.40 | 4.69 |
VNQ Vanguard Real Estate ETF | 0.24 | 0.43 | 1.05 | 0.15 | 0.83 |
IAU iShares Gold Trust | 1.79 | 2.40 | 1.31 | 3.30 | 9.29 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.77 | 267.89 | 155.67 | 475.17 | 4,361.52 |
BND Vanguard Total Bond Market ETF | 0.26 | 0.39 | 1.05 | 0.10 | 0.71 |
VEA Vanguard FTSE Developed Markets ETF | 0.24 | 0.42 | 1.05 | 0.33 | 0.88 |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.55 | 0.87 | 1.10 | 0.21 | 1.57 |
VV Vanguard Large-Cap ETF | 1.99 | 2.66 | 1.37 | 2.99 | 13.06 |
VWO Vanguard FTSE Emerging Markets ETF | 0.73 | 1.11 | 1.14 | 0.46 | 2.85 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.61 | 3.98 | 1.53 | 6.23 | 16.15 |
VIOO Vanguard S&P Small-Cap 600 ETF | 0.42 | 0.75 | 1.09 | 0.70 | 2.30 |
Dividends
Dividend yield
my portfolio provided a 2.50% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.56% | 2.34% | 1.86% | 1.38% | 2.05% | 2.17% | 1.69% | 1.68% | 1.59% | 1.62% |
| Portfolio components: | |||||||||||
IJH iShares Core S&P Mid-Cap ETF | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% |
BNDX Vanguard Total International Bond ETF | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
VNQ Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VEA Vanguard FTSE Developed Markets ETF | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VV Vanguard Large-Cap ETF | 1.23% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% |
VWO Vanguard FTSE Emerging Markets ETF | 3.19% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.49% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% |
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 my portfolio. 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 my portfolio was 25.70%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current my portfolio drawdown is 3.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.7% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
| -19.61% | Nov 16, 2021 | 230 | Oct 14, 2022 | 346 | Mar 4, 2024 | 576 |
| -12.74% | Apr 29, 2015 | 184 | Jan 20, 2016 | 120 | Jul 12, 2016 | 304 |
| -12.6% | Aug 30, 2018 | 80 | Dec 24, 2018 | 73 | Apr 10, 2019 | 153 |
| -6.65% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current my portfolio volatility is 3.13%, 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
| BIL | IAU | BNDX | BND | GSG | VTIP | VNQ | VWO | VIOO | VV | VEA | IJH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.04 | 0.02 | 0.02 | -0.00 | 0.03 | -0.00 | 0.03 | -0.01 | 0.02 | 0.01 | 0.00 |
| IAU | 0.04 | 1.00 | 0.27 | 0.38 | 0.17 | 0.37 | 0.12 | 0.15 | -0.00 | 0.01 | 0.14 | 0.01 |
| BNDX | 0.02 | 0.27 | 1.00 | 0.73 | -0.10 | 0.39 | 0.18 | 0.00 | -0.04 | -0.00 | 0.00 | -0.03 |
| BND | 0.02 | 0.38 | 0.73 | 1.00 | -0.09 | 0.55 | 0.22 | 0.01 | -0.07 | -0.03 | 0.01 | -0.05 |
| GSG | -0.00 | 0.17 | -0.10 | -0.09 | 1.00 | 0.25 | 0.11 | 0.33 | 0.29 | 0.28 | 0.34 | 0.30 |
| VTIP | 0.03 | 0.37 | 0.39 | 0.55 | 0.25 | 1.00 | 0.20 | 0.13 | 0.07 | 0.08 | 0.15 | 0.09 |
| VNQ | -0.00 | 0.12 | 0.18 | 0.22 | 0.11 | 0.20 | 1.00 | 0.42 | 0.59 | 0.60 | 0.53 | 0.64 |
| VWO | 0.03 | 0.15 | 0.00 | 0.01 | 0.33 | 0.13 | 0.42 | 1.00 | 0.58 | 0.68 | 0.79 | 0.63 |
| VIOO | -0.01 | -0.00 | -0.04 | -0.07 | 0.29 | 0.07 | 0.59 | 0.58 | 1.00 | 0.79 | 0.71 | 0.95 |
| VV | 0.02 | 0.01 | -0.00 | -0.03 | 0.28 | 0.08 | 0.60 | 0.68 | 0.79 | 1.00 | 0.81 | 0.87 |
| VEA | 0.01 | 0.14 | 0.00 | 0.01 | 0.34 | 0.15 | 0.53 | 0.79 | 0.71 | 0.81 | 1.00 | 0.77 |
| IJH | 0.00 | 0.01 | -0.03 | -0.05 | 0.30 | 0.09 | 0.64 | 0.63 | 0.95 | 0.87 | 0.77 | 1.00 |