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my portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDX 8.33%BIL 8.33%BND 8.33%VTIP 8.33%IAU 8.33%GSG 8.33%IJH 8.34%VV 8.34%VIOO 8.34%VEA 8.33%VWO 8.33%VNQ 8.34%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

8.33%

BND
Vanguard Total Bond Market ETF
Total Bond Market

8.33%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

8.33%

GSG
iShares S&P GSCI Commodity-Indexed Trust
Commodities

8.33%

IAU
iShares Gold Trust
Precious Metals, Gold

8.33%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

8.34%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

8.33%

VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities

8.34%

VNQ
Vanguard Real Estate ETF
REIT

8.34%

VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

8.33%

VV
Vanguard Large-Cap ETF
Large Cap Growth Equities

8.34%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

8.33%

S&P 500

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 Quarterly


50.00%100.00%150.00%200.00%NovemberDecember2024FebruaryMarchApril
73.62%
204.48%
my portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 20, 2024, the my portfolio returned 1.54% Year-To-Date and 4.97% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
my portfolio1.54%-1.34%11.04%9.31%6.23%4.98%
IJH
iShares Core S&P Mid-Cap ETF
2.35%-5.07%19.43%15.31%9.24%9.27%
BNDX
Vanguard Total International Bond ETF
-1.04%-0.99%6.10%4.85%0.16%2.04%
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.13%5.01%
IAU
iShares Gold Trust
15.65%10.29%20.47%20.09%13.26%6.11%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.60%0.41%2.64%5.21%1.91%1.26%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%
VEA
Vanguard FTSE Developed Markets ETF
0.49%-4.16%15.67%6.82%5.78%4.48%
GSG
iShares S&P GSCI Commodity-Indexed Trust
12.01%3.07%0.27%11.18%6.27%-3.86%
VV
Vanguard Large-Cap ETF
4.54%-5.04%18.70%22.74%12.88%12.18%
VWO
Vanguard FTSE Emerging Markets ETF
-0.42%-1.73%10.31%6.09%1.74%2.92%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.75%-0.11%3.42%3.58%3.20%1.99%
VIOO
Vanguard S&P Small-Cap 600 ETF
-4.44%-4.11%15.74%10.21%6.92%8.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.88%1.84%2.97%
2023-2.81%-1.74%5.11%4.38%

Expense Ratio

The my portfolio features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


my portfolio
Sharpe ratio
The chart of Sharpe ratio for my portfolio, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.001.11
Sortino ratio
The chart of Sortino ratio for my portfolio, currently valued at 1.71, compared to the broader market-2.000.002.004.006.001.71
Omega ratio
The chart of Omega ratio for my portfolio, currently valued at 1.20, compared to the broader market0.801.001.201.401.601.801.20
Calmar ratio
The chart of Calmar ratio for my portfolio, currently valued at 0.97, compared to the broader market0.002.004.006.008.000.97
Martin ratio
The chart of Martin ratio for my portfolio, currently valued at 3.62, compared to the broader market0.0010.0020.0030.0040.003.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IJH
iShares Core S&P Mid-Cap ETF
0.921.411.160.843.03
BNDX
Vanguard Total International Bond ETF
0.991.581.170.364.01
VNQ
Vanguard Real Estate ETF
-0.050.061.01-0.03-0.15
IAU
iShares Gold Trust
1.612.471.291.574.31
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.35166.3479.44241.162,555.57
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
VEA
Vanguard FTSE Developed Markets ETF
0.570.891.110.431.74
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.530.821.100.211.42
VV
Vanguard Large-Cap ETF
1.852.691.321.467.85
VWO
Vanguard FTSE Emerging Markets ETF
0.360.611.070.181.02
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.482.511.281.236.00
VIOO
Vanguard S&P Small-Cap 600 ETF
0.490.871.100.381.54

Sharpe Ratio

The current my portfolio Sharpe ratio is 1.11. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.11

The Sharpe ratio of my portfolio 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.11
1.66
my portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

my portfolio granted a 2.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
my portfolio2.68%2.56%2.34%1.86%1.38%2.05%2.17%1.69%1.68%1.59%1.62%1.44%
IJH
iShares Core S&P Mid-Cap ETF
1.38%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
BNDX
Vanguard Total International Bond ETF
4.63%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
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%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VEA
Vanguard FTSE Developed Markets ETF
3.42%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
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%0.00%
VV
Vanguard Large-Cap ETF
1.41%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
VWO
Vanguard FTSE Emerging Markets ETF
3.56%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.33%3.36%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.54%1.47%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.79%
-5.46%
my portfolio
Benchmark (^GSPC)
Portfolio components

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 22.46%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current my portfolio drawdown is 2.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.46%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-15.36%Nov 16, 2021217Sep 27, 2022313Dec 26, 2023530
-13.82%Jul 2, 2014391Jan 20, 2016144Aug 15, 2016535
-10.52%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-4.79%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current my portfolio volatility is 2.19%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.19%
3.15%
my portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILIAUBNDXBNDVTIPGSGVNQVWOVIOOVVVEAIJH
BIL1.000.030.010.010.010.00-0.010.03-0.010.020.020.00
IAU0.031.000.270.390.370.150.110.13-0.02-0.010.12-0.01
BNDX0.010.271.000.720.38-0.100.17-0.01-0.06-0.02-0.02-0.05
BND0.010.390.721.000.54-0.090.20-0.00-0.09-0.05-0.01-0.07
VTIP0.010.370.380.541.000.250.190.120.070.080.140.08
GSG0.000.15-0.10-0.090.251.000.120.330.300.290.340.31
VNQ-0.010.110.170.200.190.121.000.430.590.610.540.64
VWO0.030.13-0.01-0.000.120.330.431.000.590.690.800.64
VIOO-0.01-0.02-0.06-0.090.070.300.590.591.000.800.720.95
VV0.02-0.01-0.02-0.050.080.290.610.690.801.000.820.88
VEA0.020.12-0.02-0.010.140.340.540.800.720.821.000.77
IJH0.00-0.01-0.05-0.070.080.310.640.640.950.880.771.00