Total Market Long Retirement
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Total Market Long Retirement, 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 Jul 10, 2014, corresponding to the inception date of REET
Returns By Period
As of Sep 20, 2024, the Total Market Long Retirement returned 12.91% Year-To-Date and 6.96% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Total Market Long Retirement | 12.91% | 2.08% | 7.86% | 23.79% | 8.51% | 7.03% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 16.48% | 1.77% | 8.53% | 28.45% | 11.29% | 8.91% |
VEA Vanguard FTSE Developed Markets ETF | 11.41% | 1.64% | 6.25% | 21.91% | 7.69% | 5.49% |
VBR Vanguard Small-Cap Value ETF | 13.22% | 4.02% | 8.36% | 28.52% | 11.05% | 9.05% |
REET iShares Global REIT ETF | 12.57% | 6.05% | 16.61% | 27.34% | 2.56% | 4.92% |
BNDX Vanguard Total International Bond ETF | 3.16% | 0.56% | 3.21% | 9.28% | -0.17% | 2.06% |
BND Vanguard Total Bond Market ETF | 4.87% | 1.10% | 5.72% | 11.17% | 0.37% | 1.77% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Total Market Long Retirement, 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 | -0.76% | 3.03% | 3.06% | -3.61% | 3.96% | 0.45% | 2.94% | 2.27% | 12.91% | ||||
| 2023 | 7.30% | -3.03% | 1.59% | 1.32% | -1.96% | 4.74% | 3.14% | -2.77% | -3.94% | -2.93% | 8.08% | 5.49% | 17.26% |
| 2022 | -4.05% | -2.09% | 1.30% | -6.61% | 0.38% | -7.41% | 6.19% | -4.22% | -8.74% | 5.56% | 7.92% | -3.57% | -15.77% |
| 2021 | -0.21% | 2.64% | 2.63% | 3.53% | 1.77% | 0.50% | 0.73% | 1.63% | -3.48% | 4.04% | -2.53% | 3.64% | 15.60% |
| 2020 | -1.38% | -6.36% | -14.08% | 8.27% | 4.24% | 2.68% | 3.78% | 4.44% | -2.33% | -1.74% | 11.37% | 4.51% | 11.33% |
| 2019 | 7.29% | 2.23% | 0.91% | 2.56% | -4.55% | 5.13% | -0.25% | -1.39% | 2.23% | 2.33% | 1.63% | 2.64% | 22.24% |
| 2018 | 3.63% | -4.15% | -0.34% | 0.52% | 0.53% | -0.38% | 2.16% | 0.42% | -0.14% | -6.59% | 1.48% | -5.86% | -8.90% |
| 2017 | 2.23% | 2.01% | 1.20% | 1.38% | 1.56% | 0.67% | 2.15% | 0.17% | 1.86% | 1.42% | 1.58% | 1.31% | 19.02% |
| 2016 | -4.66% | -0.89% | 6.79% | 1.08% | 0.46% | 0.06% | 3.66% | 0.07% | 0.66% | -2.26% | 0.66% | 1.96% | 7.40% |
| 2015 | -0.27% | 4.35% | -0.71% | 1.62% | 0.16% | -2.21% | 0.86% | -5.61% | -2.63% | 5.97% | -0.21% | -1.83% | -1.04% |
| 2014 | -1.17% | 2.06% | -3.40% | 1.35% | 0.95% | -1.48% | -1.78% |
Expense Ratio
Total Market Long Retirement has an expense ratio of 0.07%, 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 Total Market Long Retirement is 79, placing it in the top 21% 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.62 | 3.58 | 1.49 | 2.11 | 16.09 |
VEA Vanguard FTSE Developed Markets ETF | 2.10 | 2.90 | 1.38 | 1.63 | 12.97 |
VBR Vanguard Small-Cap Value ETF | 1.89 | 2.65 | 1.33 | 2.01 | 10.23 |
REET iShares Global REIT ETF | 2.07 | 2.97 | 1.38 | 1.04 | 8.04 |
BNDX Vanguard Total International Bond ETF | 2.36 | 3.64 | 1.43 | 0.76 | 9.38 |
BND Vanguard Total Bond Market ETF | 2.09 | 3.10 | 1.38 | 0.71 | 8.81 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Total Market Long Retirement granted a 2.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total Market Long Retirement | 2.22% | 2.45% | 2.22% | 2.20% | 1.73% | 2.62% | 2.83% | 2.27% | 2.56% | 2.44% | 2.46% | 1.87% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VEA Vanguard FTSE Developed Markets ETF | 2.86% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VBR Vanguard Small-Cap Value ETF | 1.54% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
REET iShares Global REIT ETF | 2.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.11% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.68% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Total Market Long Retirement. 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 Total Market Long Retirement was 31.00%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31% | Feb 13, 2020 | 28 | Mar 23, 2020 | 165 | Nov 9, 2020 | 193 |
| -24.25% | Nov 9, 2021 | 242 | Oct 12, 2022 | 356 | Feb 22, 2024 | 598 |
| -16.53% | Jan 29, 2018 | 236 | Dec 24, 2018 | 213 | Oct 17, 2019 | 449 |
| -16.38% | May 22, 2015 | 191 | Feb 11, 2016 | 148 | Sep 6, 2016 | 339 |
| -7.86% | Sep 4, 2014 | 31 | Oct 16, 2014 | 86 | Feb 13, 2015 | 117 |
Volatility
Volatility Chart
The current Total Market Long Retirement volatility is 3.34%, 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
| USD=X | BNDX | BND | REET | VEA | VBR | VT | |
|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BNDX | 0.00 | 1.00 | 0.74 | 0.16 | -0.00 | -0.05 | -0.00 |
| BND | 0.00 | 0.74 | 1.00 | 0.18 | 0.00 | -0.09 | -0.02 |
| REET | 0.00 | 0.16 | 0.18 | 1.00 | 0.63 | 0.66 | 0.67 |
| VEA | 0.00 | -0.00 | 0.00 | 0.63 | 1.00 | 0.75 | 0.93 |
| VBR | 0.00 | -0.05 | -0.09 | 0.66 | 0.75 | 1.00 | 0.83 |
| VT | 0.00 | -0.00 | -0.02 | 0.67 | 0.93 | 0.83 | 1.00 |