VAN HOLDINGS
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VAN HOLDINGS, 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 Jun 7, 2006, corresponding to the inception date of VFIFX
Returns By Period
As of Sep 14, 2024, the VAN HOLDINGS returned 13.06% Year-To-Date and 8.71% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 18.10% | 1.42% | 10.08% | 26.58% | 13.42% | 10.87% |
VAN HOLDINGS | 13.06% | 1.68% | 7.80% | 21.34% | 10.35% | 8.71% |
Portfolio components: | ||||||
Vanguard Target Retirement 2045 Fund | 12.72% | 1.69% | 7.67% | 20.72% | 10.04% | 8.49% |
Vanguard Total Stock Market Index Fund Admiral Shares | 17.64% | 1.48% | 9.46% | 27.28% | 14.40% | 12.28% |
Vanguard Target Retirement 2050 Fund | 13.01% | 1.68% | 7.78% | 21.38% | 10.30% | 8.62% |
Monthly Returns
The table below presents the monthly returns of VAN HOLDINGS, 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 | -0.10% | 3.84% | 2.87% | -3.40% | 4.04% | 1.52% | 2.20% | 2.15% | 13.06% | ||||
2023 | 6.99% | -2.95% | 2.67% | 1.20% | -1.00% | 5.17% | 3.26% | -2.59% | -4.01% | -2.75% | 8.44% | 5.14% | 20.25% |
2022 | -4.49% | -2.53% | 1.35% | -7.49% | 0.37% | -7.60% | 6.64% | -3.77% | -8.90% | 5.50% | 7.74% | -4.11% | -17.51% |
2021 | -0.29% | 2.40% | 2.42% | 3.87% | 1.35% | 1.31% | 0.64% | 2.15% | -3.75% | 4.57% | -2.29% | 3.46% | 16.65% |
2020 | -0.99% | -6.72% | -13.28% | 10.37% | 4.70% | 2.81% | 4.69% | 5.42% | -2.65% | -1.98% | 11.27% | 4.52% | 16.53% |
2019 | 7.48% | 2.56% | 1.23% | 3.18% | -5.35% | 5.99% | 0.20% | -1.69% | 1.83% | 2.34% | 2.47% | 3.04% | 25.18% |
2018 | 4.79% | -3.90% | -1.26% | 0.44% | 0.93% | -0.32% | 2.74% | 1.19% | 0.16% | -7.08% | 1.63% | -6.69% | -7.79% |
2017 | 2.42% | 2.66% | 0.99% | 1.44% | 1.65% | 0.68% | 2.27% | 0.39% | 1.94% | 1.91% | 1.96% | 1.30% | 21.40% |
2016 | -4.93% | -0.75% | 6.81% | 1.16% | 0.68% | -0.01% | 3.82% | 0.38% | 0.55% | -1.90% | 1.51% | 1.77% | 8.99% |
2015 | -1.54% | 5.03% | -1.02% | 1.61% | 0.49% | -1.95% | 0.78% | -5.90% | -2.90% | 6.53% | -0.16% | -1.84% | -1.48% |
2014 | -3.09% | 4.48% | 0.43% | 0.48% | 1.97% | 2.11% | -1.69% | 3.08% | -2.74% | 1.78% | 1.56% | -0.94% | 7.37% |
2013 | 4.35% | 0.56% | 2.73% | 2.08% | 0.53% | -1.92% | 4.74% | -2.32% | 4.32% | 3.68% | 1.86% | 1.97% | 24.70% |
Expense Ratio
VAN HOLDINGS has an expense ratio of 0.08%, 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 VAN HOLDINGS is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
Vanguard Target Retirement 2045 Fund | 1.97 | 2.75 | 1.36 | 1.39 | 9.07 |
Vanguard Total Stock Market Index Fund Admiral Shares | 2.05 | 2.76 | 1.36 | 1.91 | 9.77 |
Vanguard Target Retirement 2050 Fund | 1.83 | 2.61 | 1.34 | 1.45 | 8.73 |
Dividends
Dividend yield
VAN HOLDINGS granted a 1.96% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
VAN HOLDINGS | 1.96% | 2.21% | 2.50% | 13.40% | 1.85% | 2.20% | 2.50% | 1.92% | 2.21% | 2.71% | 2.03% | 1.85% |
Portfolio components: | ||||||||||||
Vanguard Target Retirement 2045 Fund | 2.02% | 2.28% | 2.75% | 15.40% | 1.90% | 2.23% | 2.52% | 1.95% | 2.47% | 3.29% | 2.07% | 1.88% |
Vanguard Total Stock Market Index Fund Admiral Shares | 1.31% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Target Retirement 2050 Fund | 1.96% | 2.21% | 2.38% | 12.83% | 1.84% | 2.20% | 2.51% | 1.92% | 2.04% | 2.36% | 2.03% | 1.84% |
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 VAN HOLDINGS. 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 VAN HOLDINGS was 51.82%, occurring on Mar 9, 2009. Recovery took 762 trading sessions.
The current VAN HOLDINGS drawdown is 0.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-51.82% | Oct 10, 2007 | 355 | Mar 9, 2009 | 762 | Mar 15, 2012 | 1117 |
-31.51% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
-25.27% | Nov 9, 2021 | 235 | Oct 14, 2022 | 329 | Feb 7, 2024 | 564 |
-17.4% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
-16.53% | May 22, 2015 | 183 | Feb 11, 2016 | 126 | Aug 11, 2016 | 309 |
Volatility
Volatility Chart
The current VAN HOLDINGS volatility is 3.78%, 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
VTSAX | VFIFX | VTIVX | |
---|---|---|---|
VTSAX | 1.00 | 0.97 | 0.97 |
VFIFX | 0.97 | 1.00 | 1.00 |
VTIVX | 0.97 | 1.00 | 1.00 |