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Global
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EDV 10%BSV 10%GLD 10%VOO 20%RSP 20%QQQ 10%KXI 5%XBI 5%VDC 5%IXJ 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds

10%

BSV
Vanguard Short-Term Bond ETF
Total Bond Market

10%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

KXI
iShares Global Consumer Staples ETF
Consumer Staples Equities

5%

XBI
SPDR S&P Biotech ETF
Health & Biotech Equities

5%

VDC
Vanguard Consumer Staples ETF
Consumer Staples Equities

5%

IXJ
iShares Global Healthcare ETF
Health & Biotech Equities

5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global, 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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.56%
15.73%
Global
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 16, 2024, the Global returned 2.35% Year-To-Date and 9.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Global2.35%-1.15%13.56%11.50%9.48%9.32%
VOO
Vanguard S&P 500 ETF
6.48%-1.04%16.59%24.18%13.67%12.58%
RSP
Invesco S&P 500® Equal Weight ETF
2.18%-1.93%13.97%12.89%10.47%10.12%
EDV
Vanguard Extended Duration Treasury ETF
-13.03%-5.66%6.73%-18.11%-6.16%-0.04%
BSV
Vanguard Short-Term Bond ETF
-0.69%-0.32%2.77%2.09%1.09%1.26%
KXI
iShares Global Consumer Staples ETF
-1.97%-3.50%5.36%-4.48%4.81%5.29%
XBI
SPDR S&P Biotech ETF
-3.29%-8.83%23.01%10.46%0.41%7.82%
VDC
Vanguard Consumer Staples ETF
2.32%-2.79%10.54%2.55%8.53%8.39%
IXJ
iShares Global Healthcare ETF
1.26%-4.42%5.48%2.37%10.30%8.83%
QQQ
Invesco QQQ
5.40%-0.53%17.14%36.22%19.03%18.49%
GLD
SPDR Gold Trust
15.58%10.64%24.16%18.56%12.98%5.90%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.10%3.04%2.90%
2023-5.11%-2.35%7.86%5.82%

Expense Ratio

The Global features an expense ratio of 0.18%, 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%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
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.


Global
Sharpe ratio
The chart of Sharpe ratio for Global, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.005.001.16
Sortino ratio
The chart of Sortino ratio for Global, currently valued at 1.74, compared to the broader market-2.000.002.004.006.001.74
Omega ratio
The chart of Omega ratio for Global, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for Global, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.000.68
Martin ratio
The chart of Martin ratio for Global, currently valued at 3.01, compared to the broader market0.0010.0020.0030.0040.0050.003.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.042.951.361.758.64
RSP
Invesco S&P 500® Equal Weight ETF
0.991.501.180.782.81
EDV
Vanguard Extended Duration Treasury ETF
-0.80-1.050.88-0.32-1.33
BSV
Vanguard Short-Term Bond ETF
0.610.951.100.311.73
KXI
iShares Global Consumer Staples ETF
-0.51-0.660.93-0.37-0.76
XBI
SPDR S&P Biotech ETF
0.310.651.070.140.72
VDC
Vanguard Consumer Staples ETF
0.200.351.040.160.44
IXJ
iShares Global Healthcare ETF
0.160.291.030.130.49
QQQ
Invesco QQQ
2.233.111.381.6011.46
GLD
SPDR Gold Trust
1.352.081.241.273.64

Sharpe Ratio

The current Global Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.16

The Sharpe ratio of Global 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
1.16
1.89
Global
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Global granted a 1.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Global1.71%1.63%1.54%1.17%1.74%1.67%1.81%1.52%1.76%1.83%1.60%1.67%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
RSP
Invesco S&P 500® Equal Weight ETF
1.60%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
EDV
Vanguard Extended Duration Treasury ETF
4.26%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%
BSV
Vanguard Short-Term Bond ETF
2.76%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%
KXI
iShares Global Consumer Staples ETF
3.05%2.99%1.98%2.26%2.34%2.17%2.97%2.17%2.34%2.20%2.35%2.03%
XBI
SPDR S&P Biotech ETF
0.02%0.02%0.00%0.04%0.20%0.00%0.28%0.24%0.26%0.61%1.07%0.17%
VDC
Vanguard Consumer Staples ETF
2.61%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%
IXJ
iShares Global Healthcare ETF
1.37%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
GLD
SPDR 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%

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
-3.37%
-3.66%
Global
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Global. 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 Global was 22.01%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current Global drawdown is 3.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.01%Dec 28, 2021202Oct 14, 2022345Mar 1, 2024547
-21.44%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-12.41%Aug 30, 201880Dec 24, 201853Mar 13, 2019133
-9.13%Jul 25, 201111Aug 8, 201154Oct 24, 201165
-8.58%Apr 16, 2015193Jan 20, 201653Apr 6, 2016246

Volatility

Volatility Chart

The current Global volatility is 2.76%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.76%
3.44%
Global
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.

GLDBSVEDVXBIVDCKXIQQQIXJRSPVOO
GLD1.000.360.230.020.050.110.020.060.040.03
BSV0.361.000.62-0.07-0.000.02-0.09-0.06-0.12-0.12
EDV0.230.621.00-0.15-0.15-0.15-0.22-0.21-0.30-0.29
XBI0.02-0.07-0.151.000.350.380.600.620.590.59
VDC0.05-0.00-0.150.351.000.890.560.660.700.71
KXI0.110.02-0.150.380.891.000.600.720.710.73
QQQ0.02-0.09-0.220.600.560.601.000.690.780.90
IXJ0.06-0.06-0.210.620.660.720.691.000.750.79
RSP0.04-0.12-0.300.590.700.710.780.751.000.94
VOO0.03-0.12-0.290.590.710.730.900.790.941.00