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MC Portfolio

Last updated Mar 2, 2024

Asset Allocation


BNDX 13.8%GOVT 13%SPBO 13%VEA 18.2%VUG 15.9%VTV 9.4%VO 6.7%VWO 4.6%VTWO 2.9%VNQ 2.3%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BNDX
Vanguard Total International Bond ETF
Total Bond Market

13.80%

GOVT
iShares U.S. Treasury Bond ETF
Government Bonds

13%

SPBO
SPDR Portfolio Corporate Bond ETF
Corporate Bonds

13%

TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
Municipal Bonds

0.20%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

18.20%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

15.90%

VTV
Vanguard Value ETF
Large Cap Value Equities

9.40%

VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

6.70%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

4.60%

VTWO
Vanguard Russell 2000 ETF
Small Cap Blend Equities

2.90%

VNQ
Vanguard Real Estate ETF
REIT

2.30%

S&P 500

Performance

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


100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
104.03%
214.89%
MC Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Mar 2, 2024, the MC Portfolio returned 2.56% Year-To-Date and 6.43% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
MC Portfolio2.56%2.17%8.60%14.02%7.17%6.41%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.53%14.78%
VTV
Vanguard Value ETF
4.91%3.04%10.36%13.49%10.74%10.15%
VO
Vanguard Mid-Cap ETF
4.11%4.32%10.67%12.71%10.53%9.41%
VTWO
Vanguard Russell 2000 ETF
2.56%5.89%8.85%9.35%7.30%7.10%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%6.93%4.67%
VWO
Vanguard FTSE Emerging Markets ETF
1.14%4.90%4.49%5.87%2.83%3.48%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.32%6.15%
BNDX
Vanguard Total International Bond ETF
-0.96%-0.11%3.96%6.91%0.44%2.12%
GOVT
iShares U.S. Treasury Bond ETF
-1.10%-0.55%2.51%2.85%0.18%0.93%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
-0.17%-0.04%4.87%5.19%1.32%2.28%
SPBO
SPDR Portfolio Corporate Bond ETF
-0.98%-0.81%5.01%6.39%2.06%2.54%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.38%2.27%
2023-2.03%-3.61%-2.30%7.34%4.79%

Sharpe Ratio

The current MC Portfolio Sharpe ratio is 1.87. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.87

The Sharpe ratio of MC 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.87
2.44
MC Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

MC Portfolio granted a 2.90% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MC Portfolio2.90%2.87%2.21%2.13%1.83%2.49%2.62%2.16%2.22%2.15%2.19%1.94%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTV
Vanguard Value ETF
2.34%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VO
Vanguard Mid-Cap ETF
1.46%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VTWO
Vanguard Russell 2000 ETF
1.41%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VWO
Vanguard FTSE Emerging Markets ETF
3.48%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
VNQ
Vanguard Real Estate ETF
4.03%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
BNDX
Vanguard Total International Bond ETF
4.58%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
GOVT
iShares U.S. Treasury Bond ETF
2.79%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%1.17%0.93%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
2.52%2.41%1.87%1.71%2.04%2.14%2.26%2.16%2.39%2.40%2.37%3.35%
SPBO
SPDR Portfolio Corporate Bond ETF
4.93%4.73%3.54%2.65%2.85%3.46%3.60%3.15%3.09%3.07%3.21%3.76%

Expense Ratio

The MC Portfolio has an expense ratio of 0.06% which is considered to be low. 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%0.23%
0.50%1.00%1.50%2.00%0.15%
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%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
MC Portfolio
1.87
VUG
Vanguard Growth ETF
3.17
VTV
Vanguard Value ETF
1.37
VO
Vanguard Mid-Cap ETF
1.06
VTWO
Vanguard Russell 2000 ETF
0.54
VEA
Vanguard FTSE Developed Markets ETF
1.07
VWO
Vanguard FTSE Emerging Markets ETF
0.50
VNQ
Vanguard Real Estate ETF
0.35
BNDX
Vanguard Total International Bond ETF
1.33
GOVT
iShares U.S. Treasury Bond ETF
0.47
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
1.10
SPBO
SPDR Portfolio Corporate Bond ETF
0.98

Asset Correlations Table

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

TFIBNDXSPBOGOVTVNQVWOVUGVEAVTWOVTVVO
TFI1.000.510.470.600.14-0.03-0.03-0.04-0.08-0.12-0.06
BNDX0.511.000.540.680.16-0.010.02-0.02-0.05-0.08-0.02
SPBO0.470.541.000.650.230.070.110.090.060.030.10
GOVT0.600.680.651.000.09-0.12-0.14-0.14-0.20-0.25-0.18
VNQ0.140.160.230.091.000.430.550.530.590.610.66
VWO-0.03-0.010.07-0.120.431.000.660.800.610.640.68
VUG-0.030.020.11-0.140.550.661.000.750.760.730.87
VEA-0.04-0.020.09-0.140.530.800.751.000.730.790.80
VTWO-0.08-0.050.06-0.200.590.610.760.731.000.810.91
VTV-0.12-0.080.03-0.250.610.640.730.790.811.000.88
VO-0.06-0.020.10-0.180.660.680.870.800.910.881.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.65%
0
MC Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MC 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 MC Portfolio was 23.19%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current MC Portfolio drawdown is 1.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.19%Nov 9, 2021235Oct 14, 2022
-22.2%Feb 20, 202022Mar 20, 202083Jul 20, 2020105
-11.16%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-11.05%Apr 27, 2015202Feb 11, 2016104Jul 12, 2016306
-4.9%Sep 8, 201426Oct 13, 201430Nov 24, 201456

Volatility Chart

The current MC Portfolio volatility is 2.52%, 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%OctoberNovemberDecember2024FebruaryMarch
2.52%
3.47%
MC Portfolio
Benchmark (^GSPC)
Portfolio components
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