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MC Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%
VNQ
Vanguard Real Estate ETF
REIT
2.30%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
6.70%
VTV
Vanguard Value ETF
Large Cap Value Equities
9.40%
VTWO
Vanguard Russell 2000 ETF
Small Cap Blend Equities
2.90%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
15.90%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities
4.60%

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.68%
9.23%
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 By Period

As of Dec 24, 2024, the MC Portfolio returned 10.58% Year-To-Date and 6.65% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
MC Portfolio10.58%-0.93%4.68%11.04%6.36%6.65%
VUG
Vanguard Growth ETF
35.96%4.22%12.60%36.09%18.91%15.92%
VTV
Vanguard Value ETF
16.35%-5.12%6.93%17.13%10.02%9.91%
VO
Vanguard Mid-Cap ETF
16.46%-4.96%10.66%17.00%10.11%9.56%
VTWO
Vanguard Russell 2000 ETF
11.40%-7.29%10.85%11.01%7.35%7.77%
VEA
Vanguard FTSE Developed Markets ETF
3.21%-1.88%-1.79%4.06%4.81%5.28%
VWO
Vanguard FTSE Emerging Markets ETF
11.97%0.56%4.59%14.31%3.17%4.11%
VNQ
Vanguard Real Estate ETF
4.51%-6.82%9.55%5.28%3.18%4.91%
BNDX
Vanguard Total International Bond ETF
3.52%0.19%3.46%3.45%0.05%1.93%
GOVT
iShares U.S. Treasury Bond ETF
0.38%-0.48%0.45%0.64%-0.81%0.74%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
-0.27%-0.73%0.70%-0.08%0.07%1.71%
SPBO
SPDR Portfolio Corporate Bond ETF
2.41%-0.56%1.82%2.69%0.46%2.44%
*Annualized

Monthly Returns

The table below presents the monthly returns of MC Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.38%2.22%2.34%-3.16%3.13%1.17%2.43%1.91%1.87%-2.12%3.16%10.58%
20236.25%-2.78%2.67%0.88%-1.00%3.63%2.14%-2.03%-3.61%-2.30%7.34%4.79%16.36%
2022-4.21%-2.11%0.06%-6.40%0.09%-5.63%5.73%-3.85%-7.44%3.47%6.32%-3.41%-17.07%
2021-0.44%1.03%1.40%2.85%0.93%1.38%1.04%1.34%-2.96%3.18%-1.30%2.25%11.05%
20200.26%-3.89%-9.34%7.43%3.69%2.32%3.71%3.09%-1.61%-1.39%8.00%3.00%14.90%
20195.82%1.75%1.78%2.05%-2.87%4.38%0.36%0.06%0.95%1.51%1.52%1.91%20.69%
20182.73%-2.90%-0.34%-0.04%0.92%-0.03%1.67%0.93%-0.14%-4.99%1.21%-3.84%-4.99%
20171.71%1.99%0.79%1.19%1.44%0.40%1.60%0.57%1.02%1.23%1.23%0.97%15.09%
2016-2.95%-0.14%4.89%0.59%0.64%0.86%2.95%0.05%0.46%-1.84%0.01%1.17%6.67%
20150.45%2.80%-0.57%0.87%-0.04%-1.80%1.16%-4.20%-1.41%4.46%-0.06%-1.56%-0.17%
2014-1.68%3.29%0.20%0.62%1.74%1.42%-1.08%2.40%-2.23%1.58%1.13%-0.55%6.88%
2013-2.20%3.03%-1.67%3.72%2.64%0.85%1.12%7.58%

Expense Ratio

MC Portfolio has an expense ratio of 0.06%, 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.


Expense ratio chart for TFI: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for GOVT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTWO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SPBO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MC Portfolio is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MC Portfolio is 3535
Overall Rank
The Sharpe Ratio Rank of MC Portfolio is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of MC Portfolio is 3434
Sortino Ratio Rank
The Omega Ratio Rank of MC Portfolio is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MC Portfolio is 3232
Calmar Ratio Rank
The Martin Ratio Rank of MC Portfolio is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for MC Portfolio, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.001.412.07
The chart of Sortino ratio for MC Portfolio, currently valued at 1.97, compared to the broader market-6.00-4.00-2.000.002.004.006.001.972.76
The chart of Omega ratio for MC Portfolio, currently valued at 1.25, compared to the broader market0.400.600.801.001.201.401.601.801.251.39
The chart of Calmar ratio for MC Portfolio, currently valued at 1.88, compared to the broader market0.002.004.006.008.0010.0012.001.883.05
The chart of Martin ratio for MC Portfolio, currently valued at 8.62, compared to the broader market0.0010.0020.0030.0040.0050.008.6213.27
MC Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
2.092.711.382.7810.90
VTV
Vanguard Value ETF
1.702.421.302.369.17
VO
Vanguard Mid-Cap ETF
1.401.951.251.697.74
VTWO
Vanguard Russell 2000 ETF
0.580.951.110.633.00
VEA
Vanguard FTSE Developed Markets ETF
0.340.541.070.461.28
VWO
Vanguard FTSE Emerging Markets ETF
0.941.391.180.593.79
VNQ
Vanguard Real Estate ETF
0.350.581.070.221.20
BNDX
Vanguard Total International Bond ETF
0.881.281.150.382.96
GOVT
iShares U.S. Treasury Bond ETF
0.110.181.020.030.27
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
-0.010.011.00-0.01-0.04
SPBO
SPDR Portfolio Corporate Bond ETF
0.460.691.080.221.59

The current MC Portfolio Sharpe ratio is 1.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of MC Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.41
2.07
MC Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MC Portfolio provided a 2.65% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.65%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
0.45%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
2.30%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
1.48%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.18%
VTWO
Vanguard Russell 2000 ETF
0.84%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
3.35%3.16%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
3.16%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%
VNQ
Vanguard Real Estate ETF
3.87%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
2.07%4.42%1.52%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
3.22%2.66%1.76%0.96%2.17%1.98%1.97%1.57%1.40%1.25%1.17%0.94%
TFI
SPDR Nuveen Bloomberg Barclays Municipal Bond ETF
3.02%2.41%1.87%1.71%2.04%2.14%2.25%2.16%2.39%2.40%2.37%3.35%
SPBO
SPDR Portfolio Corporate Bond ETF
5.29%4.73%3.54%2.65%2.84%3.46%3.60%3.15%3.09%3.07%3.21%3.76%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
-1.91%
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. Recovery took 397 trading sessions.

The current MC Portfolio drawdown is 2.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.19%Nov 9, 2021235Oct 14, 2022397May 15, 2024632
-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

Volatility Chart

The current MC Portfolio volatility is 2.66%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.66%
3.82%
MC 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.

TFIBNDXSPBOGOVTVWOVNQVUGVEAVTWOVTVVO
TFI1.000.530.490.61-0.010.15-0.02-0.02-0.07-0.10-0.05
BNDX0.531.000.570.700.000.180.030.00-0.02-0.060.00
SPBO0.490.571.000.670.080.250.120.110.080.050.12
GOVT0.610.700.671.00-0.090.11-0.12-0.11-0.17-0.22-0.15
VWO-0.010.000.08-0.091.000.420.650.790.600.630.67
VNQ0.150.180.250.110.421.000.530.530.590.610.66
VUG-0.020.030.12-0.120.650.531.000.740.750.710.85
VEA-0.020.000.11-0.110.790.530.741.000.730.780.80
VTWO-0.07-0.020.08-0.170.600.590.750.731.000.810.91
VTV-0.10-0.060.05-0.220.630.610.710.780.811.000.88
VO-0.050.000.12-0.150.670.660.850.800.910.881.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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