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Family B

Last updated Feb 24, 2024

Asset Allocation


BNDW 5%GLD 5%BTC-USD 15%USDC-USD 15%ETH-USD 5%EUR=X 25%VT 30%BondBondCommodityCommodityCryptocurrencyCryptocurrencyCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF
Total Bond Market

5%

GLD
SPDR Gold Trust
Precious Metals, Gold

5%

BTC-USD
Bitcoin

15%

USDC-USD
USDCoin

15%

ETH-USD
Ethereum

5%

EUR=X
USD/EUR

25%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

30%

S&P 500

Performance

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


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2024February
20.59%
76.67%
Family B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 9, 2018, corresponding to the inception date of USDC-USD

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Family B5.57%6.56%20.59%27.71%16.20%N/A
BTC-USD
Bitcoin
20.03%27.04%95.06%118.69%42.67%36.86%
ETH-USD
Ethereum
28.06%31.74%77.47%81.65%52.19%N/A
GLD
SPDR Gold Trust
-1.33%0.79%6.19%12.04%5.81%3.86%
VT
Vanguard Total World Stock ETF
4.51%3.80%13.78%22.52%7.08%8.56%
BNDW
Vanguard Total World Bond ETF
-1.35%-0.25%3.74%4.98%0.34%N/A
EUR=X
USD/EUR
0.03%0.03%0.05%0.05%0.00%2.32%
USDC-USD
USDCoin
-0.01%-0.03%0.00%0.00%-0.22%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.02%
20230.40%-3.12%-1.09%4.17%5.15%4.66%

Sharpe Ratio

The current Family B Sharpe ratio is 2.40. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.40

The Sharpe ratio of Family B 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.40
2.23
Family B
Benchmark (^GSPC)
Portfolio components

Dividend yield

Family B granted a 0.79% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Family B0.79%0.81%0.76%0.67%0.58%0.85%0.84%0.63%0.72%0.74%0.73%0.62%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
VT
Vanguard Total World Stock ETF
1.99%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
BNDW
Vanguard Total World Bond ETF
3.84%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%0.00%
EUR=X
USD/EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USDC-USD
USDCoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Family B has an expense ratio of 0.04% 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.


0.40%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%

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
2.23
Family B
2.40
BTC-USD
Bitcoin
2.76
ETH-USD
Ethereum
1.88
GLD
SPDR Gold Trust
0.41
VT
Vanguard Total World Stock ETF
1.24
BNDW
Vanguard Total World Bond ETF
0.58
EUR=X
USD/EUR
0.07
USDC-USD
USDCoin
-0.04

Asset Correlations Table

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

EUR=XUSDC-USDBNDWVTGLDBTC-USDETH-USD
EUR=X1.000.030.000.010.000.020.01
USDC-USD0.031.000.01-0.000.01-0.07-0.08
BNDW0.000.011.000.030.370.030.04
VT0.01-0.000.031.000.110.240.24
GLD0.000.010.370.111.000.120.12
BTC-USD0.02-0.070.030.240.121.000.81
ETH-USD0.01-0.080.040.240.120.811.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.21%
0
Family B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Family B. 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 Family B was 28.61%, occurring on Nov 9, 2022. Recovery took 460 trading sessions.

The current Family B drawdown is 0.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.61%Nov 9, 2021366Nov 9, 2022460Feb 12, 2024826
-24.42%Feb 15, 202033Mar 18, 2020131Jul 27, 2020164
-13.15%Oct 10, 201866Dec 14, 2018140May 3, 2019206
-12.73%May 10, 202172Jul 20, 202144Sep 2, 2021116
-10.89%Jun 27, 2019174Dec 17, 201954Feb 9, 2020228

Volatility Chart

The current Family B volatility is 2.02%, 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%SeptemberOctoberNovemberDecember2024February
2.02%
3.90%
Family B
Benchmark (^GSPC)
Portfolio components
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