Supplemental - personal allocation/weighting
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Supplemental - personal allocation/weighting, 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 every year.
The earliest data available for this chart is Mar 8, 2007, corresponding to the inception date of VEU
Returns By Period
As of Apr 20, 2025, the Supplemental - personal allocation/weighting returned -8.51% Year-To-Date and 9.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Supplemental - personal allocation/weighting | -8.51% | -6.40% | -8.42% | 8.10% | 14.51% | 9.58% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -10.40% | -6.88% | -9.83% | 6.93% | 15.43% | 10.87% |
VUG Vanguard Growth ETF | -14.09% | -7.30% | -9.98% | 9.75% | 16.75% | 13.42% |
VEU Vanguard FTSE All-World ex-US ETF | 4.48% | -3.56% | -1.84% | 9.73% | 10.88% | 4.61% |
VB Vanguard Small-Cap ETF | -13.49% | -7.76% | -13.92% | -0.61% | 13.27% | 6.88% |
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -5.83% | -7.19% | 9.30% | 8.02% | 2.72% |
Monthly Returns
The table below presents the monthly returns of Supplemental - personal allocation/weighting, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.68% | -1.61% | -4.83% | -4.84% | -8.51% | ||||||||
| 2024 | 0.11% | 5.30% | 2.77% | -3.74% | 4.71% | 2.96% | 1.40% | 1.91% | 2.68% | -1.35% | 5.25% | -2.28% | 21.03% |
| 2023 | 8.52% | -2.86% | 3.37% | 0.83% | 0.60% | 6.48% | 3.91% | -2.56% | -4.74% | -2.82% | 9.65% | 5.24% | 27.30% |
| 2022 | -5.88% | -2.88% | 1.93% | -9.20% | -0.42% | -7.85% | 8.24% | -3.68% | -9.70% | 5.54% | 7.02% | -5.45% | -21.97% |
| 2021 | 0.18% | 2.56% | 2.28% | 4.69% | 0.46% | 2.68% | 0.58% | 2.73% | -4.30% | 5.87% | -1.68% | 2.96% | 20.27% |
| 2020 | -0.51% | -7.03% | -14.30% | 12.36% | 5.77% | 3.72% | 6.17% | 6.92% | -3.35% | -1.61% | 11.55% | 5.04% | 23.58% |
| 2019 | 8.99% | 3.05% | 1.64% | 3.76% | -6.36% | 6.66% | 0.86% | -2.03% | 1.41% | 2.54% | 3.19% | 3.36% | 29.63% |
| 2018 | 5.78% | -3.97% | -1.40% | 0.08% | 2.16% | -0.12% | 2.95% | 2.34% | 0.00% | -8.27% | 1.82% | -8.10% | -7.49% |
| 2017 | 2.97% | 3.21% | 1.07% | 1.56% | 1.58% | 0.63% | 2.57% | 0.69% | 1.85% | 2.29% | 2.15% | 1.41% | 24.29% |
| 2016 | -5.96% | -0.43% | 8.01% | 0.66% | 1.03% | 0.37% | 4.44% | 0.26% | 0.72% | -2.13% | 2.17% | 1.49% | 10.49% |
| 2015 | -1.71% | 5.78% | -1.72% | 2.20% | 0.53% | -1.85% | 0.78% | -6.72% | -3.23% | 7.54% | 0.06% | -2.57% | -1.72% |
| 2014 | -3.95% | 5.03% | 0.29% | 0.09% | 2.46% | 2.71% | -1.77% | 3.85% | -3.27% | 2.57% | 1.75% | -1.11% | 8.52% |
Expense Ratio
Supplemental - personal allocation/weighting has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Supplemental - personal allocation/weighting is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VUG Vanguard Growth ETF | 0.23 | 0.49 | 1.07 | 0.25 | 0.93 |
VEU Vanguard FTSE All-World ex-US ETF | 0.58 | 0.92 | 1.12 | 0.71 | 2.23 |
VB Vanguard Small-Cap ETF | -0.06 | 0.08 | 1.01 | -0.05 | -0.18 |
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
Dividends
Dividend yield
Supplemental - personal allocation/weighting provided a 1.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.67% | 1.56% | 1.73% | 1.88% | 1.45% | 1.34% | 1.88% | 2.09% | 1.73% | 1.96% | 2.04% | 1.96% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VUG Vanguard Growth ETF | 0.55% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VEU Vanguard FTSE All-World ex-US ETF | 3.07% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
VB Vanguard Small-Cap ETF | 1.63% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
VWO Vanguard FTSE Emerging Markets ETF | 3.27% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
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 Supplemental - personal allocation/weighting. 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 Supplemental - personal allocation/weighting was 56.19%, occurring on Mar 9, 2009. Recovery took 541 trading sessions.
The current Supplemental - personal allocation/weighting drawdown is 12.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.19% | Nov 1, 2007 | 339 | Mar 9, 2009 | 541 | Apr 29, 2011 | 880 |
| -34.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -28.42% | Nov 17, 2021 | 229 | Oct 14, 2022 | 322 | Jan 29, 2024 | 551 |
| -22.53% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -19.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
Volatility
Volatility Chart
The current Supplemental - personal allocation/weighting volatility is 13.41%, 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
| VWO | VB | VUG | VEU | VTI | |
|---|---|---|---|---|---|
| VWO | 1.00 | 0.70 | 0.72 | 0.89 | 0.75 |
| VB | 0.70 | 1.00 | 0.84 | 0.78 | 0.92 |
| VUG | 0.72 | 0.84 | 1.00 | 0.79 | 0.95 |
| VEU | 0.89 | 0.78 | 0.79 | 1.00 | 0.84 |
| VTI | 0.75 | 0.92 | 0.95 | 0.84 | 1.00 |