Supplemental - personal allocation/weighting
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 8, 2007, corresponding to the inception date of VEU
Returns By Period
As of May 19, 2025, the Supplemental - personal allocation/weighting returned 3.46% Year-To-Date and 10.90% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| Supplemental - personal allocation/weighting | 3.46% | 13.08% | 4.17% | 13.45% | 15.43% | 10.90% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.31% | 13.07% | 1.46% | 13.04% | 16.55% | 12.17% |
VUG Vanguard Growth ETF | 1.33% | 17.95% | 4.67% | 19.05% | 18.16% | 15.28% |
VEU Vanguard FTSE All-World ex-US ETF | 12.94% | 8.09% | 12.31% | 10.28% | 11.36% | 5.33% |
VB Vanguard Small-Cap ETF | -1.91% | 13.39% | -3.95% | 5.60% | 13.63% | 8.27% |
VWO Vanguard FTSE Emerging Markets ETF | 8.49% | 10.23% | 8.45% | 9.75% | 8.70% | 3.87% |
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% | 0.39% | 7.19% | 3.46% | |||||||
| 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 45, 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 | 0.66 | 1.12 | 1.17 | 0.74 | 2.80 |
VUG Vanguard Growth ETF | 0.77 | 1.28 | 1.18 | 0.91 | 3.07 |
VEU Vanguard FTSE All-World ex-US ETF | 0.64 | 1.07 | 1.14 | 0.84 | 2.63 |
VB Vanguard Small-Cap ETF | 0.25 | 0.53 | 1.07 | 0.23 | 0.71 |
VWO Vanguard FTSE Emerging Markets ETF | 0.57 | 1.03 | 1.14 | 0.62 | 2.02 |
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Dividends
Dividend yield
Supplemental - personal allocation/weighting provided a 1.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 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 | 1.28% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VUG Vanguard Growth ETF | 0.47% | 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 | 2.84% | 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 | 1.44% | 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 | 2.97% | 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.
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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 1.30%.
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 |
| -19.47% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VWO | VEU | VB | VUG | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.84 | 0.89 | 0.95 | 0.99 | 0.98 |
| VWO | 0.74 | 1.00 | 0.89 | 0.70 | 0.72 | 0.75 | 0.83 |
| VEU | 0.84 | 0.89 | 1.00 | 0.78 | 0.79 | 0.84 | 0.90 |
| VB | 0.89 | 0.70 | 0.78 | 1.00 | 0.84 | 0.92 | 0.91 |
| VUG | 0.95 | 0.72 | 0.79 | 0.84 | 1.00 | 0.95 | 0.95 |
| VTI | 0.99 | 0.75 | 0.84 | 0.92 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.83 | 0.90 | 0.91 | 0.95 | 0.98 | 1.00 |