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πŸ“±

Last updated Dec 2, 2023

Asset Allocation


BNDX 8.33%BIL 8.33%BND 8.33%VTIP 8.33%IAU 8.33%GSG 8.33%IJH 8.34%VV 8.34%VIOO 8.34%VEA 8.33%VWO 8.33%VNQ 8.34%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BNDX
Vanguard Total International Bond ETF
Total Bond Market8.33%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds8.33%
BND
Vanguard Total Bond Market ETF
Total Bond Market8.33%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds8.33%
IAU
iShares Gold Trust
Precious Metals, Gold8.33%
GSG
iShares S&P GSCI Commodity-Indexed Trust
Commodities8.33%
IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities8.34%
VV
Vanguard Large-Cap ETF
Large Cap Growth Equities8.34%
VIOO
Vanguard S&P Small-Cap 600 ETF
Small Cap Blend Equities8.34%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities8.33%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities8.33%
VNQ
Vanguard Real Estate ETF
REIT8.34%

Performance

The chart shows the growth of an initial investment of $10,000 in πŸ“±, 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


60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
65.46%
181.64%
πŸ“±
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 Dec 2, 2023, the πŸ“± returned 7.64% Year-To-Date and 4.90% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
πŸ“±7.64%4.26%4.13%4.62%6.29%4.89%
IJH
iShares Core S&P Mid-Cap ETF
9.67%10.44%5.57%3.78%8.60%8.94%
BNDX
Vanguard Total International Bond ETF
6.03%3.48%2.47%2.53%0.64%2.10%
VNQ
Vanguard Real Estate ETF
4.71%14.13%4.33%-0.35%4.21%6.78%
IAU
iShares Gold Trust
13.36%4.67%6.15%14.55%10.97%5.20%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.52%0.46%2.62%4.88%1.68%1.05%
BND
Vanguard Total Bond Market ETF
2.86%4.38%0.50%1.19%0.87%1.43%
VEA
Vanguard FTSE Developed Markets ETF
12.86%8.81%2.61%9.46%6.25%4.41%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-3.49%-5.09%5.84%-4.56%6.54%-4.27%
VV
Vanguard Large-Cap ETF
22.43%8.88%8.55%15.26%12.63%11.85%
VWO
Vanguard FTSE Emerging Markets ETF
6.19%6.78%2.51%4.07%3.47%2.85%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.80%0.99%2.05%3.10%3.20%1.81%
VIOO
Vanguard S&P Small-Cap 600 ETF
5.87%10.85%2.85%-1.09%6.20%7.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.97%3.39%3.15%-1.89%-2.81%-1.74%5.09%

Sharpe Ratio

The current πŸ“± Sharpe ratio is 0.57. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.57

The Sharpe ratio of πŸ“± is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.57
0.91
πŸ“±
Benchmark (^GSPC)
Portfolio components

Dividend yield

πŸ“± granted a 2.41% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
πŸ“±2.41%2.34%1.86%1.38%2.05%2.17%1.69%1.68%1.59%1.62%1.44%1.42%
IJH
iShares Core S&P Mid-Cap ETF
1.50%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%1.43%
BNDX
Vanguard Total International Bond ETF
2.10%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%0.00%
VNQ
Vanguard Real Estate ETF
4.28%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
IAU
iShares 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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.76%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.11%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%3.24%
VEA
Vanguard FTSE Developed Markets ETF
3.00%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%2.97%
GSG
iShares S&P GSCI Commodity-Indexed 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%
VV
Vanguard Large-Cap ETF
1.42%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%2.12%
VWO
Vanguard FTSE Emerging Markets ETF
2.98%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%2.19%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
4.34%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%0.82%0.05%0.10%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.43%1.51%1.16%1.09%1.37%1.32%1.11%0.95%1.26%1.06%0.86%1.45%

Expense Ratio

The πŸ“± features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%
0.25%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
IJH
iShares Core S&P Mid-Cap ETF
0.21
BNDX
Vanguard Total International Bond ETF
0.55
VNQ
Vanguard Real Estate ETF
-0.03
IAU
iShares Gold Trust
1.24
BIL
SPDR Barclays 1-3 Month T-Bill ETF
17.09
BND
Vanguard Total Bond Market ETF
0.27
VEA
Vanguard FTSE Developed Markets ETF
0.74
GSG
iShares S&P GSCI Commodity-Indexed Trust
-0.26
VV
Vanguard Large-Cap ETF
1.09
VWO
Vanguard FTSE Emerging Markets ETF
0.26
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.12
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.06

Asset Correlations Table

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

BILIAUBNDXVTIPBNDGSGVNQVWOVIOOVVVEAIJH
BIL1.000.030.010.020.02-0.00-0.010.02-0.010.010.010.00
IAU0.031.000.270.370.390.150.100.12-0.03-0.020.11-0.02
BNDX0.010.271.000.360.71-0.090.16-0.02-0.07-0.03-0.03-0.06
VTIP0.020.370.361.000.530.260.190.120.060.070.140.08
BND0.020.390.710.531.00-0.090.19-0.01-0.11-0.06-0.03-0.09
GSG-0.000.15-0.090.26-0.091.000.130.330.310.300.350.32
VNQ-0.010.100.160.190.190.131.000.430.580.610.530.64
VWO0.020.12-0.020.12-0.010.330.431.000.590.690.800.64
VIOO-0.01-0.03-0.070.06-0.110.310.580.591.000.810.720.95
VV0.01-0.02-0.030.07-0.060.300.610.690.811.000.820.88
VEA0.010.11-0.030.14-0.030.350.530.800.720.821.000.77
IJH0.00-0.02-0.060.08-0.090.320.640.640.950.880.771.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.12%
-4.21%
πŸ“±
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the πŸ“±. 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 πŸ“± was 22.46%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.46%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-15.36%Nov 16, 2021217Sep 27, 2022β€”β€”β€”
-13.82%Jul 2, 2014391Jan 20, 2016144Aug 15, 2016535
-10.52%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-4.79%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility Chart

The current πŸ“± volatility is 2.80%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.80%
2.79%
πŸ“±
Benchmark (^GSPC)
Portfolio components
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