📱
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 📱, 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
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 📱 returned 7.64% Year-To-Date and 4.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 📱 | 7.64% | 4.26% | 4.13% | 4.62% | 6.29% | 4.89% |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.97% | 3.39% | 3.15% | -1.89% | -2.81% | -1.74% | 5.09% |
Dividend yield
📱 granted a 2.41% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 📱 | 2.41% | 2.34% | 1.86% | 1.38% | 2.05% | 2.17% | 1.69% | 1.68% | 1.59% | 1.62% | 1.44% | 1.42% |
| Portfolio components: | ||||||||||||
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 📱 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| BIL | IAU | BNDX | VTIP | BND | GSG | VNQ | VWO | VIOO | VV | VEA | IJH | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.03 | 0.01 | 0.02 | 0.02 | -0.00 | -0.01 | 0.02 | -0.01 | 0.01 | 0.01 | 0.00 |
| IAU | 0.03 | 1.00 | 0.27 | 0.37 | 0.39 | 0.15 | 0.10 | 0.12 | -0.03 | -0.02 | 0.11 | -0.02 |
| BNDX | 0.01 | 0.27 | 1.00 | 0.36 | 0.71 | -0.09 | 0.16 | -0.02 | -0.07 | -0.03 | -0.03 | -0.06 |
| VTIP | 0.02 | 0.37 | 0.36 | 1.00 | 0.53 | 0.26 | 0.19 | 0.12 | 0.06 | 0.07 | 0.14 | 0.08 |
| BND | 0.02 | 0.39 | 0.71 | 0.53 | 1.00 | -0.09 | 0.19 | -0.01 | -0.11 | -0.06 | -0.03 | -0.09 |
| GSG | -0.00 | 0.15 | -0.09 | 0.26 | -0.09 | 1.00 | 0.13 | 0.33 | 0.31 | 0.30 | 0.35 | 0.32 |
| VNQ | -0.01 | 0.10 | 0.16 | 0.19 | 0.19 | 0.13 | 1.00 | 0.43 | 0.58 | 0.61 | 0.53 | 0.64 |
| VWO | 0.02 | 0.12 | -0.02 | 0.12 | -0.01 | 0.33 | 0.43 | 1.00 | 0.59 | 0.69 | 0.80 | 0.64 |
| VIOO | -0.01 | -0.03 | -0.07 | 0.06 | -0.11 | 0.31 | 0.58 | 0.59 | 1.00 | 0.81 | 0.72 | 0.95 |
| VV | 0.01 | -0.02 | -0.03 | 0.07 | -0.06 | 0.30 | 0.61 | 0.69 | 0.81 | 1.00 | 0.82 | 0.88 |
| VEA | 0.01 | 0.11 | -0.03 | 0.14 | -0.03 | 0.35 | 0.53 | 0.80 | 0.72 | 0.82 | 1.00 | 0.77 |
| IJH | 0.00 | -0.02 | -0.06 | 0.08 | -0.09 | 0.32 | 0.64 | 0.64 | 0.95 | 0.88 | 0.77 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 📱. 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 📱 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, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -15.36% | Nov 16, 2021 | 217 | Sep 27, 2022 | — | — | — |
| -13.82% | Jul 2, 2014 | 391 | Jan 20, 2016 | 144 | Aug 15, 2016 | 535 |
| -10.52% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -4.79% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility Chart
The current 📱 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.