Ed conservative allocation
Retirement portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ed conservative allocation , 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 By Period
As of Nov 13, 2024, the Ed conservative allocation returned 9.98% Year-To-Date and 5.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Ed conservative allocation | 9.98% | 0.04% | 6.06% | 16.12% | 5.58% | 5.71% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.59% | -1.40% | 2.41% | 6.57% | -0.26% | 1.41% |
VTI Vanguard Total Stock Market ETF | 26.21% | 2.78% | 13.59% | 35.35% | 15.18% | 12.90% |
BNDX Vanguard Total International Bond ETF | 2.86% | -0.04% | 3.05% | 7.34% | -0.06% | 2.01% |
VXUS Vanguard Total International Stock ETF | 6.85% | -4.99% | -0.72% | 14.09% | 5.45% | 4.93% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.55% | 0.38% | 2.55% | 5.27% | 2.26% | 1.55% |
VTHRX Vanguard Target Retirement 2030 Fund | 11.71% | -0.50% | 5.92% | 18.96% | 7.27% | 7.09% |
Monthly Returns
The table below presents the monthly returns of Ed conservative allocation , 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.21% | 1.21% | 1.78% | -2.88% | 2.69% | 1.52% | 2.10% | 1.64% | 1.57% | -1.76% | 9.98% | ||
| 2023 | 4.58% | -2.45% | 2.57% | 0.78% | -0.60% | 2.40% | 1.37% | -1.18% | -3.15% | -1.83% | 6.08% | 4.07% | 12.85% |
| 2022 | -3.32% | -1.61% | -0.51% | -5.57% | 0.41% | -4.00% | 4.69% | -3.08% | -5.92% | 2.28% | 4.40% | -2.69% | -14.55% |
| 2021 | -0.58% | 0.29% | 0.68% | 2.29% | 0.37% | 1.34% | 1.21% | 0.92% | -2.26% | 2.40% | -0.56% | 1.21% | 7.47% |
| 2020 | 0.96% | -2.06% | -5.97% | 6.31% | 2.52% | 1.36% | 2.95% | 2.17% | -1.42% | -1.05% | 5.21% | 1.94% | 13.03% |
| 2019 | 3.89% | 1.31% | 1.59% | 1.47% | -1.49% | 3.34% | 0.53% | 0.73% | 0.40% | 1.02% | 1.32% | 1.13% | 16.23% |
| 2018 | 1.36% | -2.09% | -0.30% | -0.27% | 1.22% | 0.16% | 1.24% | 1.45% | -0.21% | -3.34% | 1.10% | -2.15% | -1.95% |
| 2017 | 0.88% | 1.69% | 0.13% | 0.90% | 0.88% | 0.36% | 1.01% | 0.57% | 0.66% | 0.84% | 1.03% | 0.80% | 10.20% |
| 2016 | -1.50% | 0.40% | 3.16% | 0.53% | 0.57% | 1.18% | 1.92% | -0.06% | 0.19% | -1.37% | 0.03% | 0.99% | 6.11% |
| 2015 | 0.40% | 1.44% | -0.16% | 0.20% | 0.13% | -1.33% | 1.06% | -2.58% | -0.63% | 3.05% | -0.04% | -0.94% | 0.49% |
| 2014 | -0.45% | 2.13% | 0.12% | 0.52% | 1.39% | 1.05% | -0.89% | 2.12% | -1.25% | 1.35% | 1.32% | -0.10% | 7.49% |
| 2013 | -1.50% | 2.38% | -1.61% | 2.29% | 2.11% | 0.81% | 0.68% | 5.19% |
Expense Ratio
Ed conservative allocation has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ed conservative allocation is 60, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
BNDX Vanguard Total International Bond ETF | 1.94 | 2.98 | 1.34 | 0.68 | 7.20 |
VXUS Vanguard Total International Stock ETF | 1.33 | 1.90 | 1.24 | 1.23 | 7.70 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.36 | 273.01 | 158.62 | 482.85 | 4,446.78 |
VTHRX Vanguard Target Retirement 2030 Fund | 2.45 | 3.55 | 1.48 | 1.93 | 14.84 |
Dividends
Dividend yield
Ed conservative allocation provided a 2.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.87% | 2.67% | 2.19% | 1.72% | 1.80% | 2.40% | 2.51% | 2.15% | 2.17% | 2.21% | 2.26% | 2.20% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
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 Ed conservative allocation . 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 Ed conservative allocation was 18.98%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.
The current Ed conservative allocation drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.98% | Nov 8, 2021 | 236 | Oct 14, 2022 | 416 | Jun 12, 2024 | 652 |
| -14.94% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -6.95% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -5.57% | Apr 27, 2015 | 186 | Jan 20, 2016 | 58 | Apr 13, 2016 | 244 |
| -4.51% | Jan 29, 2018 | 9 | Feb 8, 2018 | 134 | Aug 21, 2018 | 143 |
Volatility
Volatility Chart
The current Ed conservative allocation volatility is 1.69%, 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
| BIL | BNDX | BND | VXUS | VTI | VTHRX | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.02 | 0.02 | 0.01 | 0.02 |
| BNDX | 0.01 | 1.00 | 0.73 | 0.00 | -0.01 | 0.08 |
| BND | 0.02 | 0.73 | 1.00 | 0.01 | -0.04 | 0.09 |
| VXUS | 0.02 | 0.00 | 0.01 | 1.00 | 0.81 | 0.91 |
| VTI | 0.01 | -0.01 | -0.04 | 0.81 | 1.00 | 0.95 |
| VTHRX | 0.02 | 0.08 | 0.09 | 0.91 | 0.95 | 1.00 |