TheBlackLord's portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

TheBlackLord's portfolio

Asset Allocation

Position	Category/Sector	Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	1%
BNDX Vanguard Total International Bond ETF	Total Bond Market	3%
BSV Vanguard Short-Term Bond ETF	Total Bond Market	3%
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities	3%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	16%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Growth Equities	14%
SLYV SPDR S&P 600 Small Cap Value ETF	Small Cap Value Equities	8%
SPSM SPDR Portfolio S&P 600 Small Cap ETF	Small Cap Blend Equities	3%
SPYV SPDR Portfolio S&P 500 Value ETF	Large Cap Blend Equities	12%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	0%
VBR Vanguard Small-Cap Value ETF	Small Cap Blend Equities	0%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	3%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	7%
VGT Vanguard Information Technology ETF	Technology Equities	14%
VNQ Vanguard Real Estate ETF	REIT	3%
VNQI Vanguard Global ex-U.S. Real Estate ETF	REIT	1%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Blend Equities	1%
VONV Vanguard Russell 1000 Value ETF	Large Cap Value Equities	1%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	Foreign Small & Mid Cap Equities	3%
VTV Vanguard Value ETF	Large Cap Value Equities	0%
VWO		3%
VXUS		1%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TheBlackLord's portfolio, 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

TheBlackLord's portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 9, 2013, corresponding to the inception date of SPSM

Returns By Period

As of May 2, 2024, the TheBlackLord's portfolio returned 1.06% Year-To-Date and 9.75% 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	5.21%	-4.30%	18.42%	21.82%	11.27%	10.33%
TheBlackLord's portfolio	1.06%	-3.88%	15.48%	15.59%	9.92%	9.75%
Portfolio components:
SCHD Schwab US Dividend Equity ETF	1.78%	-4.06%	14.87%	12.11%	11.11%	10.94%
SCHX Schwab U.S. Large-Cap ETF	5.55%	-4.26%	19.87%	24.41%	12.91%	12.27%
VB Vanguard Small-Cap ETF	0.53%	-5.65%	20.45%	18.06%	7.60%	8.45%
VGT Vanguard Information Technology ETF	1.35%	-6.86%	18.54%	29.63%	19.16%	19.73%
VNQ Vanguard Real Estate ETF	-9.10%	-6.34%	10.82%	2.15%	1.82%	4.97%
VEA Vanguard FTSE Developed Markets ETF	1.63%	-3.14%	15.58%	9.37%	6.02%	4.49%
VWO	2.82%	0.67%	12.98%	10.26%	2.42%	3.17%
VONG Vanguard Russell 1000 Growth ETF	6.20%	-4.52%	21.25%	32.45%	16.27%	15.35%
VONV Vanguard Russell 1000 Value ETF	3.99%	-3.94%	17.58%	14.96%	8.53%	8.34%
VXUS	1.92%	-2.23%	14.80%	9.72%	5.07%	4.07%
VTV Vanguard Value ETF	5.02%	-3.82%	17.24%	15.54%	9.92%	9.93%
VBR Vanguard Small-Cap Value ETF	0.79%	-5.08%	19.52%	19.82%	8.28%	8.31%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	-0.30%	-1.92%	14.77%	7.81%	4.23%	3.32%
BSV Vanguard Short-Term Bond ETF	-0.77%	-0.62%	2.21%	1.61%	1.01%	1.24%
VCSH Vanguard Short-Term Corporate Bond ETF	0.07%	-0.25%	3.86%	3.83%	1.74%	1.93%
EFV iShares MSCI EAFE Value ETF	2.50%	-1.20%	14.19%	13.12%	5.36%	2.92%
BNDX Vanguard Total International Bond ETF	-1.41%	-0.96%	4.67%	3.10%	0.01%	1.97%
BND Vanguard Total Bond Market ETF	-3.02%	-1.68%	3.98%	-1.29%	-0.16%	1.13%
VNQI Vanguard Global ex-U.S. Real Estate ETF	-4.39%	-3.12%	11.91%	2.57%	-3.42%	0.85%
SPYV SPDR Portfolio S&P 500 Value ETF	3.18%	-3.88%	18.22%	19.50%	11.29%	9.95%
SPSM SPDR Portfolio S&P 600 Small Cap ETF	-2.96%	-4.27%	18.00%	15.25%	6.89%	8.00%
SLYV SPDR S&P 600 Small Cap Value ETF	-6.06%	-4.77%	15.50%	10.03%	6.11%	7.46%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024	-0.50%	2.87%	3.16%	-4.10%
2023										-2.90%	8.60%	6.08%

Expense Ratio

TheBlackLord's portfolio has an expense ratio of 0.08% which is considered to be low. 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 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.

TheBlackLord's portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab US Dividend Equity ETF	0.84	1.28	1.15	0.74	2.89
SCHX Schwab U.S. Large-Cap ETF	1.93	2.77	1.33	1.53	7.73
VB Vanguard Small-Cap ETF	0.92	1.42	1.16	0.65	2.84
VGT Vanguard Information Technology ETF	1.54	2.19	1.26	1.53	6.16
VNQ Vanguard Real Estate ETF	0.02	0.17	1.02	0.01	0.06
VEA Vanguard FTSE Developed Markets ETF	0.64	1.00	1.12	0.49	1.97
VWO	0.66	1.03	1.12	0.33	1.87
VONG Vanguard Russell 1000 Growth ETF	2.07	2.90	1.36	1.50	10.74
VONV Vanguard Russell 1000 Value ETF	1.17	1.72	1.20	1.06	3.56
VXUS	0.69	1.05	1.12	0.47	2.03
VTV Vanguard Value ETF	1.35	1.99	1.23	1.40	4.49
VBR Vanguard Small-Cap Value ETF	1.03	1.60	1.18	1.09	3.56
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	0.52	0.83	1.10	0.27	1.43
BSV Vanguard Short-Term Bond ETF	0.69	1.06	1.12	0.34	1.83
VCSH Vanguard Short-Term Corporate Bond ETF	1.40	2.23	1.25	0.77	6.87
EFV iShares MSCI EAFE Value ETF	0.92	1.38	1.16	1.31	3.85
BNDX Vanguard Total International Bond ETF	0.81	1.27	1.14	0.29	3.06
BND Vanguard Total Bond Market ETF	-0.05	-0.02	1.00	-0.02	-0.11
VNQI Vanguard Global ex-U.S. Real Estate ETF	0.05	0.19	1.02	0.02	0.15
SPYV SPDR Portfolio S&P 500 Value ETF	1.64	2.40	1.29	1.66	5.31
SPSM SPDR Portfolio S&P 600 Small Cap ETF	0.67	1.14	1.13	0.53	2.12
SLYV SPDR S&P 600 Small Cap Value ETF	0.36	0.69	1.08	0.33	1.06

Sharpe Ratio

The current TheBlackLord's portfolio Sharpe ratio is 1.26. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 2.12, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of TheBlackLord's portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

TheBlackLord's portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

TheBlackLord's portfolio granted a 2.47% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
TheBlackLord's portfolio	2.47%	2.37%	2.21%	2.08%	1.97%	2.41%	2.61%	2.51%	2.41%	2.72%	2.70%	1.98%
Portfolio components:
SCHD Schwab US Dividend Equity ETF	3.48%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%	2.47%
SCHX Schwab U.S. Large-Cap ETF	1.35%	1.39%	1.64%	1.22%	1.64%	1.82%	2.17%	1.70%	2.39%	2.04%	1.76%	1.65%
VB Vanguard Small-Cap ETF	1.52%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%	1.43%	1.31%
VGT Vanguard Information Technology ETF	0.74%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%	1.05%
VNQ Vanguard Real Estate ETF	4.34%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%	4.32%
VEA Vanguard FTSE Developed Markets ETF	3.38%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%	2.60%
VWO	3.45%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%	2.86%	2.73%
VONG Vanguard Russell 1000 Growth ETF	0.70%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%	1.43%	1.28%
VONV Vanguard Russell 1000 Value ETF	2.04%	2.10%	2.22%	1.67%	2.25%	2.30%	2.56%	2.18%	2.39%	2.38%	2.10%	1.92%
VXUS	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%	3.40%	2.70%
VTV Vanguard Value ETF	2.47%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%	2.22%	2.21%
VBR Vanguard Small-Cap Value ETF	2.14%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%	1.77%	1.87%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	3.15%	3.14%	2.30%	2.74%	1.90%	3.25%	2.80%	2.83%	2.93%	2.66%	2.67%	2.71%
BSV Vanguard Short-Term Bond ETF	2.85%	2.46%	1.50%	1.45%	1.79%	2.29%	1.99%	1.65%	1.48%	1.40%	1.45%	1.48%
VCSH Vanguard Short-Term Corporate Bond ETF	3.46%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%	2.01%	2.05%
EFV iShares MSCI EAFE Value ETF	4.26%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%	4.87%	3.19%
BNDX Vanguard Total International Bond ETF	4.69%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%	1.54%	0.86%
BND Vanguard Total Bond Market ETF	3.41%	3.09%	2.60%	1.97%	2.22%	2.72%	2.81%	2.54%	2.51%	2.57%	2.79%	2.78%
VNQI Vanguard Global ex-U.S. Real Estate ETF	3.91%	3.74%	0.57%	6.48%	0.93%	7.58%	4.62%	3.86%	5.18%	2.86%	4.11%	3.27%
SPYV SPDR Portfolio S&P 500 Value ETF	1.87%	1.75%	2.22%	2.10%	2.38%	2.25%	2.97%	2.77%	2.39%	2.53%	2.19%	1.96%
SPSM SPDR Portfolio S&P 600 Small Cap ETF	1.69%	1.61%	1.38%	1.40%	1.17%	1.58%	1.82%	1.51%	1.49%	2.37%	1.70%	0.68%
SLYV SPDR S&P 600 Small Cap Value ETF	2.32%	2.11%	1.47%	1.94%	1.40%	1.66%	2.14%	5.53%	2.18%	6.55%	7.50%	1.58%

Drawdowns

Drawdowns Chart

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

TheBlackLord's portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the TheBlackLord's portfolio. 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 TheBlackLord's portfolio was 32.20%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current TheBlackLord's portfolio drawdown is 4.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.2%	Feb 13, 2020	27	Mar 23, 2020	111	Aug 28, 2020	138
-22.67%	Jan 5, 2022	194	Oct 12, 2022	295	Dec 14, 2023	489
-17.05%	Sep 21, 2018	65	Dec 24, 2018	70	Apr 5, 2019	135
-14.02%	May 22, 2015	183	Feb 11, 2016	81	Jun 8, 2016	264
-9.09%	Jan 29, 2018	9	Feb 8, 2018	137	Aug 24, 2018	146

Volatility

Volatility Chart

The current TheBlackLord's portfolio volatility is 3.41%, 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.

TheBlackLord's portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	BNDX	BND	BSV	VCSH	VNQ	VWO	VNQI	VGT	VONG	SLYV	SPSM	EFV	VSS	SCHD	VXUS	VEA	VBR	VB	VTV	SPYV	SCHX	VONV
BNDX	1.00	0.72	0.61	0.58	0.17	-0.01	0.06	0.01	0.02	-0.07	-0.06	-0.07	0.01	-0.05	-0.01	-0.01	-0.07	-0.03	-0.07	-0.07	-0.02	-0.07
BND	0.72	1.00	0.82	0.77	0.20	-0.01	0.06	-0.03	-0.01	-0.10	-0.09	-0.06	0.02	-0.07	-0.01	-0.02	-0.10	-0.06	-0.11	-0.10	-0.05	-0.10
BSV	0.61	0.82	1.00	0.81	0.17	-0.03	0.04	-0.06	-0.04	-0.10	-0.10	-0.06	0.02	-0.08	-0.02	-0.02	-0.10	-0.08	-0.12	-0.11	-0.07	-0.11
VCSH	0.58	0.77	0.81	1.00	0.26	0.13	0.19	0.11	0.13	0.05	0.06	0.11	0.19	0.08	0.16	0.16	0.06	0.09	0.05	0.06	0.11	0.06
VNQ	0.17	0.20	0.17	0.26	1.00	0.43	0.57	0.49	0.54	0.58	0.58	0.50	0.52	0.61	0.53	0.53	0.63	0.63	0.61	0.61	0.62	0.63
VWO	-0.01	-0.01	-0.03	0.13	0.43	1.00	0.77	0.64	0.65	0.57	0.58	0.75	0.84	0.61	0.88	0.80	0.61	0.64	0.63	0.64	0.69	0.65
VNQI	0.06	0.06	0.04	0.19	0.57	0.77	1.00	0.59	0.63	0.59	0.60	0.79	0.83	0.64	0.84	0.83	0.63	0.65	0.65	0.65	0.68	0.66
VGT	0.01	-0.03	-0.06	0.11	0.49	0.64	0.59	1.00	0.95	0.62	0.68	0.62	0.69	0.69	0.71	0.71	0.67	0.76	0.69	0.70	0.90	0.70
VONG	0.02	-0.01	-0.04	0.13	0.54	0.65	0.63	0.95	1.00	0.65	0.71	0.66	0.73	0.72	0.75	0.75	0.71	0.79	0.74	0.75	0.95	0.75
SLYV	-0.07	-0.10	-0.10	0.05	0.58	0.57	0.59	0.62	0.65	1.00	0.95	0.71	0.69	0.79	0.69	0.70	0.97	0.93	0.82	0.84	0.77	0.85
SPSM	-0.06	-0.09	-0.10	0.06	0.58	0.58	0.60	0.68	0.71	0.95	1.00	0.70	0.71	0.77	0.70	0.71	0.94	0.95	0.80	0.82	0.80	0.84
EFV	-0.07	-0.06	-0.06	0.11	0.50	0.75	0.79	0.62	0.66	0.71	0.70	1.00	0.89	0.76	0.94	0.96	0.75	0.73	0.79	0.79	0.76	0.80
VSS	0.01	0.02	0.02	0.19	0.52	0.84	0.83	0.69	0.73	0.69	0.71	0.89	1.00	0.72	0.95	0.94	0.74	0.76	0.74	0.75	0.79	0.76
SCHD	-0.05	-0.07	-0.08	0.08	0.61	0.61	0.64	0.69	0.72	0.79	0.77	0.76	0.72	1.00	0.75	0.76	0.85	0.81	0.95	0.92	0.86	0.93
VXUS	-0.01	-0.01	-0.02	0.16	0.53	0.88	0.84	0.71	0.75	0.69	0.70	0.94	0.95	0.75	1.00	0.98	0.74	0.76	0.77	0.78	0.81	0.79
VEA	-0.01	-0.02	-0.02	0.16	0.53	0.80	0.83	0.71	0.75	0.70	0.71	0.96	0.94	0.76	0.98	1.00	0.75	0.77	0.79	0.79	0.82	0.80
VBR	-0.07	-0.10	-0.10	0.06	0.63	0.61	0.63	0.67	0.71	0.97	0.94	0.75	0.74	0.85	0.74	0.75	1.00	0.97	0.88	0.89	0.84	0.91
VB	-0.03	-0.06	-0.08	0.09	0.63	0.64	0.65	0.76	0.79	0.93	0.95	0.73	0.76	0.81	0.76	0.77	0.97	1.00	0.85	0.86	0.89	0.89
VTV	-0.07	-0.11	-0.12	0.05	0.61	0.63	0.65	0.69	0.74	0.82	0.80	0.79	0.74	0.95	0.77	0.79	0.88	0.85	1.00	0.97	0.89	0.98
SPYV	-0.07	-0.10	-0.11	0.06	0.61	0.64	0.65	0.70	0.75	0.84	0.82	0.79	0.75	0.92	0.78	0.79	0.89	0.86	0.97	1.00	0.89	0.97
SCHX	-0.02	-0.05	-0.07	0.11	0.62	0.69	0.68	0.90	0.95	0.77	0.80	0.76	0.79	0.86	0.81	0.82	0.84	0.89	0.89	0.89	1.00	0.90
VONV	-0.07	-0.10	-0.11	0.06	0.63	0.65	0.66	0.70	0.75	0.85	0.84	0.80	0.76	0.93	0.79	0.80	0.91	0.89	0.98	0.97	0.90	1.00