пробный
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 15% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 75% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in пробный, 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 Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| пробный | 15.22% | -0.43% | 7.68% | 23.58% | 9.17% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.43% | -0.30% | 7.86% | 26.74% | 11.17% | 9.42% |
XLRE Real Estate Select Sector SPDR Fund | 10.75% | -0.94% | 13.49% | 24.76% | 5.89% | N/A |
BNDW Vanguard Total World Bond ETF | 2.18% | -0.76% | 2.74% | 6.97% | -0.13% | N/A |
Monthly Returns
The table below presents the monthly returns of пробный, 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 | -0.55% | 3.50% | 2.74% | -3.82% | 4.10% | 1.51% | 2.54% | 2.50% | 2.18% | -2.22% | 15.22% | ||
| 2023 | 7.15% | -3.30% | 2.39% | 1.23% | -1.44% | 4.90% | 2.90% | -2.48% | -4.22% | -2.60% | 8.58% | 5.29% | 18.83% |
| 2022 | -4.56% | -2.72% | 1.76% | -6.95% | -0.15% | -6.99% | 6.50% | -4.10% | -9.01% | 4.90% | 7.42% | -4.10% | -18.01% |
| 2021 | -0.23% | 1.91% | 2.78% | 3.96% | 1.33% | 1.32% | 1.11% | 1.92% | -3.87% | 4.57% | -1.97% | 3.83% | 17.61% |
| 2020 | -0.73% | -5.83% | -12.67% | 8.98% | 4.26% | 2.56% | 4.56% | 4.41% | -2.40% | -1.88% | 10.08% | 3.96% | 13.82% |
| 2019 | 7.23% | 2.25% | 1.57% | 2.55% | -4.18% | 5.12% | 0.28% | -0.72% | 1.70% | 2.08% | 1.74% | 2.71% | 24.25% |
| 2018 | 0.87% | -6.06% | 1.94% | -5.87% | -9.08% |
Expense Ratio
пробный has an expense ratio of 0.07%, 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 пробный is 57, 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.52 | 3.45 | 1.46 | 3.65 | 16.54 |
XLRE Real Estate Select Sector SPDR Fund | 1.85 | 2.64 | 1.33 | 1.19 | 7.56 |
BNDW Vanguard Total World Bond ETF | 1.65 | 2.47 | 1.29 | 0.62 | 6.01 |
Dividends
Dividend yield
пробный provided a 2.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.33% | 2.45% | 2.32% | 2.01% | 1.79% | 2.50% | 2.53% | 1.91% | 2.21% | 1.95% | 1.83% | 1.54% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
XLRE Real Estate Select Sector SPDR Fund | 3.19% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 4.17% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 пробный. 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 пробный was 29.91%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current пробный drawdown is 0.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.91% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.1% | Jan 4, 2022 | 197 | Oct 14, 2022 | 344 | Feb 29, 2024 | 541 |
| -14.05% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -6.47% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.89% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current пробный volatility is 2.61%, 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
| BNDW | VT | XLRE | |
|---|---|---|---|
| BNDW | 1.00 | 0.08 | 0.26 |
| VT | 0.08 | 1.00 | 0.61 |
| XLRE | 0.26 | 0.61 | 1.00 |