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пробный

Last updated Apr 1, 2023

Expense Ratio

0.07%

Dividend Yield

2.56%

Asset Allocation


BNDW 15%VT 75%XLRE 10%BondBondEquityEquityReal EstateReal Estate

Performance

The chart shows the growth of $10,000 invested in пробный in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,153 for a total return of roughly 31.53%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
31.53%
42.78%
пробный
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the пробный returned 6.08% Year-To-Date and 6.20% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%8.12%8.12%
пробный2.38%6.08%13.83%-9.04%6.20%6.20%
VT
Vanguard Total World Stock ETF
2.85%7.19%16.75%-8.43%6.94%6.94%
XLRE
Real Estate Select Sector SPDR Fund
-1.48%1.94%6.86%-20.74%5.81%5.81%
BNDW
Vanguard Total World Bond ETF
2.62%3.25%4.25%-4.69%0.57%0.57%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current пробный Sharpe ratio is -0.48. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.48
-0.46
пробный
Benchmark (^GSPC)
Portfolio components

Dividends

пробный granted a 2.56% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.56%2.33%2.07%1.88%2.68%2.78%2.15%2.57%2.30%2.19%1.90%2.17%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-13.27%
-14.33%
пробный
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the пробный. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the пробный is 29.91%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.91%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-25.1%Jan 4, 2022197Oct 14, 2022
-14.05%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-6.47%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.89%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-4.92%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-4.66%Jul 5, 201929Aug 14, 201920Sep 12, 201949
-4.49%Nov 9, 202116Dec 1, 202117Dec 27, 202133
-4.37%May 6, 201919May 31, 201913Jun 19, 201932
-4.21%Feb 16, 202113Mar 4, 20219Mar 17, 202122

Volatility Chart

Current пробный volatility is 6.80%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
11.05%
15.42%
пробный
Benchmark (^GSPC)
Portfolio components