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пробный

Last updated Dec 9, 2023

Asset Allocation


BNDW 15%VT 75%XLRE 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF
Total Bond Market15%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities75%
XLRE
Real Estate Select Sector SPDR Fund
REIT10%

Performance

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


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
41.22%
59.98%
пробный
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
пробный13.89%6.24%4.68%11.55%8.55%N/A
VT
Vanguard Total World Stock ETF
16.97%5.49%5.33%14.09%10.12%7.93%
XLRE
Real Estate Select Sector SPDR Fund
5.20%9.73%3.93%2.38%5.68%N/A
BNDW
Vanguard Total World Bond ETF
4.55%2.60%1.73%1.71%0.69%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.44%4.90%2.90%-2.48%-4.22%-2.60%8.58%

Sharpe Ratio

The current пробный Sharpe ratio is 1.01. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.01

The Sharpe ratio of пробный lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
1.01
1.25
пробный
Benchmark (^GSPC)
Portfolio components

Dividend yield

пробный granted a 2.23% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
пробный2.23%2.32%2.01%1.79%2.50%2.53%1.90%2.21%1.95%1.83%1.54%1.73%
VT
Vanguard Total World Stock ETF
1.99%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%2.30%
XLRE
Real Estate Select Sector SPDR Fund
3.50%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%0.00%
BNDW
Vanguard Total World Bond ETF
2.61%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The пробный has an expense ratio of 0.07% 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.


0.13%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VT
Vanguard Total World Stock ETF
1.14
XLRE
Real Estate Select Sector SPDR Fund
0.16
BNDW
Vanguard Total World Bond ETF
0.22

Asset Correlations Table

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

BNDWVTXLRE
BNDW1.000.040.22
VT0.041.000.63
XLRE0.220.631.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.88%
-4.01%
пробный
Benchmark (^GSPC)
Portfolio components

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.


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

Volatility Chart

The current пробный volatility is 2.81%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.81%
2.77%
пробный
Benchmark (^GSPC)
Portfolio components
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