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Plan A
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 20%VTI 60%VXUS 20%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Plan A, 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


220.00%240.00%260.00%280.00%300.00%320.00%340.00%FebruaryMarchAprilMayJuneJuly
265.26%
337.54%
Plan A
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
Plan A15.07%4.10%15.82%22.31%12.35%9.83%
GLD
SPDR Gold Trust
16.78%4.25%18.83%22.75%10.85%5.92%
VTI
Vanguard Total Stock Market ETF
16.77%4.45%16.85%25.55%14.20%12.39%
VXUS
Vanguard Total International Stock ETF
8.34%2.91%9.77%12.47%6.38%4.34%

Monthly Returns

The table below presents the monthly returns of Plan A, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.04%3.87%4.29%-2.46%3.94%1.64%15.07%
20237.04%-3.37%3.76%1.20%-0.71%4.53%3.43%-2.30%-4.52%-0.80%7.70%4.43%21.37%
2022-4.53%-0.77%2.08%-7.18%-0.54%-6.79%5.81%-3.73%-8.17%5.17%7.35%-3.40%-15.10%
2021-0.80%1.14%2.45%4.29%2.41%-0.10%1.33%1.99%-4.01%4.86%-1.86%3.66%16.06%
20200.18%-6.19%-11.23%10.86%4.78%2.75%6.43%5.05%-3.34%-1.74%8.51%5.33%20.87%
20197.24%2.38%0.72%2.78%-4.66%7.01%0.45%-0.11%0.87%2.46%1.84%3.28%26.47%
20184.93%-3.73%-1.12%0.17%1.08%-0.66%2.05%1.19%0.05%-5.72%1.58%-5.29%-5.85%
20173.01%3.11%0.54%1.39%1.17%0.26%2.26%1.04%1.13%1.56%2.03%1.53%20.76%
2016-3.43%1.92%5.41%1.85%-0.44%1.75%3.69%-0.42%0.59%-2.28%0.66%1.28%10.75%
20150.14%3.23%-1.42%1.29%0.69%-1.86%-0.40%-4.53%-2.85%6.48%-1.16%-1.81%-2.63%
2014-2.30%5.30%-0.26%0.39%1.05%3.18%-2.27%2.80%-3.46%1.02%1.32%-0.52%6.06%
20133.64%-0.41%2.80%0.16%-0.33%-3.39%5.87%-1.10%2.68%3.22%0.61%1.32%15.75%

Expense Ratio

Plan A features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Plan A is 71, 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.


The Risk-Adjusted Performance Rank of Plan A is 7171
Plan A
The Sharpe Ratio Rank of Plan A is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of Plan A is 7979Sortino Ratio Rank
The Omega Ratio Rank of Plan A is 7878Omega Ratio Rank
The Calmar Ratio Rank of Plan A is 6363Calmar Ratio Rank
The Martin Ratio Rank of Plan A is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Plan A
Sharpe ratio
The chart of Sharpe ratio for Plan A, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for Plan A, currently valued at 3.34, compared to the broader market-2.000.002.004.006.003.34
Omega ratio
The chart of Omega ratio for Plan A, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Plan A, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.002.37
Martin ratio
The chart of Martin ratio for Plan A, currently valued at 8.12, compared to the broader market0.0010.0020.0030.0040.0050.008.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market0.002.004.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.0050.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.802.551.331.898.57
VTI
Vanguard Total Stock Market ETF
2.313.231.411.898.33
VXUS
Vanguard Total International Stock ETF
1.221.791.220.803.49

Sharpe Ratio

The current Plan A Sharpe ratio is 2.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.67, 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 Plan A 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.37
2.31
Plan A
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Plan A granted a 1.39% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Plan A1.39%1.51%1.62%1.35%1.28%1.68%1.86%1.57%1.74%1.75%1.74%1.59%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.33%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
2.98%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-0.88%
Plan A
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Plan A. 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 Plan A was 28.30%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.3%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-23%Nov 15, 2021231Oct 14, 2022292Dec 13, 2023523
-16.76%May 2, 2011108Oct 3, 201187Feb 7, 2012195
-15.45%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-14.44%May 19, 2015170Jan 20, 2016118Jul 8, 2016288

Volatility

Volatility Chart

The current Plan A volatility is 1.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.80%
2.07%
Plan A
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.

GLDVTIVXUS
GLD1.000.030.17
VTI0.031.000.83
VXUS0.170.831.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011