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simple 25% x4

Last updated Mar 18, 2023

Expense Ratio

0.10%

Dividend Yield

1.06%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in simple 25% x4 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,532 for a total return of roughly 55.32%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
8.93%
6.48%
simple 25% x4
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the simple 25% x4 returned 1.74% Year-To-Date and 13.54% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%8.22%8.22%
simple 25% x4-6.62%1.74%4.11%-9.16%13.54%13.54%
VTI
Vanguard Total Stock Market ETF
-5.95%2.09%0.28%-9.69%9.28%9.28%
VGT
Vanguard Information Technology ETF
-0.83%14.61%9.74%-6.06%17.36%17.36%
BRK-B
Berkshire Hathaway Inc.
-5.56%-4.98%6.08%-12.67%10.61%10.61%
AVUV
Avantis U.S. Small Cap Value ETF
-14.18%-4.70%-0.90%-9.73%12.14%12.14%

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 simple 25% x4 Sharpe ratio is -0.37. 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.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.37
-0.43
simple 25% x4
Benchmark (^GSPC)
Portfolio components

Dividends

simple 25% x4 granted a 1.06% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.06%1.08%0.79%0.89%0.85%0.88%0.72%0.88%0.91%0.81%0.80%0.98%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-14.36%
-18.34%
simple 25% x4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the simple 25% x4. 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 simple 25% x4 is 35.40%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.4%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-23.52%Mar 30, 2022128Sep 30, 2022
-9.08%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-8.7%Jan 5, 202234Feb 23, 202222Mar 25, 202256
-5.59%Nov 9, 202116Dec 1, 202117Dec 27, 202133
-4.64%Mar 15, 20218Mar 24, 20217Apr 5, 202115
-4.36%May 10, 20213May 12, 202113Jun 1, 202116
-4.18%Sep 3, 202112Sep 21, 202118Oct 15, 202130
-4.04%Jul 13, 20215Jul 19, 202111Aug 3, 202116
-3.78%Jan 21, 20209Jan 31, 20208Feb 12, 202017

Volatility Chart

Current simple 25% x4 volatility is 35.29%. 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%40.00%45.00%NovemberDecember2023FebruaryMarch
24.58%
21.17%
simple 25% x4
Benchmark (^GSPC)
Portfolio components