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vanguard3

Last updated Dec 9, 2023

Asset Allocation


VT 100%EquityEquity
PositionCategory/SectorWeight
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in vanguard3, 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


140.00%160.00%180.00%200.00%220.00%240.00%260.00%JulyAugustSeptemberOctoberNovemberDecember
178.18%
258.83%
vanguard3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT

Returns

As of Dec 9, 2023, the vanguard3 returned 16.97% Year-To-Date and 7.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
vanguard316.97%6.16%5.33%14.68%10.18%8.06%
VT
Vanguard Total World Stock ETF
16.97%5.49%5.33%14.09%10.12%7.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.21%5.82%3.72%-2.84%-4.26%-2.92%9.01%

Sharpe Ratio

The current vanguard3 Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.14

The Sharpe ratio of vanguard3 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.14
1.25
vanguard3
Benchmark (^GSPC)
Portfolio components

Dividend yield

vanguard3 granted a 1.99% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
vanguard31.99%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%2.30%
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%

Expense Ratio

The vanguard3 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.


0.07%
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

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-4.97%
-4.01%
vanguard3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the vanguard3. 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 vanguard3 was 50.27%, occurring on Mar 9, 2009. Recovery took 457 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.27%Jun 27, 2008175Mar 9, 2009457Dec 29, 2010632
-34.24%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.39%Nov 9, 2021233Oct 12, 2022
-23.83%May 2, 2011108Oct 3, 2011313Jan 2, 2013421
-19.97%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441

Volatility Chart

The current vanguard3 volatility is 2.91%, 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
2.91%
2.77%
vanguard3
Benchmark (^GSPC)
Portfolio components
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