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vanguard4

Last updated Dec 7, 2023

Asset Allocation


URTH 100%EquityEquity
PositionCategory/SectorWeight
URTH
iShares MSCI World ETF
Large Cap Growth Equities100%

Performance

The chart shows the growth of an initial investment of $10,000 in vanguard4, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.14%
6.60%
vanguard4
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH

Returns

As of Dec 7, 2023, the vanguard4 returned 17.87% Year-To-Date and 8.56% 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
vanguard417.87%4.64%6.14%15.50%11.02%8.56%
URTH
iShares MSCI World ETF
17.87%4.64%6.14%15.50%11.02%8.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.99%6.01%3.23%-2.21%-4.40%-2.55%9.11%

Sharpe Ratio

The current vanguard4 Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.07

The Sharpe ratio of vanguard4 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
1.07
1.00
vanguard4
Benchmark (^GSPC)
Portfolio components

Dividend yield

vanguard4 granted a 1.57% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
vanguard41.57%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%2.69%
URTH
iShares MSCI World ETF
1.57%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%2.69%

Expense Ratio

The vanguard4 has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.24%
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
URTH
iShares MSCI World ETF
1.07

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%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-3.83%
-5.15%
vanguard4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the vanguard4. 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 vanguard4 was 34.01%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.01%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.05%Jan 5, 2022194Oct 12, 2022
-18.89%May 20, 2015184Feb 11, 2016212Dec 13, 2016396
-18.58%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-11.39%Mar 28, 201222Jun 5, 201221Sep 7, 201243

Volatility Chart

The current vanguard4 volatility is 2.82%, 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
2.82%
2.92%
vanguard4
Benchmark (^GSPC)
Portfolio components
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