vanguard4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
URTH iShares MSCI World ETF | Large Cap Growth Equities | 100% |
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| vanguard4 | 17.87% | 4.64% | 6.14% | 15.50% | 11.02% | 8.56% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 17.87% | 4.64% | 6.14% | 15.50% | 11.02% | 8.56% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.99% | 6.01% | 3.23% | -2.21% | -4.40% | -2.55% | 9.11% |
Dividend yield
vanguard4 granted a 1.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| vanguard4 | 1.57% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% | 2.69% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.07 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.05% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -18.89% | May 20, 2015 | 184 | Feb 11, 2016 | 212 | Dec 13, 2016 | 396 |
| -18.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
| -11.39% | Mar 28, 2012 | 22 | Jun 5, 2012 | 21 | Sep 7, 2012 | 43 |
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.