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(no name)

Last updated Mar 24, 2023

Expense Ratio

0.03%

Dividend Yield

2.12%

Asset Allocation


BND 10%VTI 90%BondBondEquityEquity

Performance

The chart shows the growth of $10,000 invested in (no name) in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,688 for a total return of roughly 246.88%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


140.00%160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2023FebruaryMarch
246.88%
172.63%
(no name)
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 24, 2023, the (no name) returned 2.86% Year-To-Date and 10.41% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.20%2.84%4.19%-12.48%8.83%9.76%
(no name)-3.56%2.86%4.02%-11.42%9.17%10.41%
VTI
Vanguard Total Stock Market ETF
-4.19%2.77%4.12%-12.31%9.88%11.31%
BND
Vanguard Total Bond Market ETF
2.27%3.52%2.88%-4.02%1.03%1.35%

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 (no name) Sharpe ratio is -0.52. 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.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.52
-0.54
(no name)
Benchmark (^GSPC)
Portfolio components

Dividends

(no name) granted a 2.12% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.12%1.77%1.32%1.56%1.97%2.28%1.97%2.22%2.33%2.18%2.20%2.73%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-16.98%
-17.68%
(no name)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the (no name). 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 (no name) is 50.93%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.93%Oct 10, 2007355Mar 9, 2009538Apr 26, 2011893
-31.75%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-24.35%Dec 28, 2021202Oct 14, 2022
-17.93%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-17.92%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13.29%Jun 24, 2015161Feb 11, 201677Jun 2, 2016238
-9.02%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-8.85%Apr 3, 201243Jun 4, 201252Aug 16, 201295
-8.41%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-8.41%Jul 16, 200723Aug 15, 200732Oct 1, 200755

Volatility Chart

Current (no name) volatility is 10.57%. 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%NovemberDecember2023FebruaryMarch
17.98%
19.59%
(no name)
Benchmark (^GSPC)
Portfolio components