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Asset Allocation


BND 7%MUB 3%IVV 51%VXUS 20%IJH 14%IJR 5%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

7%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

14%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

5%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

51%

MUB
iShares National AMT-Free Muni Bond ETF
Municipal Bonds

3%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

20%

S&P 500

Performance

Performance Chart

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


240.00%260.00%280.00%300.00%320.00%340.00%FebruaryMarchAprilMayJuneJuly
278.84%
335.29%
Brokerage
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Jul 22, 2024, the Brokerage returned 11.33% Year-To-Date and 9.48% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Brokerage12.18%2.50%11.97%17.15%11.17%9.61%
IVV
iShares Core S&P 500 ETF
17.29%1.79%14.98%23.75%14.95%12.93%
IJH
iShares Core S&P Mid-Cap ETF
10.89%4.41%11.63%14.72%10.99%9.78%
IJR
iShares Core S&P Small-Cap ETF
8.13%10.27%10.54%13.79%9.88%9.51%
VXUS
Vanguard Total International Stock ETF
6.89%1.95%9.75%9.92%6.25%4.17%
BND
Vanguard Total Bond Market ETF
0.63%0.56%1.91%3.81%-0.04%1.41%
MUB
iShares National AMT-Free Muni Bond ETF
0.48%0.72%1.38%3.02%1.16%2.21%

Monthly Returns

The table below presents the monthly returns of Brokerage, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.02%4.12%3.36%-3.84%4.36%1.42%12.18%
20237.01%-2.72%1.99%0.98%-1.11%5.95%3.29%-2.41%-4.37%-2.98%8.41%5.52%20.16%
2022-4.86%-1.91%1.75%-7.54%0.78%-7.74%7.70%-3.93%-8.85%6.81%6.85%-4.53%-16.13%
2021-0.01%3.08%3.49%4.05%1.11%1.03%1.05%2.20%-3.87%5.15%-1.72%3.97%20.91%
2020-1.06%-7.27%-13.37%10.75%4.89%2.23%4.82%5.11%-3.04%-1.35%11.15%4.52%15.56%
20197.64%2.84%1.04%3.36%-5.71%6.22%0.61%-1.85%2.07%2.07%2.62%2.93%25.82%
20184.44%-3.90%-1.06%0.20%1.90%0.02%2.82%1.91%-0.05%-7.13%1.91%-7.48%-7.01%
20171.94%2.79%0.62%1.13%1.23%0.82%1.96%0.00%2.29%1.95%2.40%1.11%19.80%
2016-4.62%-0.22%6.77%0.90%1.08%0.25%3.69%0.28%0.28%-1.98%2.89%2.06%11.50%
2015-1.54%4.89%-0.80%1.09%0.72%-1.78%1.06%-5.68%-2.53%6.68%0.25%-2.13%-0.36%
2014-3.17%4.40%0.62%0.36%1.91%2.27%-1.96%3.28%-2.62%2.11%1.63%-0.59%8.22%
20134.38%0.72%2.97%1.90%0.85%-1.99%4.93%-2.73%4.41%3.86%1.95%2.05%25.54%

Expense Ratio

Brokerage has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for MUB: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Brokerage is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Brokerage is 4141
Brokerage
The Sharpe Ratio Rank of Brokerage is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of Brokerage is 4444Sortino Ratio Rank
The Omega Ratio Rank of Brokerage is 4343Omega Ratio Rank
The Calmar Ratio Rank of Brokerage is 3939Calmar Ratio Rank
The Martin Ratio Rank of Brokerage is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


Brokerage
Sharpe ratio
The chart of Sharpe ratio for Brokerage, currently valued at 1.65, compared to the broader market-1.000.001.002.003.004.001.65
Sortino ratio
The chart of Sortino ratio for Brokerage, currently valued at 2.40, compared to the broader market-2.000.002.004.006.002.40
Omega ratio
The chart of Omega ratio for Brokerage, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Brokerage, currently valued at 1.28, compared to the broader market0.002.004.006.008.001.28
Martin ratio
The chart of Martin ratio for Brokerage, currently valued at 5.17, compared to the broader market0.0010.0020.0030.0040.005.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
2.153.021.382.098.42
IJH
iShares Core S&P Mid-Cap ETF
0.951.441.170.852.91
IJR
iShares Core S&P Small-Cap ETF
0.771.271.140.582.30
VXUS
Vanguard Total International Stock ETF
0.861.281.150.562.42
BND
Vanguard Total Bond Market ETF
0.560.851.100.201.65
MUB
iShares National AMT-Free Muni Bond ETF
0.691.051.120.291.57

Sharpe Ratio

The current Brokerage Sharpe ratio is 1.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Brokerage with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.65
1.99
Brokerage
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Brokerage granted a 1.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Brokerage1.83%1.95%2.02%1.67%1.68%2.19%2.35%1.91%2.14%2.27%2.14%1.97%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IJH
iShares Core S&P Mid-Cap ETF
1.29%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
IJR
iShares Core S&P Small-Cap ETF
1.25%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.41%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
MUB
iShares National AMT-Free Muni Bond ETF
2.85%2.65%2.11%1.81%2.11%2.42%2.46%2.26%2.21%2.51%2.73%3.02%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.79%
-1.97%
Brokerage
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Brokerage. 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 Brokerage was 32.31%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Brokerage drawdown is 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-23.48%Jan 5, 2022186Sep 30, 2022310Dec 26, 2023496
-19.56%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-17.32%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-14.81%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

Volatility

Volatility Chart

The current Brokerage volatility is 2.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.45%
2.94%
Brokerage
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MUBBNDVXUSIVVIJRIJH
MUB1.000.64-0.02-0.05-0.07-0.07
BND0.641.00-0.08-0.11-0.14-0.12
VXUS-0.02-0.081.000.830.730.78
IVV-0.05-0.110.831.000.820.88
IJR-0.07-0.140.730.821.000.95
IJH-0.07-0.120.780.880.951.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011