PLAN C
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PLAN C, 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 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Nov 13, 2024, the PLAN C returned 18.46% Year-To-Date and 9.22% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| PLAN C | 18.46% | -1.48% | 6.80% | 25.88% | 11.19% | 9.22% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 25.57% | -2.05% | 8.67% | 31.81% | 11.72% | 7.71% |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
VXUS Vanguard Total International Stock ETF | 6.85% | -4.99% | -0.72% | 14.09% | 5.45% | 4.93% |
Monthly Returns
The table below presents the monthly returns of PLAN C, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.33% | 3.36% | 4.30% | -1.92% | 3.90% | 1.07% | 2.59% | 2.34% | 2.96% | -1.31% | 18.46% | ||
| 2023 | 7.13% | -3.78% | 4.19% | 1.56% | -1.47% | 3.98% | 3.33% | -2.67% | -4.22% | -0.75% | 7.38% | 4.11% | 19.43% |
| 2022 | -3.56% | -1.06% | 1.60% | -6.51% | 0.02% | -6.76% | 4.61% | -4.05% | -8.27% | 4.23% | 9.07% | -2.60% | -13.83% |
| 2021 | -0.96% | 0.81% | 2.46% | 3.94% | 3.03% | -0.74% | 1.04% | 1.75% | -3.89% | 4.24% | -2.12% | 3.93% | 13.94% |
| 2020 | -0.47% | -5.95% | -11.09% | 9.61% | 4.43% | 2.97% | 6.17% | 4.46% | -3.09% | -2.05% | 8.32% | 5.21% | 17.68% |
| 2019 | 6.82% | 1.86% | 0.79% | 2.59% | -4.41% | 6.72% | -0.21% | 0.06% | 1.12% | 2.76% | 1.22% | 3.67% | 24.95% |
| 2018 | 5.17% | -4.01% | -1.00% | 0.13% | 0.08% | -1.22% | 2.00% | -0.07% | 0.21% | -5.72% | 1.47% | -4.34% | -7.53% |
| 2017 | 3.43% | 2.71% | 1.16% | 1.58% | 1.72% | 0.08% | 2.64% | 1.17% | 0.87% | 1.60% | 1.55% | 1.77% | 22.21% |
| 2016 | -3.05% | 1.36% | 5.54% | 2.03% | -0.97% | 1.54% | 3.68% | -0.41% | 0.82% | -2.07% | -0.95% | 1.30% | 8.85% |
| 2015 | 0.69% | 3.19% | -1.65% | 2.29% | 0.23% | -2.18% | -0.67% | -4.82% | -2.83% | 6.36% | -1.62% | -1.66% | -3.11% |
| 2014 | -2.89% | 5.33% | -0.12% | 0.89% | 1.10% | 2.81% | -1.97% | 2.14% | -3.76% | 0.32% | 0.83% | -1.39% | 2.98% |
| 2013 | 2.93% | -0.89% | 2.05% | 0.74% | -1.55% | -3.87% | 5.47% | -0.90% | 3.19% | 3.19% | 0.20% | 1.02% | 11.81% |
Expense Ratio
PLAN C has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PLAN C is 58, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
VXUS Vanguard Total International Stock ETF | 1.33 | 1.90 | 1.24 | 1.23 | 7.70 |
Dividends
Dividend yield
PLAN C provided a 1.69% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.88% | 1.91% | 1.74% | 1.47% | 1.98% | 2.09% | 1.81% | 1.98% | 1.97% | 2.10% | 1.81% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the PLAN C. 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 PLAN C was 27.49%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current PLAN C drawdown is 2.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -22.92% | Nov 15, 2021 | 231 | Oct 14, 2022 | 292 | Dec 13, 2023 | 523 |
| -17.52% | May 2, 2011 | 108 | Oct 3, 2011 | 235 | Sep 7, 2012 | 343 |
| -16.74% | Jan 29, 2018 | 229 | Dec 24, 2018 | 130 | Jul 2, 2019 | 359 |
| -15.97% | May 18, 2015 | 171 | Jan 20, 2016 | 140 | Aug 9, 2016 | 311 |
Volatility
Volatility Chart
The current PLAN C volatility is 3.03%, 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.
Diversification
Asset Correlations Table
| GLD | VOO | VXUS | |
|---|---|---|---|
| GLD | 1.00 | 0.04 | 0.18 |
| VOO | 0.04 | 1.00 | 0.82 |
| VXUS | 0.18 | 0.82 | 1.00 |