Сбалансированный 60 % акций
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Сбалансированный 60 % акций, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Sep 20, 2024, the Сбалансированный 60 % акций returned 12.35% Year-To-Date and 7.01% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Сбалансированный 60 % акций | 12.43% | 1.62% | 7.75% | 22.11% | 7.94% | 7.06% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 19.74% | 2.02% | 9.50% | 33.24% | 14.89% | 12.66% |
VXUS Vanguard Total International Stock ETF | 11.37% | 1.53% | 7.11% | 21.20% | 7.16% | 5.04% |
GLD SPDR Gold Trust | 26.70% | 4.33% | 20.89% | 36.03% | 11.14% | 7.51% |
BND Vanguard Total Bond Market ETF | 4.86% | 1.08% | 5.70% | 11.16% | 0.38% | 1.83% |
BNDX Vanguard Total International Bond ETF | 3.18% | 0.58% | 3.23% | 9.30% | -0.17% | 2.14% |
Monthly Returns
The table below presents the monthly returns of Сбалансированный 60 % акций, 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 | -0.23% | 2.27% | 2.74% | -2.64% | 3.11% | 1.14% | 2.38% | 1.82% | 12.43% | ||||
| 2023 | 5.90% | -2.95% | 2.97% | 1.04% | -1.01% | 3.34% | 2.33% | -1.97% | -3.54% | -1.73% | 6.86% | 4.39% | 16.03% |
| 2022 | -3.53% | -1.67% | 0.19% | -6.15% | 0.18% | -5.47% | 5.00% | -3.68% | -7.15% | 3.43% | 6.61% | -3.05% | -15.20% |
| 2021 | -0.48% | 0.82% | 1.49% | 2.78% | 1.35% | 0.64% | 0.91% | 1.26% | -2.96% | 3.07% | -1.43% | 2.20% | 9.90% |
| 2020 | 0.03% | -3.99% | -9.26% | 7.69% | 3.55% | 2.24% | 4.03% | 3.34% | -1.90% | -1.35% | 7.28% | 3.59% | 14.88% |
| 2019 | 5.43% | 1.69% | 1.24% | 2.06% | -3.04% | 4.76% | 0.22% | 0.00% | 0.91% | 1.71% | 1.35% | 2.23% | 19.91% |
| 2018 | 3.09% | -2.95% | -0.44% | 0.04% | 0.59% | -0.35% | 1.70% | 0.65% | -0.05% | -4.78% | 1.32% | -3.48% | -4.85% |
| 2017 | 1.83% | 2.05% | 0.75% | 1.20% | 1.34% | 0.31% | 1.72% | 0.71% | 1.00% | 1.32% | 1.26% | 1.19% | 15.70% |
| 2016 | -2.64% | 0.37% | 4.59% | 1.07% | 0.15% | 1.01% | 2.87% | -0.02% | 0.55% | -1.77% | -0.04% | 1.26% | 7.44% |
| 2015 | 0.30% | 2.77% | -0.71% | 1.18% | 0.07% | -1.78% | 0.50% | -3.98% | -1.67% | 4.57% | -0.49% | -1.38% | -0.89% |
| 2014 | -1.77% | 3.53% | 0.15% | 0.61% | 1.39% | 1.81% | -1.29% | 2.19% | -2.41% | 1.02% | 1.03% | -0.73% | 5.50% |
| 2013 | -2.67% | 3.66% | -1.48% | 3.32% | 2.71% | 0.67% | 0.99% | 7.23% |
Expense Ratio
Сбалансированный 60 % акций has an expense ratio of 0.06%, 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 Сбалансированный 60 % акций is 73, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.38 | 3.17 | 1.43 | 2.21 | 14.56 |
VXUS Vanguard Total International Stock ETF | 1.49 | 2.09 | 1.26 | 1.05 | 9.00 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
BND Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.58 | 6.84 |
BNDX Vanguard Total International Bond ETF | 2.03 | 3.10 | 1.36 | 0.67 | 8.15 |
Dividends
Dividend yield
Сбалансированный 60 % акций granted a 2.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Сбалансированный 60 % акций | 2.45% | 2.59% | 2.10% | 2.15% | 1.64% | 2.44% | 2.52% | 2.12% | 2.19% | 2.16% | 2.26% | 1.97% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 2.86% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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% |
BND Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.68% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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 Сбалансированный 60 % акций. 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 Сбалансированный 60 % акций was 21.91%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.91% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -21.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -11.49% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -10.86% | Apr 29, 2015 | 184 | Jan 20, 2016 | 120 | Jul 12, 2016 | 304 |
| -5.2% | Sep 4, 2014 | 31 | Oct 16, 2014 | 29 | Nov 26, 2014 | 60 |
Volatility
Volatility Chart
The current Сбалансированный 60 % акций volatility is 2.69%, 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 | VTI | VXUS | BNDX | BND | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.01 | 0.15 | 0.27 | 0.38 |
| VTI | 0.01 | 1.00 | 0.82 | -0.01 | -0.04 |
| VXUS | 0.15 | 0.82 | 1.00 | -0.00 | 0.01 |
| BNDX | 0.27 | -0.01 | -0.00 | 1.00 | 0.73 |
| BND | 0.38 | -0.04 | 0.01 | 0.73 | 1.00 |