Target Orange
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Vanguard S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Vanguard Target Retirement 2060 Fund | Diversified Portfolio, Target Retirement Date | 33.33% |
Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Target Orange, 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 19, 2012, corresponding to the inception date of VTTSX
Returns By Period
As of Oct 18, 2024, the Target Orange returned 18.65% Year-To-Date and 9.28% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
Target Orange | 19.46% | 3.50% | 16.15% | 34.54% | 11.01% | 9.14% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 40.81% | 16.20% | 13.63% |
Vanguard FTSE Emerging Markets ETF | 17.28% | 5.61% | 16.77% | 29.92% | 5.80% | 4.28% |
Vanguard Target Retirement 2060 Fund | 16.67% | 1.93% | 13.76% | 32.68% | 10.87% | 9.26% |
Monthly Returns
The table below presents the monthly returns of Target Orange, 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 | -0.73% | 4.21% | 2.73% | -2.15% | 3.74% | 2.32% | 1.53% | 1.85% | 3.89% | 19.46% | |||
2023 | 7.22% | -4.04% | 2.97% | 0.81% | -1.16% | 5.51% | 4.15% | -3.42% | -3.74% | -2.74% | 8.26% | 4.39% | 18.55% |
2022 | -3.10% | -3.10% | 0.56% | -7.35% | 0.37% | -6.57% | 4.99% | -2.85% | -9.39% | 3.57% | 9.09% | -4.02% | -17.78% |
2021 | 0.61% | 2.23% | 2.07% | 3.63% | 1.25% | 1.62% | -0.94% | 2.43% | -3.91% | 4.27% | -1.97% | 3.22% | 15.15% |
2020 | -2.20% | -6.14% | -14.22% | 10.25% | 4.23% | 3.70% | 6.36% | 5.01% | -2.53% | -1.06% | 10.22% | 4.77% | 16.72% |
2019 | 8.34% | 1.79% | 1.83% | 3.10% | -6.02% | 6.12% | -0.07% | -2.18% | 1.58% | 2.83% | 2.17% | 4.36% | 25.71% |
2018 | 6.31% | -4.34% | -1.31% | -0.66% | 0.33% | -1.35% | 3.42% | 0.01% | -0.19% | -7.18% | 2.78% | -6.24% | -8.88% |
2017 | 3.31% | 2.91% | 1.35% | 1.35% | 1.35% | 0.73% | 3.23% | 1.25% | 1.11% | 2.21% | 1.54% | 2.10% | 24.86% |
2016 | -5.20% | -0.44% | 8.80% | 0.84% | -0.29% | 1.71% | 4.21% | 0.44% | 0.87% | -1.13% | 0.32% | 1.07% | 11.16% |
2015 | -1.52% | 5.07% | -1.56% | 3.38% | -0.70% | -2.17% | -1.15% | -7.24% | -2.73% | 6.75% | -0.69% | -2.31% | -5.49% |
2014 | -5.01% | 4.09% | 1.93% | 0.70% | 2.46% | 2.46% | -0.57% | 3.61% | -3.79% | 2.12% | 1.06% | -1.95% | 6.85% |
2013 | 3.17% | -0.14% | 1.75% | 2.08% | -0.76% | -2.85% | 3.55% | -2.92% | 4.98% | 4.14% | 1.29% | 1.46% | 16.53% |
Expense Ratio
Target Orange 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 Target Orange is 49, 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.25 |
Vanguard FTSE Emerging Markets ETF | 1.90 | 2.68 | 1.33 | 1.01 | 11.91 |
Vanguard Target Retirement 2060 Fund | 2.70 | 3.75 | 1.50 | 2.04 | 17.95 |
Dividends
Dividend yield
Target Orange granted a 1.87% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Target Orange | 1.87% | 2.37% | 2.63% | 3.18% | 1.76% | 2.41% | 2.42% | 1.95% | 2.17% | 2.43% | 2.13% | 1.98% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard FTSE Emerging Markets ETF | 2.53% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Vanguard Target Retirement 2060 Fund | 1.83% | 2.14% | 2.09% | 5.67% | 1.83% | 2.11% | 2.31% | 1.77% | 1.98% | 1.92% | 1.67% | 1.38% |
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 Target Orange. 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 Target Orange was 32.45%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.
The current Target Orange drawdown is 0.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.45% | Jan 21, 2020 | 44 | Mar 23, 2020 | 102 | Aug 17, 2020 | 146 |
-25.57% | Nov 17, 2021 | 229 | Oct 14, 2022 | 339 | Feb 22, 2024 | 568 |
-21.05% | Apr 29, 2015 | 200 | Feb 11, 2016 | 231 | Jan 11, 2017 | 431 |
-19.46% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
-11.8% | Apr 3, 2012 | 42 | Jun 1, 2012 | 72 | Sep 13, 2012 | 114 |
Volatility
Volatility Chart
The current Target Orange volatility is 3.22%, 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
VWO | VOO | VTTSX | |
---|---|---|---|
VWO | 1.00 | 0.70 | 0.79 |
VOO | 0.70 | 1.00 | 0.96 |
VTTSX | 0.79 | 0.96 | 1.00 |