NEW PORTFOLIO
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NEW PORTFOLIO, 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 Jul 26, 2017, corresponding to the inception date of EMXC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| NEW PORTFOLIO | 9.81% | 0.52% | 9.01% | 14.15% | 10.77% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
VTV Vanguard Value ETF | 11.64% | 2.93% | 10.46% | 15.67% | 10.70% | 10.05% |
VBR Vanguard Small-Cap Value ETF | 8.80% | 6.99% | 9.89% | 15.33% | 10.24% | 8.83% |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | -0.27% | -0.04% | 0.75% | -6.42% | 4.83% | 7.22% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.63% |
EMXC iShares MSCI Emerging Markets ex China ETF | 6.63% | 0.03% | 8.87% | 11.56% | 5.90% | N/A |
Monthly Returns
The table below presents the monthly returns of NEW PORTFOLIO, 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 | 0.06% | 4.03% | 3.85% | -3.78% | 3.64% | 1.39% | 9.81% | ||||||
| 2023 | 6.02% | -2.93% | 2.00% | 1.64% | -1.61% | 5.73% | 3.42% | -2.94% | -4.42% | -2.89% | 8.44% | 5.39% | 18.18% |
| 2022 | -3.55% | -2.06% | 2.32% | -6.40% | 0.49% | -8.19% | 7.23% | -3.62% | -9.20% | 8.35% | 6.96% | -4.56% | -13.37% |
| 2021 | -0.64% | 3.11% | 4.74% | 3.96% | 1.85% | 0.55% | 0.82% | 2.32% | -3.99% | 4.78% | -2.00% | 5.35% | 22.41% |
| 2020 | -1.68% | -8.41% | -14.40% | 11.01% | 4.35% | 2.05% | 5.02% | 5.28% | -2.93% | -2.02% | 12.42% | 4.79% | 12.89% |
| 2019 | 7.91% | 2.63% | 1.21% | 3.46% | -6.01% | 6.43% | 0.38% | -2.17% | 2.65% | 2.08% | 2.65% | 3.41% | 26.73% |
| 2018 | 4.71% | -4.39% | -1.41% | 0.02% | 0.57% | 0.28% | 3.43% | 1.41% | 0.26% | -6.51% | 1.90% | -8.02% | -8.26% |
| 2017 | -0.21% | -0.10% | 2.00% | 1.84% | 2.86% | 1.71% | 8.32% |
Expense Ratio
NEW PORTFOLIO 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 NEW PORTFOLIO is 32, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VTV Vanguard Value ETF | 1.53 | 2.22 | 1.26 | 1.53 | 4.82 |
VBR Vanguard Small-Cap Value ETF | 0.91 | 1.41 | 1.16 | 0.93 | 2.86 |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | -0.59 | -0.77 | 0.92 | -0.38 | -0.85 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
EMXC iShares MSCI Emerging Markets ex China ETF | 0.81 | 1.21 | 1.14 | 0.50 | 2.47 |
Dividends
Dividend yield
NEW PORTFOLIO granted a 2.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEW PORTFOLIO | 2.04% | 2.05% | 2.17% | 1.81% | 1.78% | 2.30% | 2.44% | 1.91% | 1.96% | 2.02% | 1.96% | 1.78% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VTV Vanguard Value ETF | 2.40% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VBR Vanguard Small-Cap Value ETF | 2.06% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | 2.97% | 2.78% | 2.31% | 2.07% | 2.14% | 2.12% | 2.43% | 1.90% | 1.76% | 1.78% | 1.74% | 1.54% |
VEA Vanguard FTSE Developed Markets ETF | 3.36% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
EMXC iShares MSCI Emerging Markets ex China ETF | 1.93% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.62% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the NEW PORTFOLIO. 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 NEW PORTFOLIO was 34.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current NEW PORTFOLIO drawdown is 3.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.8% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -22.44% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -18.21% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -7.59% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.72% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current NEW PORTFOLIO volatility is 2.96%, 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
| RHS | EMXC | VBR | VEA | VOO | VTV | |
|---|---|---|---|---|---|---|
| RHS | 1.00 | 0.33 | 0.54 | 0.48 | 0.55 | 0.67 |
| EMXC | 0.33 | 1.00 | 0.60 | 0.79 | 0.67 | 0.61 |
| VBR | 0.54 | 0.60 | 1.00 | 0.76 | 0.80 | 0.88 |
| VEA | 0.48 | 0.79 | 0.76 | 1.00 | 0.82 | 0.78 |
| VOO | 0.55 | 0.67 | 0.80 | 0.82 | 1.00 | 0.86 |
| VTV | 0.67 | 0.61 | 0.88 | 0.78 | 0.86 | 1.00 |