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Всепогодный

Last updated May 27, 2023

Asset Allocation


Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%December2023FebruaryMarchAprilMay
4.98%
6.09%
Всепогодный
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Всепогодный returned 4.86% Year-To-Date and 3.89% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.70%9.53%4.45%1.14%9.10%9.96%
Всепогодный-0.86%4.86%4.24%-0.01%4.34%3.89%
GLD
SPDR Gold Trust
-2.07%6.65%10.84%4.67%7.99%2.96%
BND
Vanguard Total Bond Market ETF
-1.59%1.64%1.09%-3.69%0.66%1.25%
BNDX
Vanguard Total International Bond ETF
-0.23%2.56%-0.08%-3.19%0.19%1.76%
VT
Vanguard Total World Stock ETF
0.47%8.59%5.28%1.48%6.77%8.15%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VTGLDBNDXBND
VT1.000.04-0.05-0.07
GLD0.041.000.270.39
BNDX-0.050.271.000.69
BND-0.070.390.691.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Всепогодный Sharpe ratio is 0.09. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.09
0.27
Всепогодный
Benchmark (^GSPC)
Portfolio components

Dividend yield

Всепогодный granted a 1.98% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Всепогодный1.98%1.59%1.93%1.31%2.26%2.31%1.95%1.97%1.97%2.05%1.78%1.78%
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
3.55%2.62%2.04%2.34%2.93%3.12%2.90%2.94%3.09%3.43%3.52%4.21%
BNDX
Vanguard Total International Bond ETF
2.03%1.52%3.81%1.17%3.64%3.33%2.54%2.21%1.93%1.86%1.06%0.00%
VT
Vanguard Total World Stock ETF
2.34%2.21%1.87%1.73%2.47%2.77%2.36%2.73%2.88%2.92%2.53%2.90%

Expense Ratio

The Всепогодный features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GLD
SPDR Gold Trust
0.30
BND
Vanguard Total Bond Market ETF
-0.43
BNDX
Vanguard Total International Bond ETF
-0.45
VT
Vanguard Total World Stock ETF
0.27

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-7.51%
-12.32%
Всепогодный
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Всепогодный. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Всепогодный is 17.20%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.2%Nov 15, 2021235Oct 20, 2022
-12.66%Feb 24, 202019Mar 19, 202050Jun 1, 202069
-7.04%Jan 23, 2015249Jan 19, 201658Apr 12, 2016307
-5.92%Sep 8, 201670Dec 15, 2016106May 19, 2017176
-5.67%Jan 29, 2018229Dec 24, 201838Feb 20, 2019267

Volatility Chart

The current Всепогодный volatility is 1.58%, 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.


2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
1.58%
3.82%
Всепогодный
Benchmark (^GSPC)
Portfolio components