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Всепогодный
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 25%BNDX 25%GLD 25%VT 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

25%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

25%

GLD
SPDR Gold Trust
Precious Metals, Gold

25%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

25%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.58%
14.20%
Всепогодный
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Jun 12, 2024, the Всепогодный returned 4.91% Year-To-Date and 4.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Всепогодный4.91%0.31%6.58%11.04%5.73%4.69%
GLD
SPDR Gold Trust
12.02%-0.98%14.13%18.62%11.13%5.72%
BND
Vanguard Total Bond Market ETF
-0.79%0.95%0.30%2.79%-0.16%1.33%
BNDX
Vanguard Total International Bond ETF
-0.82%-0.13%0.34%4.62%-0.31%1.94%
VT
Vanguard Total World Stock ETF
9.36%1.37%11.74%18.46%11.09%8.50%

Monthly Returns

The table below presents the monthly returns of Всепогодный, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.54%0.77%3.45%-1.09%2.04%4.91%
20234.77%-3.20%4.00%0.77%-0.90%0.86%1.45%-1.16%-3.32%0.68%4.81%3.28%12.25%
2022-2.42%0.27%-0.45%-4.27%-0.68%-3.22%2.50%-3.36%-4.93%0.98%5.74%-1.32%-11.07%
2021-1.24%-1.67%0.19%2.10%2.41%-1.32%1.45%0.38%-2.36%1.56%-0.54%1.49%2.34%
20201.70%-1.33%-4.48%5.56%2.28%1.79%4.63%1.02%-1.69%-0.70%2.12%3.06%14.38%
20193.25%0.62%0.78%0.74%-0.34%4.27%0.35%2.67%-0.58%1.29%-0.28%1.69%15.34%
20181.73%-1.87%0.30%-0.38%-0.04%-0.90%0.19%-0.12%-0.32%-1.61%0.78%0.36%-1.91%
20171.90%1.87%0.25%1.16%0.81%-0.50%1.38%1.61%-0.56%0.49%0.60%1.13%10.60%
20160.53%3.15%1.93%1.57%-1.25%3.16%1.90%-0.79%0.39%-1.78%-2.72%0.21%6.28%
20152.80%-0.50%-0.58%0.25%-0.03%-1.55%-0.98%-1.06%-0.89%2.57%-1.73%-0.76%-2.55%
20140.49%3.10%-0.67%0.66%0.21%2.26%-1.30%1.39%-2.53%-0.19%0.64%0.06%4.07%
2013-4.46%3.34%0.51%0.49%1.31%-1.03%-0.61%-0.62%

Expense Ratio

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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Всепогодный is 41, 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.


The Risk-Adjusted Performance Rank of Всепогодный is 4141
Всепогодный
The Sharpe Ratio Rank of Всепогодный is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of Всепогодный is 4343Sortino Ratio Rank
The Omega Ratio Rank of Всепогодный is 4545Omega Ratio Rank
The Calmar Ratio Rank of Всепогодный is 3131Calmar Ratio Rank
The Martin Ratio Rank of Всепогодный is 4242Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Всепогодный
Sharpe ratio
The chart of Sharpe ratio for Всепогодный, currently valued at 1.67, compared to the broader market0.002.004.001.67
Sortino ratio
The chart of Sortino ratio for Всепогодный, currently valued at 2.45, compared to the broader market-2.000.002.004.006.002.45
Omega ratio
The chart of Omega ratio for Всепогодный, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Всепогодный, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.001.07
Martin ratio
The chart of Martin ratio for Всепогодный, currently valued at 5.70, compared to the broader market0.0010.0020.0030.0040.0050.005.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.351.951.251.366.57
BND
Vanguard Total Bond Market ETF
0.390.601.070.141.08
BNDX
Vanguard Total International Bond ETF
0.911.411.150.323.24
VT
Vanguard Total World Stock ETF
1.792.571.311.355.77

Sharpe Ratio

The current Всепогодный Sharpe ratio is 1.67. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Всепогодный with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.67
2.21
Всепогодный
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Всепогодный granted a 2.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Всепогодный2.54%2.40%1.58%1.88%1.25%2.11%2.09%1.72%1.70%1.66%1.69%1.43%
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
3.40%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
4.73%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
VT
Vanguard Total World Stock ETF
2.03%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.28%
0
Всепогодный
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Всепогодный. 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 Всепогодный was 17.20%, occurring on Oct 20, 2022. Recovery took 341 trading sessions.

The current Всепогодный drawdown is 1.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.2%Nov 15, 2021235Oct 20, 2022341Mar 1, 2024576
-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

Volatility Chart

The current Всепогодный volatility is 2.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.45%
2.41%
Всепогодный
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VTGLDBNDXBND
VT1.000.06-0.01-0.02
GLD0.061.000.260.38
BNDX-0.010.261.000.72
BND-0.020.380.721.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013