PAC 01 (2022)
My real Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 18.64% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 59.51% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 18.97% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 2.89% |
Transactions
Date | Type | Symbol | Quantity | Price |
---|---|---|---|---|
May 22, 2023 | Buy | Vanguard Total Bond Market ETF | 10 | $72.72 |
May 22, 2023 | Buy | SPDR Portfolio S&P 500 ETF | 10 | $49.21 |
Apr 25, 2023 | Buy | SPDR Portfolio S&P 500 ETF | 20 | $47.79 |
Apr 6, 2023 | Buy | Vanguard Total Bond Market ETF | 10 | $74.48 |
Apr 6, 2023 | Buy | Vanguard FTSE Developed Markets ETF | 5 | $45.33 |
Mar 13, 2023 | Buy | Vanguard Total World Stock ETF | 5 | $87.88 |
Mar 13, 2023 | Buy | Vanguard Total World Stock ETF | 5 | $87.54 |
Mar 1, 2023 | Buy | Vanguard Total World Stock ETF | 5 | $89.93 |
Feb 21, 2023 | Buy | Vanguard Total World Stock ETF | 5 | $91.48 |
Jan 10, 2023 | Buy | Vanguard Total World Stock ETF | 5 | $88.49 |
Performance
The chart shows the growth of an initial investment of $10,000 in PAC 01 (2022), 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
Returns
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.90% | 9.53% | 3.07% | 7.80% | N/A | N/A |
PAC 01 (2022) | -0.09% | 7.77% | 2.23% | 8.35% | N/A | N/A |
Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -0.35% | 8.21% | 3.41% | 9.22% | N/A | N/A |
BND Vanguard Total Bond Market ETF | -0.46% | 2.31% | 1.49% | 1.28% | N/A | N/A |
VEA Vanguard FTSE Developed Markets ETF | -2.70% | 7.79% | 5.44% | 15.29% | N/A | N/A |
SPLG SPDR Portfolio S&P 500 ETF | 1.06% | 10.24% | 4.00% | 9.06% | N/A | N/A |
Returns over 1 year are annualized |
Asset Correlations Table
BND | SPLG | VEA | VT | |
---|---|---|---|---|
BND | 1.00 | 0.20 | 0.27 | 0.23 |
SPLG | 0.20 | 1.00 | 0.84 | 0.97 |
VEA | 0.27 | 0.84 | 1.00 | 0.93 |
VT | 0.23 | 0.97 | 0.93 | 1.00 |
Expense Ratio
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.16 | ||||
BND Vanguard Total Bond Market ETF | -0.34 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.15 | ||||
SPLG SPDR Portfolio S&P 500 ETF | 0.26 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the PAC 01 (2022). 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 PAC 01 (2022) is 8.23%, recorded on Oct 12, 2022. It took 21 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-8.23% | Sep 20, 2022 | 17 | Oct 12, 2022 | 21 | Nov 10, 2022 | 38 |
-7.87% | Feb 3, 2023 | 28 | Mar 15, 2023 | — | — | — |
-6.42% | Dec 2, 2022 | 18 | Dec 28, 2022 | 11 | Jan 13, 2023 | 29 |
-1.92% | Nov 28, 2022 | 1 | Nov 28, 2022 | 2 | Nov 30, 2022 | 3 |
-1.54% | Jan 17, 2023 | 3 | Jan 19, 2023 | 2 | Jan 23, 2023 | 5 |
Volatility Chart
The current PAC 01 (2022) volatility is 2.98%, 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.