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PAC 01 (2022)

Last updated May 31, 2023

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Asset Allocation


Transactions


DateTypeSymbolQuantityPrice
May 22, 2023BuyVanguard Total Bond Market ETF10$72.72
May 22, 2023BuySPDR Portfolio S&P 500 ETF10$49.21
Apr 25, 2023BuySPDR Portfolio S&P 500 ETF20$47.79
Apr 6, 2023BuyVanguard Total Bond Market ETF10$74.48
Apr 6, 2023BuyVanguard FTSE Developed Markets ETF5$45.33
Mar 13, 2023BuyVanguard Total World Stock ETF5$87.88
Mar 13, 2023BuyVanguard Total World Stock ETF5$87.54
Mar 1, 2023BuyVanguard Total World Stock ETF5$89.93
Feb 21, 2023BuyVanguard Total World Stock ETF5$91.48
Jan 10, 2023BuyVanguard Total World Stock ETF5$88.49

1–10 of 15

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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%2023FebruaryMarchAprilMay
2.00%
3.17%
PAC 01 (2022)
Benchmark (^GSPC)
Portfolio components

Returns


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.90%9.53%3.07%7.80%N/AN/A
PAC 01 (2022)-0.09%7.77%2.23%8.35%N/AN/A
VT
Vanguard Total World Stock ETF
-0.35%8.21%3.41%9.22%N/AN/A
BND
Vanguard Total Bond Market ETF
-0.46%2.31%1.49%1.28%N/AN/A
VEA
Vanguard FTSE Developed Markets ETF
-2.70%7.79%5.44%15.29%N/AN/A
SPLG
SPDR Portfolio S&P 500 ETF
1.06%10.24%4.00%9.06%N/AN/A

Asset Correlations Table

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

BNDSPLGVEAVT
BND1.000.200.270.23
SPLG0.201.000.840.97
VEA0.270.841.000.93
VT0.230.970.931.00

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 chart below displays rolling 12-month Sharpe Ratio.


Chart placeholderNot enough data

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-8.00%-6.00%-4.00%-2.00%0.00%2023FebruaryMarchAprilMay
-1.89%
0
PAC 01 (2022)
Benchmark (^GSPC)
Portfolio components

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, 202217Oct 12, 202221Nov 10, 202238
-7.87%Feb 3, 202328Mar 15, 2023
-6.42%Dec 2, 202218Dec 28, 202211Jan 13, 202329
-1.92%Nov 28, 20221Nov 28, 20222Nov 30, 20223
-1.54%Jan 17, 20233Jan 19, 20232Jan 23, 20235

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
2.98%
3.82%
PAC 01 (2022)
Benchmark (^GSPC)
Portfolio components