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3 Funds

Last updated Jun 3, 2023

Asset Allocation


VOO 33.33%VGT 33.33%VTV 33.33%EquityEquity

Performance

The chart shows the growth of an initial investment of $10,000 in 3 Funds, 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


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
10.24%
7.09%
3 Funds
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 3, 2023, the 3 Funds returned 14.53% Year-To-Date and 14.25% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark4.68%11.53%5.17%2.53%9.39%10.14%
3 Funds5.94%14.53%8.27%6.58%13.21%14.25%
VOO
Vanguard S&P 500 ETF
4.90%12.39%6.09%4.30%11.31%12.23%
VGT
Vanguard Information Technology ETF
12.27%33.05%22.71%15.76%19.10%20.10%
VTV
Vanguard Value ETF
0.63%-0.84%-3.96%-1.46%8.46%10.02%

Asset Correlations Table

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

VGTVTVVOO
VGT1.000.720.89
VTV0.721.000.92
VOO0.890.921.00

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 3 Funds Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMayJune
0.40
0.21
3 Funds
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 Funds granted a 1.97% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
3 Funds1.97%1.71%1.38%1.71%1.95%2.20%1.87%2.17%2.31%2.04%2.05%2.51%
VOO
Vanguard S&P 500 ETF
1.89%1.70%1.27%1.60%1.99%2.22%1.95%2.25%2.40%2.16%2.18%2.64%
VGT
Vanguard Information Technology ETF
0.87%0.91%0.64%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.17%1.35%
VTV
Vanguard Value ETF
3.15%2.53%2.22%2.70%2.73%3.05%2.63%2.87%3.14%2.75%2.80%3.55%

Expense Ratio

The 3 Funds has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
VOO
Vanguard S&P 500 ETF
0.30
VGT
Vanguard Information Technology ETF
0.66
VTV
Vanguard Value ETF
-0.04

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%2023FebruaryMarchAprilMayJune
-5.72%
-10.72%
3 Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 3 Funds. 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 3 Funds is 34.00%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.63%Dec 28, 2021200Oct 12, 2022
-19.9%Oct 4, 201856Dec 24, 201869Apr 4, 2019125
-18.76%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13.47%Dec 2, 201549Feb 11, 201645Apr 18, 201694

Volatility Chart

The current 3 Funds volatility is 4.09%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
4.09%
3.77%
3 Funds
Benchmark (^GSPC)
Portfolio components