PAC 01 (2022) SIMULATOR
My portfolio SIMILATOR to differenciate!
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PAC 01 (2022) SIMULATOR, 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
The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| PAC 01 (2022) SIMULATOR | 15.95% | -0.61% | 6.62% | 26.55% | 10.29% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.68% | 0.41% | 9.34% | 29.94% | 11.38% | 9.45% |
VEA Vanguard FTSE Developed Markets ETF | 5.01% | -4.96% | -1.36% | 16.10% | 5.95% | 5.38% |
SPLG SPDR Portfolio S&P 500 ETF | 26.89% | 3.01% | 14.85% | 37.56% | 16.00% | 13.45% |
BND Vanguard Total Bond Market ETF | 1.59% | -1.47% | 3.07% | 7.87% | -0.27% | 1.41% |
VYMI Vanguard International High Dividend Yield ETF | 8.29% | -4.10% | 0.63% | 17.99% | 6.97% | N/A |
SCHD Schwab US Dividend Equity ETF | 17.07% | 1.30% | 10.97% | 29.98% | 12.79% | 11.62% |
XMHQ Invesco S&P MidCap Quality ETF | 24.82% | 1.86% | 2.51% | 39.14% | 17.65% | 12.50% |
SPEM SPDR Portfolio Emerging Markets ETF | 13.23% | -4.62% | 5.43% | 20.49% | 5.09% | 4.24% |
Monthly Returns
The table below presents the monthly returns of PAC 01 (2022) SIMULATOR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.10% | 4.29% | 3.71% | -3.33% | 3.65% | 0.42% | 2.94% | 1.66% | 2.38% | -2.45% | 15.95% | ||
| 2023 | 6.86% | -3.32% | 1.92% | 1.07% | -1.99% | 5.66% | 3.58% | -2.47% | -3.67% | -3.14% | 7.84% | 5.13% | 17.77% |
| 2022 | -3.30% | -2.31% | 0.64% | -6.72% | 1.13% | -7.21% | 5.56% | -3.53% | -8.54% | 5.79% | 8.38% | -3.74% | -14.45% |
| 2021 | 0.21% | 2.96% | 3.14% | 2.98% | 1.78% | 0.42% | -0.05% | 1.93% | -3.49% | 3.93% | -2.53% | 3.72% | 15.71% |
| 2020 | -1.93% | -6.52% | -12.99% | 9.66% | 4.83% | 2.81% | 4.72% | 4.50% | -2.58% | -0.90% | 11.07% | 4.64% | 15.75% |
| 2019 | 7.62% | 2.26% | 1.30% | 2.69% | -5.56% | 5.92% | 0.07% | -1.98% | 2.08% | 2.42% | 2.11% | 3.31% | 23.89% |
| 2018 | 4.74% | -4.27% | -0.88% | -0.17% | 0.29% | -0.53% | 2.63% | 0.60% | 0.03% | -6.82% | 1.90% | -5.92% | -8.68% |
| 2017 | 2.66% | 2.38% | 1.21% | 1.23% | 1.62% | 0.63% | 2.47% | 0.61% | 1.75% | 1.78% | 1.91% | 1.69% | 21.84% |
| 2016 | 4.63% | 1.25% | 0.13% | 0.72% | 3.65% | 0.39% | 0.79% | -1.67% | 0.79% | 1.48% | 12.70% |
Expense Ratio
PAC 01 (2022) SIMULATOR has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PAC 01 (2022) SIMULATOR is 45, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
VEA Vanguard FTSE Developed Markets ETF | 1.24 | 1.78 | 1.22 | 1.35 | 6.72 |
SPLG SPDR Portfolio S&P 500 ETF | 3.08 | 4.10 | 1.58 | 4.44 | 20.15 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
VYMI Vanguard International High Dividend Yield ETF | 1.50 | 2.07 | 1.26 | 2.71 | 9.12 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
XMHQ Invesco S&P MidCap Quality ETF | 2.15 | 3.04 | 1.36 | 3.78 | 9.28 |
SPEM SPDR Portfolio Emerging Markets ETF | 1.40 | 2.01 | 1.25 | 0.91 | 7.76 |
Dividends
Dividend yield
PAC 01 (2022) SIMULATOR provided a 2.82% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.82% | 2.41% | 2.59% | 2.19% | 1.94% | 2.48% | 2.61% | 2.03% | 2.27% | 2.25% | 2.26% | 1.95% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
SPLG SPDR Portfolio S&P 500 ETF | 1.23% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VYMI Vanguard International High Dividend Yield ETF | 4.57% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
XMHQ Invesco S&P MidCap Quality ETF | 4.83% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% | 1.11% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.52% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% | 1.91% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the PAC 01 (2022) SIMULATOR. 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 PAC 01 (2022) SIMULATOR was 30.98%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current PAC 01 (2022) SIMULATOR drawdown is 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.98% | Jan 21, 2020 | 44 | Mar 23, 2020 | 99 | Aug 12, 2020 | 143 |
| -23.12% | Nov 15, 2021 | 221 | Sep 30, 2022 | 311 | Dec 27, 2023 | 532 |
| -17.95% | Jan 29, 2018 | 229 | Dec 24, 2018 | 210 | Oct 24, 2019 | 439 |
| -6.57% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.45% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current PAC 01 (2022) SIMULATOR volatility is 2.96%, 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.
Diversification
Asset Correlations Table
| BND | SPEM | XMHQ | SCHD | SPLG | VYMI | VEA | VT | |
|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.03 | -0.02 | -0.02 | 0.01 | 0.01 | 0.05 | 0.03 |
| SPEM | 0.03 | 1.00 | 0.56 | 0.58 | 0.67 | 0.82 | 0.80 | 0.80 |
| XMHQ | -0.02 | 0.56 | 1.00 | 0.76 | 0.78 | 0.67 | 0.71 | 0.79 |
| SCHD | -0.02 | 0.58 | 0.76 | 1.00 | 0.81 | 0.73 | 0.73 | 0.81 |
| SPLG | 0.01 | 0.67 | 0.78 | 0.81 | 1.00 | 0.74 | 0.80 | 0.94 |
| VYMI | 0.01 | 0.82 | 0.67 | 0.73 | 0.74 | 1.00 | 0.95 | 0.88 |
| VEA | 0.05 | 0.80 | 0.71 | 0.73 | 0.80 | 0.95 | 1.00 | 0.93 |
| VT | 0.03 | 0.80 | 0.79 | 0.81 | 0.94 | 0.88 | 0.93 | 1.00 |