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PAC 01 (2022) SIMULATOR

Last updated May 27, 2023

My portfolio SIMILATOR to differenciate!

Asset Allocation


Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
6.28%
6.09%
PAC 01 (2022) SIMULATOR
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the PAC 01 (2022) SIMULATOR returned 7.69% Year-To-Date and 9.04% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.70%9.53%4.45%1.14%9.10%10.93%
PAC 01 (2022) SIMULATOR-0.01%7.69%4.88%1.00%6.42%9.04%
VT
Vanguard Total World Stock ETF
0.47%8.59%5.28%1.48%6.77%9.87%
VEA
Vanguard FTSE Developed Markets ETF
-1.92%8.72%7.11%2.61%3.35%6.87%
SPLG
SPDR Portfolio S&P 500 ETF
1.94%10.29%5.34%2.88%11.04%13.11%
BND
Vanguard Total Bond Market ETF
-1.59%1.64%1.09%-3.69%0.66%0.76%
VYMI
Vanguard International High Dividend Yield ETF
-2.66%5.19%4.79%-1.02%3.35%6.54%

Asset Correlations Table

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

BNDSPLGVYMIVEAVT
BND1.00-0.04-0.07-0.03-0.03
SPLG-0.041.000.760.810.94
VYMI-0.070.761.000.950.89
VEA-0.030.810.951.000.93
VT-0.030.940.890.931.00

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 current PAC 01 (2022) SIMULATOR Sharpe ratio is 0.24. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.24
0.27
PAC 01 (2022) SIMULATOR
Benchmark (^GSPC)
Portfolio components

Dividend yield

PAC 01 (2022) SIMULATOR granted a 2.77% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PAC 01 (2022) SIMULATOR2.77%2.53%2.19%2.02%2.76%3.09%2.59%2.75%2.46%2.53%2.26%2.63%
VT
Vanguard Total World Stock ETF
2.34%2.21%1.87%1.73%2.47%2.77%2.36%2.73%2.88%2.92%2.53%2.90%
VEA
Vanguard FTSE Developed Markets ETF
3.04%2.92%3.27%2.18%3.32%3.78%3.22%3.65%3.60%4.67%3.41%4.02%
SPLG
SPDR Portfolio S&P 500 ETF
1.91%1.70%1.28%1.59%1.89%2.40%1.92%2.21%2.26%2.09%2.03%2.51%
BND
Vanguard Total Bond Market ETF
3.55%2.62%2.04%2.34%2.93%3.12%2.90%2.94%3.09%3.43%3.52%4.21%
VYMI
Vanguard International High Dividend Yield ETF
5.00%4.73%4.53%3.55%4.80%5.12%3.98%3.07%0.00%0.00%0.00%0.00%

Expense Ratio

The PAC 01 (2022) SIMULATOR has an expense ratio of 0.08% 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.


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.


Drawdowns Chart

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


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2023FebruaryMarchAprilMay
-10.04%
-12.32%
PAC 01 (2022) SIMULATOR
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the PAC 01 (2022) SIMULATOR. 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) SIMULATOR is 31.22%, recorded on Mar 23, 2020. It took 108 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.22%Feb 13, 202027Mar 23, 2020108Aug 25, 2020135
-24.14%Jan 5, 2022194Oct 12, 2022
-17.79%Jan 29, 2018229Dec 24, 2018131Jul 3, 2019360
-6.71%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.69%Jun 24, 20162Jun 27, 201610Jul 12, 201612

Volatility Chart

The current PAC 01 (2022) SIMULATOR volatility is 3.07%, 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%December2023FebruaryMarchAprilMay
3.07%
3.82%
PAC 01 (2022) SIMULATOR
Benchmark (^GSPC)
Portfolio components