PAC 01 (2022) SIMULATOR
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.70% | 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | SPLG | VYMI | VEA | VT | |
|---|---|---|---|---|---|
| BND | 1.00 | -0.04 | -0.07 | -0.03 | -0.03 |
| SPLG | -0.04 | 1.00 | 0.76 | 0.81 | 0.94 |
| VYMI | -0.07 | 0.76 | 1.00 | 0.95 | 0.89 |
| VEA | -0.03 | 0.81 | 0.95 | 1.00 | 0.93 |
| VT | -0.03 | 0.94 | 0.89 | 0.93 | 1.00 |
Dividend yield
PAC 01 (2022) SIMULATOR granted a 2.77% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PAC 01 (2022) SIMULATOR | 2.77% | 2.53% | 2.19% | 2.02% | 2.76% | 3.09% | 2.59% | 2.75% | 2.46% | 2.53% | 2.26% | 2.63% |
| Portfolio components: | ||||||||||||
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.27 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.25 | ||||
SPLG SPDR Portfolio S&P 500 ETF | 0.36 | ||||
BND Vanguard Total Bond Market ETF | -0.43 | ||||
VYMI Vanguard International High Dividend Yield ETF | 0.04 |
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) 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, 2020 | 27 | Mar 23, 2020 | 108 | Aug 25, 2020 | 135 |
| -24.14% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -17.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -6.71% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.69% | Jun 24, 2016 | 2 | Jun 27, 2016 | 10 | Jul 12, 2016 | 12 |
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.