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My 401k - May 2023

Last updated May 27, 2023

Based on more bullish market outlook

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in My 401k - May 2023, 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


240.00%260.00%280.00%300.00%320.00%340.00%December2023FebruaryMarchAprilMay
344.19%
277.80%
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the My 401k - May 2023 returned 13.88% Year-To-Date and 11.13% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
My 401k - May 20231.47%13.88%10.40%3.03%10.12%11.26%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.00%9.35%6.03%1.81%9.98%11.48%
VIGAX
Vanguard Growth Index Fund Admiral Shares
5.44%24.90%18.64%9.23%13.21%13.98%
VVIAX
Vanguard Value Index Fund Admiral Shares
-4.12%-3.42%-4.53%-4.75%7.91%9.75%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-1.95%8.31%8.60%2.45%3.46%5.08%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
-4.77%2.26%-0.47%-11.77%-1.25%1.17%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
8.89%31.32%25.61%15.97%19.21%19.94%

Asset Correlations Table

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

VLGSXVTMGXVITAXVVIAXVIGAXVTSAX
VLGSX1.00-0.29-0.27-0.37-0.27-0.33
VTMGX-0.291.000.710.800.760.82
VITAX-0.270.711.000.740.950.89
VVIAX-0.370.800.741.000.800.93
VIGAX-0.270.760.950.801.000.95
VTSAX-0.330.820.890.930.951.00

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 My 401k - May 2023 Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.35
0.27
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

My 401k - May 2023 granted a 2.09% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
My 401k - May 20232.09%1.76%1.40%1.55%1.92%2.26%1.99%2.28%2.35%2.34%2.34%2.67%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.89%1.66%1.23%1.46%1.86%2.18%1.87%2.14%2.25%2.04%2.05%2.56%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.71%0.69%0.47%0.67%0.96%1.35%1.20%1.47%1.40%1.31%1.31%1.68%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.22%2.52%2.21%2.69%2.71%3.04%2.63%2.88%3.14%2.75%2.80%3.55%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.02%2.90%3.24%2.15%3.30%3.75%3.22%3.66%3.59%4.68%3.42%4.03%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
3.79%2.83%1.85%2.24%2.63%3.00%2.89%3.12%3.34%3.39%4.05%3.93%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.88%0.91%0.65%0.84%1.14%1.35%1.04%1.40%1.39%1.23%1.16%1.37%

Expense Ratio

The My 401k - May 2023 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.


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.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2023FebruaryMarchAprilMay
-14.37%
-12.32%
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the My 401k - May 2023. 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 My 401k - May 2023 is 29.52%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.52%Dec 28, 2021202Oct 14, 2022
-24.25%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-15.67%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-11.78%May 2, 201169Aug 8, 201157Oct 27, 2011126
-10.99%Apr 26, 201049Jul 2, 201065Oct 5, 2010114

Volatility Chart

The current My 401k - May 2023 volatility is 3.35%, 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%December2023FebruaryMarchAprilMay
3.35%
3.82%
My 401k - May 2023
Benchmark (^GSPC)
Portfolio components