My 401k - May 2023
Based on more bullish market outlook
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VLGSX
Returns By Period
As of Jul 25, 2024, the My 401k - May 2023 returned 10.12% Year-To-Date and 11.47% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| My 401k - May 2023 | 9.72% | -1.65% | 8.32% | 15.25% | 11.79% | 11.42% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.38% | 10.81% | 19.17% | 13.35% | 12.03% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 15.67% | -4.21% | 11.21% | 24.69% | 16.90% | 14.84% |
VVIAX Vanguard Value Index Fund Admiral Shares | 11.60% | 2.53% | 10.44% | 14.83% | 10.67% | 10.03% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 5.13% | 0.06% | 6.80% | 8.41% | 6.73% | 4.62% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -4.10% | -1.63% | 0.61% | -3.76% | -3.98% | 0.46% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 15.14% | -3.29% | 9.56% | 24.82% | 21.10% | 20.16% |
Monthly Returns
The table below presents the monthly returns of My 401k - May 2023, 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 | 0.67% | 3.67% | 2.28% | -4.73% | 5.14% | 3.80% | 9.72% | ||||||
| 2023 | 7.93% | -2.24% | 5.39% | 0.93% | 1.45% | 5.12% | 2.15% | -2.22% | -5.53% | -2.77% | 10.26% | 5.60% | 27.83% |
| 2022 | -5.77% | -2.98% | 1.28% | -9.59% | -0.86% | -7.30% | 8.69% | -4.61% | -9.70% | 4.60% | 6.41% | -5.49% | -24.23% |
| 2021 | -1.34% | 0.73% | 1.30% | 4.60% | 0.20% | 3.73% | 2.59% | 2.31% | -4.43% | 5.86% | 0.20% | 2.45% | 19.32% |
| 2020 | 2.32% | -4.69% | -7.96% | 10.62% | 4.62% | 3.18% | 5.32% | 5.79% | -3.07% | -3.26% | 10.10% | 3.67% | 27.80% |
| 2019 | 6.67% | 3.20% | 2.92% | 3.28% | -4.31% | 5.95% | 1.38% | 0.71% | 0.70% | 1.98% | 3.11% | 2.09% | 30.95% |
| 2018 | 4.30% | -2.81% | -1.47% | -0.08% | 3.09% | 0.25% | 2.15% | 3.68% | -0.21% | -6.84% | 1.02% | -5.46% | -3.00% |
| 2017 | 2.56% | 3.41% | 0.82% | 1.71% | 2.42% | -0.11% | 2.06% | 1.52% | 0.93% | 2.84% | 1.91% | 1.01% | 23.18% |
| 2016 | -3.41% | 0.05% | 5.74% | -0.71% | 2.12% | 0.61% | 4.40% | 0.36% | 0.53% | -2.23% | 0.08% | 1.38% | 8.92% |
| 2015 | -0.08% | 3.83% | -1.09% | 0.39% | 0.73% | -2.68% | 2.50% | -5.04% | -1.54% | 6.84% | 0.16% | -1.74% | 1.77% |
| 2014 | -1.29% | 4.06% | 0.07% | 0.53% | 2.72% | 1.83% | -0.82% | 3.86% | -1.95% | 2.18% | 2.89% | -0.23% | 14.51% |
| 2013 | 2.89% | 0.82% | 2.61% | 2.27% | 0.33% | -2.29% | 3.86% | -1.71% | 3.62% | 3.49% | 1.69% | 2.06% | 21.24% |
Expense Ratio
My 401k - May 2023 has an expense ratio of 0.06%, 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 My 401k - May 2023 is 32, 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 1.53 | 2.10 | 1.27 | 1.31 | 7.78 |
VVIAX Vanguard Value Index Fund Admiral Shares | 1.51 | 2.18 | 1.26 | 1.52 | 4.77 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.70 | 1.08 | 1.13 | 0.50 | 2.02 |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -0.24 | -0.23 | 0.97 | -0.08 | -0.49 |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 1.23 | 1.71 | 1.22 | 1.79 | 5.45 |
Dividends
Dividend yield
My 401k - May 2023 granted a 1.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My 401k - May 2023 | 1.85% | 1.75% | 1.75% | 1.36% | 1.48% | 1.80% | 2.07% | 1.79% | 2.01% | 2.02% | 1.96% | 1.91% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.52% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.39% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% | 3.70% | 2.61% |
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | 3.81% | 3.29% | 2.80% | 1.79% | 2.13% | 2.45% | 2.72% | 2.55% | 2.68% | 2.80% | 2.77% | 3.20% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the My 401k - May 2023. 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 My 401k - May 2023 was 29.52%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.
The current My 401k - May 2023 drawdown is 4.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.52% | Dec 28, 2021 | 202 | Oct 14, 2022 | 344 | Feb 29, 2024 | 546 |
| -24.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -15.67% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -11.78% | May 2, 2011 | 69 | Aug 8, 2011 | 57 | Oct 27, 2011 | 126 |
| -10.99% | Apr 26, 2010 | 49 | Jul 2, 2010 | 65 | Oct 5, 2010 | 114 |
Volatility
Volatility Chart
The current My 401k - May 2023 volatility is 3.90%, 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
| VLGSX | VTMGX | VITAX | VVIAX | VIGAX | VTSAX | |
|---|---|---|---|---|---|---|
| VLGSX | 1.00 | -0.24 | -0.23 | -0.33 | -0.23 | -0.28 |
| VTMGX | -0.24 | 1.00 | 0.71 | 0.80 | 0.75 | 0.81 |
| VITAX | -0.23 | 0.71 | 1.00 | 0.72 | 0.95 | 0.89 |
| VVIAX | -0.33 | 0.80 | 0.72 | 1.00 | 0.77 | 0.91 |
| VIGAX | -0.23 | 0.75 | 0.95 | 0.77 | 1.00 | 0.95 |
| VTSAX | -0.28 | 0.81 | 0.89 | 0.91 | 0.95 | 1.00 |