My 401k - May 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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
| My 401k - May 2023 | 1.47% | 13.88% | 10.40% | 3.03% | 10.12% | 11.26% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VLGSX | VTMGX | VITAX | VVIAX | VIGAX | VTSAX | |
|---|---|---|---|---|---|---|
| VLGSX | 1.00 | -0.29 | -0.27 | -0.37 | -0.27 | -0.33 |
| VTMGX | -0.29 | 1.00 | 0.71 | 0.80 | 0.76 | 0.82 |
| VITAX | -0.27 | 0.71 | 1.00 | 0.74 | 0.95 | 0.89 |
| VVIAX | -0.37 | 0.80 | 0.74 | 1.00 | 0.80 | 0.93 |
| VIGAX | -0.27 | 0.76 | 0.95 | 0.80 | 1.00 | 0.95 |
| VTSAX | -0.33 | 0.82 | 0.89 | 0.93 | 0.95 | 1.00 |
Dividend yield
My 401k - May 2023 granted a 2.09% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My 401k - May 2023 | 2.09% | 1.76% | 1.40% | 1.55% | 1.92% | 2.26% | 1.99% | 2.28% | 2.35% | 2.34% | 2.34% | 2.67% |
| Portfolio components: | ||||||||||||
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.30 | ||||
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.59 | ||||
VVIAX Vanguard Value Index Fund Admiral Shares | -0.11 | ||||
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.25 | ||||
VLGSX Vanguard Long-Term Treasury Index Fund Admiral Shares | -0.65 | ||||
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.79 |
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 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, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -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 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.