boardman lifetime 2023-05-05

Performance

Risk-Adjusted Performance

Drawdowns

Volatility

Diversification

boardman lifetime 2023-05-05

Last updated Jul 24, 2024

seems wack to me. is it?

Asset Allocation

Position	Category/Sector	Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	0%
ARKK ARK Innovation ETF	Actively Managed, Innovation, Technology Equities	-3.07%
BGELX Baillie Gifford Emerging Markets Equities Fund	Emerging Markets Diversified	11.02%
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	9.73%
DBLSX DoubleLine Low Duration Bond Fund	Short-Term Bond	4.21%
DBLTX DoubleLine Total Return Bond Fund Class I	Total Bond Market	5.33%
HACAX Harbor Capital Appreciation Fund Class I	Large Cap Growth Equities	15.20%
IVV iShares Core S&P 500 ETF	Large Cap Growth Equities	-22.10%
IWD iShares Russell 1000 Value ETF	Large Cap Blend Equities	6.37%
IWF iShares Russell 1000 Growth ETF	Large Cap Growth Equities	6.31%
IWL iShares Russell Top 200 ETF	Large Cap Growth Equities	-12.98%
IWM iShares Russell 2000 ETF	Small Cap Growth Equities	-9.31%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	0%
MDIJX MFS International Diversification Fund	Foreign Large Cap Equities	18.29%
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio	Global Equities	-5.91%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	0%
RSP Invesco S&P 500® Equal Weight ETF	Large Cap Blend Equities	6.53%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	-11.40%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds	4.04%
SPHQ Invesco S&P 500® Quality ETF	Large Cap Blend Equities	15.03%
SPLV		7.22%
VB		16.84%
VEU		6.15%
VHT		2.93%
VO		21.69%
VWO		0%
VYM		7.88%

Benchmark

S&P 500

Transactions

Date	Type	Symbol	Quantity	Price
Apr 10, 2023	Buy	VB	6	185.99
Apr 10, 2023	Buy	VO	7	207.26
Apr 6, 2023	Buy	Baillie Gifford Emerging Markets Equities Fund	496.192	$18.17
Apr 6, 2023	Buy	DoubleLine Total Return Bond Fund Class I	567.291	$9.08
Apr 6, 2023	Buy	DoubleLine Low Duration Bond Fund	407.489	$9.48
Apr 6, 2023	Buy	Harbor Capital Appreciation Fund Class I	122.21	$73.77
Apr 6, 2023	Sell	Invesco S&P 500® Quality ETF	174	$47.33
Apr 6, 2023	Buy	Invesco S&P 500® Equal Weight ETF	36	$143.04
Apr 6, 2023	Sell	SPLV	89	63.36
Apr 6, 2023	Sell	iShares Core U.S. Aggregate Bond ETF	35	$100.61

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in boardman lifetime 2023-05-05, 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

boardman lifetime 2023-05-05

Benchmark (^GSPC)

Portfolio components

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	16.48%	1.67%	14.21%	21.98%	13.13%	10.91%
boardman lifetime 2023-05-05	8.10%	0.55%	9.08%	8.86%	N/A	N/A
Portfolio components:
VB	8.97%	6.22%	10.74%	13.99%	N/A	N/A
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio	9.83%	-0.91%	7.91%	18.80%	9.79%	13.22%
ARKK ARK Innovation ETF	-8.80%	10.25%	0.80%	1.58%	0.52%	N/A
SPHQ Invesco S&P 500® Quality ETF	19.60%	-0.18%	16.00%	25.79%	15.56%	13.61%
SPLV	7.67%	1.63%	6.82%	6.54%	N/A	N/A
IVV iShares Core S&P 500 ETF	17.29%	1.79%	14.98%	23.75%	14.95%	12.93%
AGG iShares Core U.S. Aggregate Bond ETF	0.56%	0.56%	1.88%	3.77%	-0.02%	1.45%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	0.02%	0.46%	1.64%	4.91%	0.49%	2.35%
VO	8.16%	2.82%	9.19%	11.67%	N/A	N/A
IWM iShares Russell 2000 ETF	11.51%	11.12%	14.21%	15.78%	8.90%	8.41%
IWL iShares Russell Top 200 ETF	18.74%	1.49%	15.67%	26.20%	16.05%	13.64%
SCHD Schwab US Dividend Equity ETF	8.51%	4.93%	7.37%	11.67%	12.46%	11.15%
VYM	11.24%	2.99%	10.73%	14.66%	N/A	N/A
VEU	7.55%	2.19%	10.36%	10.61%	N/A	N/A
IWF iShares Russell 1000 Growth ETF	21.63%	1.05%	17.43%	32.09%	18.70%	16.19%
VWO	7.40%	-0.05%	11.63%	8.52%	N/A	N/A
COWZ Pacer US Cash Cows 100 ETF	8.77%	2.23%	10.56%	13.84%	16.30%	N/A
PFF iShares Preferred and Income Securities ETF	5.36%	1.41%	4.09%	9.82%	2.33%	3.42%
SHY iShares 1-3 Year Treasury Bond ETF	1.83%	0.74%	1.81%	4.83%	1.07%	1.07%
BGELX Baillie Gifford Emerging Markets Equities Fund	8.99%	-1.00%	13.25%	9.22%	3.13%	N/A
DBLTX DoubleLine Total Return Bond Fund Class I	1.57%	0.65%	2.85%	4.39%	-0.20%	1.52%
DBLSX DoubleLine Low Duration Bond Fund	3.16%	0.66%	2.95%	6.80%	2.21%	2.25%
HACAX Harbor Capital Appreciation Fund Class I	20.17%	-0.76%	15.38%	32.99%	17.28%	15.61%
RSP Invesco S&P 500® Equal Weight ETF	8.06%	2.55%	8.80%	11.25%	11.08%	10.10%
IWD iShares Russell 1000 Value ETF	9.88%	2.97%	10.23%	12.66%	9.21%	8.31%
MDIJX MFS International Diversification Fund	8.28%	2.69%	11.45%	10.42%	6.68%	5.87%
VHT	9.59%	2.34%	7.16%	10.72%	N/A	N/A

Monthly Returns

The table below presents the monthly returns of boardman lifetime 2023-05-05, 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	-0.23%	3.18%	3.64%	-2.90%	3.22%	-0.32%							8.10%
2023	4.99%	-3.83%	1.52%	1.68%	-3.23%	5.09%	2.76%	-2.35%	-3.62%	-3.00%	6.27%	3.15%	9.00%
2022	4.02%	0.13%	-0.01%	1.27%	2.86%	-7.00%	0.98%	-3.05%	-8.73%	3.93%	10.73%	-0.60%	3.14%
2021								-15.21%	5.46%	-3.99%	1.82%	9.50%	-4.28%

Expense Ratio

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 boardman lifetime 2023-05-05 is 17, indicating that it is in the bottom 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

boardman lifetime 2023-05-05

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

boardman lifetime 2023-05-05

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VB	0.83	1.30	1.15	0.58	2.41
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio	1.06	1.54	1.19	0.52	3.88
ARKK ARK Innovation ETF	0.01	0.27	1.03	0.01	0.03
SPHQ Invesco S&P 500® Quality ETF	2.30	3.24	1.40	3.12	11.74
SPLV	0.70	1.04	1.12	0.47	1.80
IVV iShares Core S&P 500 ETF	2.15	3.02	1.38	2.09	8.42
AGG iShares Core U.S. Aggregate Bond ETF	0.54	0.82	1.09	0.21	1.60
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	0.55	0.86	1.10	0.21	1.53
VO	0.92	1.39	1.16	0.51	2.46
IWM iShares Russell 2000 ETF	0.82	1.32	1.15	0.51	2.31
IWL iShares Russell Top 200 ETF	2.30	3.19	1.41	2.44	10.43
SCHD Schwab US Dividend Equity ETF	1.11	1.66	1.19	0.93	3.43
VYM	1.51	2.20	1.26	1.54	4.76
VEU	0.93	1.38	1.16	0.62	2.66
IWF iShares Russell 1000 Growth ETF	2.17	2.95	1.38	2.06	11.28
VWO	0.76	1.15	1.14	0.42	2.03
COWZ Pacer US Cash Cows 100 ETF	1.13	1.72	1.19	1.74	3.96
PFF iShares Preferred and Income Securities ETF	1.12	1.64	1.21	0.49	3.95
SHY iShares 1-3 Year Treasury Bond ETF	2.53	4.09	1.51	1.34	17.02
BGELX Baillie Gifford Emerging Markets Equities Fund	0.70	1.06	1.13	0.31	1.71
DBLTX DoubleLine Total Return Bond Fund Class I	0.64	0.95	1.11	0.26	1.91
DBLSX DoubleLine Low Duration Bond Fund	4.94	9.06	2.54	16.31	74.51
HACAX Harbor Capital Appreciation Fund Class I	1.90	2.60	1.33	1.25	10.42
RSP Invesco S&P 500® Equal Weight ETF	0.98	1.47	1.17	0.72	2.53
IWD iShares Russell 1000 Value ETF	1.21	1.77	1.21	1.05	3.47
MDIJX MFS International Diversification Fund	0.97	1.44	1.17	0.54	2.49
VHT	0.97	1.40	1.17	0.71	2.88

Sharpe Ratio

The current boardman lifetime 2023-05-05 Sharpe ratio is 0.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.11, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of boardman lifetime 2023-05-05 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

boardman lifetime 2023-05-05

Benchmark (^GSPC)

Portfolio components

Drawdowns

Drawdowns Chart

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

boardman lifetime 2023-05-05

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the boardman lifetime 2023-05-05. 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 boardman lifetime 2023-05-05 was 17.71%, occurring on Sep 7, 2021. Recovery took 89 trading sessions.

The current boardman lifetime 2023-05-05 drawdown is 2.26%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.71%	Aug 20, 2021	12	Sep 7, 2021	89	Jan 12, 2022	101
-17.29%	May 31, 2022	83	Sep 27, 2022	83	Jan 26, 2023	166
-9.4%	Aug 1, 2023	63	Oct 27, 2023	33	Dec 14, 2023	96
-7.29%	Jan 27, 2023	33	Mar 15, 2023	64	Jun 15, 2023	97
-5.51%	Feb 4, 2022	22	Mar 8, 2022	30	Apr 20, 2022	52

Volatility

Volatility Chart

The current boardman lifetime 2023-05-05 volatility is 2.41%, 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.

boardman lifetime 2023-05-05

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	DBLSX	SHY	DBLTX	AGG	LQD	SPLV	BGELX	VWO	VHT	ARKK	PFF	COWZ	HACAX	MGGIX	VYM	SCHD	MDIJX	IWF	VEU	SPHQ	IWM	IWL	IWD	VB	IVV	RSP	VO
DBLSX	1.00	0.76	0.74	0.74	0.65	0.16	0.12	0.16	0.14	0.19	0.32	0.08	0.15	0.18	0.11	0.13	0.23	0.16	0.20	0.12	0.15	0.16	0.14	0.15	0.15	0.16	0.16
SHY	0.76	1.00	0.83	0.83	0.72	0.18	0.10	0.13	0.17	0.18	0.34	0.08	0.13	0.17	0.10	0.13	0.21	0.15	0.19	0.11	0.16	0.14	0.13	0.15	0.14	0.16	0.16
DBLTX	0.74	0.83	1.00	0.97	0.88	0.18	0.10	0.12	0.16	0.19	0.42	0.06	0.13	0.16	0.09	0.11	0.20	0.14	0.18	0.09	0.15	0.13	0.12	0.14	0.13	0.14	0.16
AGG	0.74	0.83	0.97	1.00	0.95	0.26	0.14	0.17	0.23	0.24	0.49	0.12	0.19	0.22	0.16	0.18	0.27	0.20	0.25	0.16	0.22	0.20	0.19	0.21	0.20	0.22	0.24
LQD	0.65	0.72	0.88	0.95	1.00	0.34	0.24	0.26	0.32	0.34	0.57	0.25	0.32	0.34	0.29	0.31	0.38	0.34	0.36	0.30	0.34	0.34	0.33	0.34	0.35	0.36	0.37
SPLV	0.16	0.18	0.18	0.26	0.34	1.00	0.33	0.35	0.76	0.31	0.52	0.60	0.42	0.39	0.81	0.79	0.53	0.50	0.54	0.63	0.55	0.61	0.79	0.60	0.65	0.74	0.68
BGELX	0.12	0.10	0.10	0.14	0.24	0.33	1.00	0.93	0.45	0.60	0.48	0.60	0.65	0.73	0.56	0.55	0.81	0.64	0.85	0.66	0.64	0.65	0.62	0.65	0.66	0.65	0.67
VWO	0.16	0.13	0.12	0.17	0.26	0.35	0.93	1.00	0.45	0.59	0.49	0.59	0.62	0.70	0.57	0.56	0.81	0.61	0.88	0.63	0.64	0.63	0.62	0.64	0.64	0.64	0.65
VHT	0.14	0.17	0.16	0.23	0.32	0.76	0.45	0.45	1.00	0.55	0.54	0.63	0.61	0.58	0.73	0.73	0.61	0.64	0.61	0.70	0.67	0.71	0.76	0.69	0.73	0.75	0.74
ARKK	0.19	0.18	0.19	0.24	0.34	0.31	0.60	0.59	0.55	1.00	0.59	0.56	0.78	0.84	0.50	0.52	0.60	0.75	0.63	0.64	0.79	0.71	0.61	0.78	0.72	0.69	0.76
PFF	0.32	0.34	0.42	0.49	0.57	0.52	0.48	0.49	0.54	0.59	1.00	0.60	0.58	0.61	0.61	0.61	0.63	0.60	0.63	0.59	0.68	0.63	0.67	0.69	0.65	0.69	0.70
COWZ	0.08	0.08	0.06	0.12	0.25	0.60	0.60	0.59	0.63	0.56	0.60	1.00	0.59	0.61	0.88	0.86	0.69	0.63	0.74	0.79	0.84	0.72	0.90	0.87	0.77	0.89	0.85
HACAX	0.15	0.13	0.13	0.19	0.32	0.42	0.65	0.62	0.61	0.78	0.58	0.59	1.00	0.90	0.58	0.59	0.70	0.98	0.71	0.86	0.74	0.94	0.67	0.76	0.92	0.75	0.81
MGGIX	0.18	0.17	0.16	0.22	0.34	0.39	0.73	0.70	0.58	0.84	0.61	0.61	0.90	1.00	0.57	0.59	0.76	0.87	0.77	0.78	0.78	0.84	0.68	0.79	0.83	0.75	0.82
VYM	0.11	0.10	0.09	0.16	0.29	0.81	0.56	0.57	0.73	0.50	0.61	0.88	0.58	0.57	1.00	0.97	0.70	0.64	0.74	0.83	0.80	0.77	0.97	0.84	0.81	0.93	0.86
SCHD	0.13	0.13	0.11	0.18	0.31	0.79	0.55	0.56	0.73	0.52	0.61	0.86	0.59	0.59	0.97	1.00	0.70	0.65	0.73	0.82	0.80	0.77	0.95	0.84	0.81	0.92	0.86
MDIJX	0.23	0.21	0.20	0.27	0.38	0.53	0.81	0.81	0.61	0.60	0.63	0.69	0.70	0.76	0.70	0.70	1.00	0.71	0.96	0.76	0.73	0.75	0.77	0.75	0.77	0.79	0.79
IWF	0.16	0.15	0.14	0.20	0.34	0.50	0.64	0.61	0.64	0.75	0.60	0.63	0.98	0.87	0.64	0.65	0.71	1.00	0.72	0.90	0.76	0.97	0.73	0.78	0.96	0.80	0.84
VEU	0.20	0.19	0.18	0.25	0.36	0.54	0.85	0.88	0.61	0.63	0.63	0.74	0.71	0.77	0.74	0.73	0.96	0.72	1.00	0.78	0.77	0.77	0.80	0.79	0.79	0.81	0.81
SPHQ	0.12	0.11	0.09	0.16	0.30	0.63	0.66	0.63	0.70	0.64	0.59	0.79	0.86	0.78	0.83	0.82	0.76	0.90	0.78	1.00	0.80	0.95	0.87	0.83	0.96	0.89	0.89
IWM	0.15	0.16	0.15	0.22	0.34	0.55	0.64	0.64	0.67	0.79	0.68	0.84	0.74	0.78	0.80	0.80	0.73	0.76	0.77	0.80	1.00	0.80	0.87	0.99	0.83	0.91	0.93
IWL	0.16	0.14	0.13	0.20	0.34	0.61	0.65	0.63	0.71	0.71	0.63	0.72	0.94	0.84	0.77	0.77	0.75	0.97	0.77	0.95	0.80	1.00	0.84	0.83	0.99	0.87	0.88
IWD	0.14	0.13	0.12	0.19	0.33	0.79	0.62	0.62	0.76	0.61	0.67	0.90	0.67	0.68	0.97	0.95	0.77	0.73	0.80	0.87	0.87	0.84	1.00	0.91	0.87	0.98	0.93
VB	0.15	0.15	0.14	0.21	0.34	0.60	0.65	0.64	0.69	0.78	0.69	0.87	0.76	0.79	0.84	0.84	0.75	0.78	0.79	0.83	0.99	0.83	0.91	1.00	0.86	0.95	0.96
IVV	0.15	0.14	0.13	0.20	0.35	0.65	0.66	0.64	0.73	0.72	0.65	0.77	0.92	0.83	0.81	0.81	0.77	0.96	0.79	0.96	0.83	0.99	0.87	0.86	1.00	0.91	0.92
RSP	0.16	0.16	0.14	0.22	0.36	0.74	0.65	0.64	0.75	0.69	0.69	0.89	0.75	0.75	0.93	0.92	0.79	0.80	0.81	0.89	0.91	0.87	0.98	0.95	0.91	1.00	0.98
VO	0.16	0.16	0.16	0.24	0.37	0.68	0.67	0.65	0.74	0.76	0.70	0.85	0.81	0.82	0.86	0.86	0.79	0.84	0.81	0.89	0.93	0.88	0.93	0.96	0.92	0.98	1.00

The correlation results are calculated based on daily price changes starting from Aug 19, 2021