2036/Roth combined portfolios.
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 2036/Roth combined portfolios., 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 2036/Roth combined portfolios. returned 22.38% Year-To-Date and 19.41% 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% | 6.26% | 1.14% | 9.26% | 9.96% |
| 2036/Roth combined portfolios. | 5.48% | 22.38% | 18.41% | 13.09% | 17.83% | 19.54% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.00% | 9.42% | 6.19% | 1.86% | 10.16% | 11.49% |
MSFT Microsoft Corporation | 8.58% | 39.46% | 39.16% | 23.01% | 29.02% | 27.67% |
AAPL Apple Inc. | 3.53% | 35.41% | 24.63% | 17.93% | 31.60% | 28.88% |
GOOGL Alphabet Inc. | 16.09% | 41.23% | 30.91% | 10.95% | 17.83% | 19.09% |
AMZN Amazon.com, Inc. | 13.90% | 42.99% | 29.96% | 4.31% | 8.10% | 24.52% |
NVDA NVIDIA Corporation | 40.35% | 166.54% | 149.14% | 107.23% | 44.36% | 60.91% |
JPM JPMorgan Chase & Co. | -0.94% | 3.68% | 1.81% | 7.81% | 8.28% | 12.77% |
KR The Kroger Co. | -2.20% | 7.31% | -3.06% | -8.68% | 16.69% | 12.91% |
MCD McDonald's Corporation | -3.28% | 9.17% | 6.60% | 16.13% | 15.05% | 14.48% |
AVGO Broadcom Inc. | 29.73% | 46.40% | 58.31% | 43.87% | 30.99% | 39.70% |
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 7.16% | 2.84% | 11.14% | 12.05% |
VIG Vanguard Dividend Appreciation ETF | -1.97% | 2.23% | 0.89% | 1.86% | 10.81% | 10.84% |
LOW Lowe's Companies, Inc. | -0.63% | 4.71% | 0.55% | 5.67% | 18.98% | 19.34% |
WMT Walmart Inc. | -2.65% | 4.08% | -3.16% | 15.80% | 14.17% | 9.31% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KR | WMT | MCD | LOW | JPM | NVDA | AVGO | AAPL | AMZN | GOOGL | MSFT | VIG | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.40 | 0.24 | 0.29 | 0.24 | 0.15 | 0.19 | 0.17 | 0.17 | 0.18 | 0.20 | 0.37 | 0.32 | 0.33 |
| WMT | 0.40 | 1.00 | 0.36 | 0.37 | 0.28 | 0.22 | 0.22 | 0.25 | 0.27 | 0.29 | 0.33 | 0.51 | 0.42 | 0.43 |
| MCD | 0.24 | 0.36 | 1.00 | 0.36 | 0.34 | 0.26 | 0.32 | 0.31 | 0.32 | 0.35 | 0.39 | 0.56 | 0.49 | 0.51 |
| LOW | 0.29 | 0.37 | 0.36 | 1.00 | 0.42 | 0.35 | 0.37 | 0.35 | 0.38 | 0.40 | 0.41 | 0.62 | 0.60 | 0.59 |
| JPM | 0.24 | 0.28 | 0.34 | 0.42 | 1.00 | 0.36 | 0.40 | 0.36 | 0.33 | 0.41 | 0.41 | 0.64 | 0.68 | 0.69 |
| NVDA | 0.15 | 0.22 | 0.26 | 0.35 | 0.36 | 1.00 | 0.56 | 0.49 | 0.50 | 0.52 | 0.55 | 0.52 | 0.61 | 0.60 |
| AVGO | 0.19 | 0.22 | 0.32 | 0.37 | 0.40 | 0.56 | 1.00 | 0.52 | 0.45 | 0.47 | 0.50 | 0.56 | 0.63 | 0.62 |
| AAPL | 0.17 | 0.25 | 0.31 | 0.35 | 0.36 | 0.49 | 0.52 | 1.00 | 0.50 | 0.55 | 0.55 | 0.53 | 0.62 | 0.63 |
| AMZN | 0.17 | 0.27 | 0.32 | 0.38 | 0.33 | 0.50 | 0.45 | 0.50 | 1.00 | 0.64 | 0.57 | 0.52 | 0.62 | 0.62 |
| GOOGL | 0.18 | 0.29 | 0.35 | 0.40 | 0.41 | 0.52 | 0.47 | 0.55 | 0.64 | 1.00 | 0.63 | 0.61 | 0.68 | 0.69 |
| MSFT | 0.20 | 0.33 | 0.39 | 0.41 | 0.41 | 0.55 | 0.50 | 0.55 | 0.57 | 0.63 | 1.00 | 0.66 | 0.70 | 0.72 |
| VIG | 0.37 | 0.51 | 0.56 | 0.62 | 0.64 | 0.52 | 0.56 | 0.53 | 0.52 | 0.61 | 0.66 | 1.00 | 0.93 | 0.94 |
| VTI | 0.32 | 0.42 | 0.49 | 0.60 | 0.68 | 0.61 | 0.63 | 0.62 | 0.62 | 0.68 | 0.70 | 0.93 | 1.00 | 0.99 |
| VOO | 0.33 | 0.43 | 0.51 | 0.59 | 0.69 | 0.60 | 0.62 | 0.63 | 0.62 | 0.69 | 0.72 | 0.94 | 0.99 | 1.00 |
Dividend yield
2036/Roth combined portfolios. granted a 1.84% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2036/Roth combined portfolios. | 1.84% | 1.56% | 1.18% | 1.47% | 1.76% | 2.00% | 1.73% | 1.96% | 2.05% | 1.96% | 2.09% | 2.35% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.91% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
MSFT Microsoft Corporation | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.79% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.53% | 2.06% | 2.11% | 1.86% | 2.39% | 1.16% |
GOOGL Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.05% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
JPM JPMorgan Chase & Co. | 4.38% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
KR The Kroger Co. | 3.09% | 2.13% | 1.78% | 2.25% | 2.22% | 2.12% | 2.00% | 1.49% | 1.09% | 1.24% | 1.85% | 2.30% |
MCD McDonald's Corporation | 2.51% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
AVGO Broadcom Inc. | 2.65% | 3.04% | 2.33% | 3.26% | 3.97% | 3.61% | 2.33% | 1.86% | 1.53% | 1.69% | 2.40% | 2.54% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
VIG Vanguard Dividend Appreciation ETF | 2.41% | 1.97% | 1.59% | 1.70% | 1.82% | 2.25% | 2.08% | 2.42% | 2.69% | 2.30% | 2.22% | 2.91% |
LOW Lowe's Companies, Inc. | 2.81% | 1.88% | 1.11% | 1.46% | 1.83% | 2.09% | 1.80% | 1.99% | 1.54% | 1.38% | 1.62% | 2.03% |
WMT Walmart Inc. | 2.31% | 1.59% | 1.56% | 1.56% | 1.89% | 2.41% | 2.28% | 3.28% | 3.73% | 2.68% | 2.93% | 2.93% |
Expense Ratio
The 2036/Roth combined portfolios. has an expense ratio of 0.02% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.30 | ||||
MSFT Microsoft Corporation | 0.85 | ||||
AAPL Apple Inc. | 0.81 | ||||
GOOGL Alphabet Inc. | 0.47 | ||||
AMZN Amazon.com, Inc. | 0.28 | ||||
NVDA NVIDIA Corporation | 2.15 | ||||
JPM JPMorgan Chase & Co. | 0.41 | ||||
KR The Kroger Co. | -0.21 | ||||
MCD McDonald's Corporation | 1.18 | ||||
AVGO Broadcom Inc. | 1.69 | ||||
VOO Vanguard S&P 500 ETF | 0.36 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.31 | ||||
LOW Lowe's Companies, Inc. | 0.38 | ||||
WMT Walmart Inc. | 0.96 |
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 2036/Roth combined portfolios.. 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 2036/Roth combined portfolios. is 30.87%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -26.78% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -20.56% | Oct 2, 2018 | 58 | Dec 24, 2018 | 75 | Apr 12, 2019 | 133 |
| -16.72% | Feb 22, 2011 | 156 | Oct 3, 2011 | 78 | Jan 25, 2012 | 234 |
| -13.73% | Dec 30, 2015 | 30 | Feb 11, 2016 | 42 | Apr 13, 2016 | 72 |
Volatility Chart
The current 2036/Roth combined portfolios. volatility is 4.63%, 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.