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2036/Roth combined portfolios.
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 29%VTI 22%MSFT 8%KR 8%ITOT 7%AAPL 6%GOOGL 6%NVDA 5%AMZN 4%JPM 3%MCD 2%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

6%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4%

GOOGL
Alphabet Inc.
Communication Services

6%

ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities

7%

JPM
JPMorgan Chase & Co.
Financial Services

3%

KR
The Kroger Co.
Consumer Defensive

8%

MCD
McDonald's Corporation
Consumer Cyclical

2%

MSFT
Microsoft Corporation
Technology

8%

NVDA
NVIDIA Corporation
Technology

5%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

29%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

22%

S&P 500

Performance

Performance Chart

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


400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
1,118.70%
380.42%
2036/Roth combined portfolios.
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of May 25, 2024, the 2036/Roth combined portfolios. returned 17.06% Year-To-Date and 19.59% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
11.21%4.60%16.35%27.79%13.43%10.76%
2036/Roth combined portfolios.17.06%4.44%22.05%33.68%23.37%19.53%
VTI
Vanguard Total Stock Market ETF
10.78%4.01%17.25%27.61%14.83%12.14%
MSFT
Microsoft Corporation
14.81%6.06%14.03%30.23%29.35%28.65%
AAPL
Apple Inc.
-1.06%12.37%0.36%8.87%34.82%25.32%
GOOGL
Alphabet Inc.
25.27%1.77%28.28%40.43%25.66%19.92%
AMZN
Amazon.com, Inc.
18.96%0.63%22.35%50.49%14.76%27.81%
NVDA
NVIDIA Corporation
115.00%21.35%120.73%173.46%98.48%72.88%
JPM
JPMorgan Chase & Co.
19.42%3.73%32.60%50.45%16.59%16.96%
KR
The Kroger Co.
17.29%-4.00%21.59%14.75%20.79%10.37%
MCD
McDonald's Corporation
-12.46%-5.49%-7.35%-7.73%8.14%12.64%
VOO
Vanguard S&P 500 ETF
11.79%4.18%17.40%28.05%15.68%12.75%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
10.69%3.96%17.30%27.63%14.79%12.23%

Monthly Returns

The table below presents the monthly returns of 2036/Roth combined portfolios., with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.45%6.34%4.73%-3.35%17.06%
20238.28%-1.10%7.38%1.96%3.77%6.06%3.79%-1.47%-5.22%-1.28%8.98%4.25%40.28%
2022-6.13%-1.76%5.46%-10.99%-0.36%-8.63%9.80%-4.45%-10.14%7.11%5.92%-7.39%-21.93%
20210.78%1.97%3.86%6.28%0.41%4.56%2.93%5.01%-5.61%7.78%1.63%3.00%37.09%
20201.16%-5.83%-9.22%13.00%5.37%4.02%6.34%9.16%-4.67%-2.24%9.64%3.37%31.31%
20197.21%3.43%2.17%4.91%-7.97%6.50%2.21%-0.52%2.82%2.92%4.85%4.08%36.78%
20188.09%-3.10%-3.72%0.94%3.64%1.58%4.13%5.68%-0.43%-7.30%-0.09%-9.16%-1.23%
20172.23%2.77%0.61%1.62%3.94%-1.81%3.05%0.51%0.67%5.15%4.31%1.26%26.95%
2016-5.57%-0.88%6.81%-1.70%4.44%-0.62%5.19%0.61%1.15%-0.36%4.46%3.79%17.95%
2015-1.66%6.70%-1.37%2.18%1.31%-2.21%4.42%-5.27%-0.80%10.22%1.89%-0.20%15.20%
2014-3.59%5.70%0.76%0.54%2.95%2.20%-1.16%4.68%-1.10%2.47%3.72%-0.82%17.16%
20133.94%1.98%3.62%3.23%3.02%-1.43%5.20%-2.13%3.76%5.74%3.65%1.62%36.99%

Expense Ratio

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.


Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of 2036/Roth combined portfolios. is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 2036/Roth combined portfolios. is 8888
2036/Roth combined portfolios.
The Sharpe Ratio Rank of 2036/Roth combined portfolios. is 8989Sharpe Ratio Rank
The Sortino Ratio Rank of 2036/Roth combined portfolios. is 9191Sortino Ratio Rank
The Omega Ratio Rank of 2036/Roth combined portfolios. is 9191Omega Ratio Rank
The Calmar Ratio Rank of 2036/Roth combined portfolios. is 8989Calmar Ratio Rank
The Martin Ratio Rank of 2036/Roth combined portfolios. is 8383Martin 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.


2036/Roth combined portfolios.
Sharpe ratio
The chart of Sharpe ratio for 2036/Roth combined portfolios., currently valued at 2.99, compared to the broader market0.002.004.006.002.99
Sortino ratio
The chart of Sortino ratio for 2036/Roth combined portfolios., currently valued at 4.21, compared to the broader market-2.000.002.004.006.004.21
Omega ratio
The chart of Omega ratio for 2036/Roth combined portfolios., currently valued at 1.53, compared to the broader market0.801.001.201.401.601.801.53
Calmar ratio
The chart of Calmar ratio for 2036/Roth combined portfolios., currently valued at 3.98, compared to the broader market0.002.004.006.008.0010.003.98
Martin ratio
The chart of Martin ratio for 2036/Roth combined portfolios., currently valued at 13.60, compared to the broader market0.0010.0020.0030.0040.0050.0013.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.002.004.006.008.0010.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0010.0020.0030.0040.0050.009.59

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.553.571.442.159.47
MSFT
Microsoft Corporation
1.812.441.302.947.15
AAPL
Apple Inc.
0.550.901.110.671.34
GOOGL
Alphabet Inc.
1.592.141.302.019.31
AMZN
Amazon.com, Inc.
1.932.761.341.4311.52
NVDA
NVIDIA Corporation
4.965.371.6712.5736.11
JPM
JPMorgan Chase & Co.
3.083.691.563.0211.80
KR
The Kroger Co.
0.460.831.100.331.46
MCD
McDonald's Corporation
-0.52-0.620.92-0.45-1.11
VOO
Vanguard S&P 500 ETF
2.693.781.472.6510.63
ITOT
iShares Core S&P Total U.S. Stock Market ETF
2.543.561.442.159.39

Sharpe Ratio

The current 2036/Roth combined portfolios. Sharpe ratio is 2.99. 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 1.76 to 2.68, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 2036/Roth combined portfolios. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.99
2.52
2036/Roth combined portfolios.
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2036/Roth combined portfolios. granted a 1.14% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2036/Roth combined portfolios.1.14%1.24%1.40%1.04%1.27%1.51%1.72%1.49%1.67%1.74%1.70%1.79%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc.
0.51%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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
0.00%0.00%0.01%0.01%0.01%0.03%0.05%0.03%0.05%0.12%0.17%0.19%
JPM
JPMorgan Chase & Co.
2.12%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
KR
The Kroger Co.
2.19%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%1.39%2.12%3.11%
MCD
McDonald's Corporation
2.47%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
VOO
Vanguard S&P 500 ETF
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.30%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.31%
2036/Roth combined portfolios.
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2036/Roth combined portfolios.. 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 2036/Roth combined portfolios. was 29.60%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.6%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-26.63%Dec 28, 2021202Oct 14, 2022178Jul 3, 2023380
-21.45%Oct 4, 201856Dec 24, 2018137Jul 12, 2019193
-16.49%Feb 18, 2011157Oct 3, 201178Jan 25, 2012235
-13.72%Dec 30, 201530Feb 11, 201673May 26, 2016103

Volatility

Volatility Chart

The current 2036/Roth combined portfolios. volatility is 3.41%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.41%
3.10%
2036/Roth combined portfolios.
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.

KRMCDJPMNVDAAAPLAMZNGOOGLMSFTITOTVTIVOO
KR1.000.240.240.140.150.160.160.190.310.310.31
MCD0.241.000.340.240.300.300.340.380.480.490.50
JPM0.240.341.000.350.340.320.400.390.670.670.68
NVDA0.140.240.351.000.480.500.510.550.600.600.60
AAPL0.150.300.340.481.000.500.540.550.620.620.63
AMZN0.160.300.320.500.501.000.640.570.610.620.62
GOOGL0.160.340.400.510.540.641.000.630.670.670.69
MSFT0.190.380.390.550.550.570.631.000.700.700.72
ITOT0.310.480.670.600.620.610.670.701.000.990.99
VTI0.310.490.670.600.620.620.670.700.991.000.99
VOO0.310.500.680.600.630.620.690.720.990.991.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010