Портфель ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Портфель ETF, 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 Портфель ETF returned 9.64% Year-To-Date and 9.41% 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% | 6.09% | 1.14% | 9.10% | 9.96% |
| Портфель ETF | 0.65% | 9.64% | 7.02% | 0.62% | 8.02% | 9.41% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 1.00% | 9.42% | 6.02% | 1.86% | 10.00% | 11.51% |
VOOG Vanguard S&P 500 Growth ETF | 3.04% | 14.58% | 9.79% | 2.06% | 11.69% | 13.53% |
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 6.97% | 2.84% | 10.99% | 12.03% |
VXUS Vanguard Total International Stock ETF | -1.65% | 7.21% | 7.87% | 0.77% | 2.70% | 4.38% |
BND Vanguard Total Bond Market ETF | -2.14% | 1.64% | 1.22% | -3.69% | 0.58% | 1.25% |
BNDX Vanguard Total International Bond ETF | -1.02% | 2.56% | 0.29% | -3.19% | 0.20% | 1.76% |
VNQ Vanguard Real Estate ETF | -4.80% | -2.89% | -4.11% | -17.62% | 3.85% | 5.36% |
QQQ Invesco QQQ | 8.01% | 31.04% | 23.72% | 13.58% | 16.28% | 18.05% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BNDX | BND | VNQ | VXUS | QQQ | VOOG | VOO | VTI | |
|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.69 | 0.15 | -0.04 | -0.00 | -0.01 | -0.05 | -0.05 |
| BND | 0.69 | 1.00 | 0.18 | -0.05 | -0.04 | -0.04 | -0.08 | -0.09 |
| VNQ | 0.15 | 0.18 | 1.00 | 0.52 | 0.49 | 0.57 | 0.61 | 0.62 |
| VXUS | -0.04 | -0.05 | 0.52 | 1.00 | 0.72 | 0.76 | 0.81 | 0.82 |
| QQQ | -0.00 | -0.04 | 0.49 | 0.72 | 1.00 | 0.96 | 0.90 | 0.89 |
| VOOG | -0.01 | -0.04 | 0.57 | 0.76 | 0.96 | 1.00 | 0.95 | 0.94 |
| VOO | -0.05 | -0.08 | 0.61 | 0.81 | 0.90 | 0.95 | 1.00 | 0.99 |
| VTI | -0.05 | -0.09 | 0.62 | 0.82 | 0.89 | 0.94 | 0.99 | 1.00 |
Dividend yield
Портфель ETF granted a 2.26% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель ETF | 2.26% | 1.96% | 1.77% | 1.71% | 2.31% | 2.61% | 2.33% | 2.58% | 2.55% | 2.61% | 2.53% | 2.76% |
| 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% |
VOOG Vanguard S&P 500 Growth ETF | 1.10% | 0.94% | 0.54% | 0.90% | 1.29% | 1.40% | 1.40% | 1.57% | 1.70% | 1.42% | 1.64% | 1.99% |
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% |
VXUS Vanguard Total International Stock ETF | 3.11% | 3.10% | 3.20% | 2.28% | 3.34% | 3.58% | 3.17% | 3.50% | 3.48% | 4.30% | 3.52% | 3.98% |
BND Vanguard Total Bond Market ETF | 3.55% | 2.62% | 2.04% | 2.34% | 2.93% | 3.12% | 2.90% | 2.94% | 3.09% | 3.43% | 3.52% | 4.21% |
BNDX Vanguard Total International Bond ETF | 2.03% | 1.52% | 3.81% | 1.17% | 3.64% | 3.33% | 2.54% | 2.21% | 1.93% | 1.86% | 1.06% | 0.00% |
VNQ Vanguard Real Estate ETF | 5.04% | 3.95% | 2.68% | 4.23% | 3.81% | 5.51% | 5.15% | 6.12% | 5.22% | 4.99% | 6.23% | 5.35% |
QQQ Invesco QQQ | 0.75% | 0.80% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.38% |
Expense Ratio
The Портфель ETF has an expense ratio of 0.07% 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 | ||||
VOOG Vanguard S&P 500 Growth ETF | 0.32 | ||||
VOO Vanguard S&P 500 ETF | 0.36 | ||||
VXUS Vanguard Total International Stock ETF | 0.18 | ||||
BND Vanguard Total Bond Market ETF | -0.43 | ||||
BNDX Vanguard Total International Bond ETF | -0.45 | ||||
VNQ Vanguard Real Estate ETF | -0.63 | ||||
QQQ Invesco QQQ | 0.75 |
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 Портфель ETF. 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 Портфель ETF is 28.85%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -15.37% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -12.21% | Apr 27, 2015 | 202 | Feb 11, 2016 | 79 | Jun 6, 2016 | 281 |
| -8.51% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility Chart
The current Портфель ETF volatility is 3.10%, 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.