Портфель ETF + Акции
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Портфель ETF + Акции, 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
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns
As of Dec 2, 2023, the Портфель ETF + Акции returned 23.06% Year-To-Date and 11.46% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Портфель ETF + Акции | 23.06% | 6.37% | 6.62% | 15.95% | 11.45% | 11.46% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 20.72% | 9.25% | 8.07% | 13.58% | 11.92% | 11.34% |
VOOG Vanguard S&P 500 Growth ETF | 25.70% | 7.87% | 7.77% | 15.96% | 13.35% | 13.24% |
VOO Vanguard S&P 500 ETF | 21.50% | 8.61% | 8.10% | 14.52% | 12.67% | 11.94% |
VXUS Vanguard Total International Stock ETF | 11.28% | 8.16% | 2.65% | 8.33% | 5.45% | 3.97% |
BND Vanguard Total Bond Market ETF | 2.86% | 4.38% | 0.50% | 1.19% | 0.87% | 1.43% |
BNDX Vanguard Total International Bond ETF | 6.03% | 3.48% | 2.47% | 2.53% | 0.64% | 2.10% |
VNQ Vanguard Real Estate ETF | 4.71% | 14.13% | 4.33% | -0.35% | 4.21% | 6.78% |
QQQ Invesco QQQ | 47.08% | 9.24% | 10.26% | 33.66% | 19.00% | 17.47% |
AAPL Apple Inc. | 48.01% | 10.07% | 5.97% | 29.67% | 34.94% | 26.90% |
MSFT Microsoft Corporation | 57.55% | 8.44% | 12.12% | 48.35% | 28.94% | 27.84% |
AMZN Amazon.com, Inc. | 75.04% | 7.32% | 18.33% | 53.96% | 11.73% | 22.60% |
GOOGL Alphabet Inc. | 49.45% | 4.28% | 5.77% | 30.57% | 18.94% | 17.50% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.63% | 4.93% | 2.91% | -1.68% | -4.58% | -1.87% | 8.75% |
Dividend yield
Портфель ETF + Акции granted a 1.76% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель ETF + Акции | 1.76% | 1.76% | 1.54% | 1.47% | 1.95% | 2.18% | 1.90% | 2.08% | 2.01% | 2.01% | 1.91% | 2.02% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
VOOG Vanguard S&P 500 Growth ETF | 1.03% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% | 1.75% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
VXUS Vanguard Total International Stock ETF | 2.94% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% | 2.96% |
BND Vanguard Total Bond Market ETF | 3.11% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% | 3.24% |
BNDX Vanguard Total International Bond ETF | 2.10% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% | 0.00% |
VNQ Vanguard Real Estate ETF | 4.28% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% | 3.56% |
QQQ Invesco QQQ | 0.56% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% | 1.26% |
AAPL Apple Inc. | 0.50% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% | 1.00% |
MSFT Microsoft Corporation | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
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% |
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% |
Expense Ratio
The Портфель ETF + Акции 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.96 | ||||
VOOG Vanguard S&P 500 Growth ETF | 1.12 | ||||
VOO Vanguard S&P 500 ETF | 1.06 | ||||
VXUS Vanguard Total International Stock ETF | 0.66 | ||||
BND Vanguard Total Bond Market ETF | 0.27 | ||||
BNDX Vanguard Total International Bond ETF | 0.55 | ||||
VNQ Vanguard Real Estate ETF | -0.03 | ||||
QQQ Invesco QQQ | 1.80 | ||||
AAPL Apple Inc. | 1.38 | ||||
MSFT Microsoft Corporation | 1.86 | ||||
AMZN Amazon.com, Inc. | 1.54 | ||||
GOOGL Alphabet Inc. | 1.00 |
Asset Correlations Table
| BNDX | BND | VNQ | AAPL | AMZN | VXUS | GOOGL | MSFT | VTI | VOO | QQQ | VOOG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.71 | 0.16 | 0.00 | 0.03 | -0.03 | 0.02 | 0.04 | -0.04 | -0.03 | 0.01 | 0.00 |
| BND | 0.71 | 1.00 | 0.19 | -0.03 | 0.02 | -0.02 | -0.01 | 0.01 | -0.06 | -0.06 | -0.02 | -0.02 |
| VNQ | 0.16 | 0.19 | 1.00 | 0.35 | 0.34 | 0.52 | 0.39 | 0.41 | 0.62 | 0.61 | 0.49 | 0.56 |
| AAPL | 0.00 | -0.03 | 0.35 | 1.00 | 0.54 | 0.53 | 0.57 | 0.59 | 0.65 | 0.67 | 0.77 | 0.73 |
| AMZN | 0.03 | 0.02 | 0.34 | 0.54 | 1.00 | 0.51 | 0.67 | 0.60 | 0.63 | 0.64 | 0.76 | 0.71 |
| VXUS | -0.03 | -0.02 | 0.52 | 0.53 | 0.51 | 1.00 | 0.57 | 0.56 | 0.82 | 0.81 | 0.72 | 0.76 |
| GOOGL | 0.02 | -0.01 | 0.39 | 0.57 | 0.67 | 0.57 | 1.00 | 0.67 | 0.69 | 0.71 | 0.79 | 0.77 |
| MSFT | 0.04 | 0.01 | 0.41 | 0.59 | 0.60 | 0.56 | 0.67 | 1.00 | 0.71 | 0.73 | 0.80 | 0.79 |
| VTI | -0.04 | -0.06 | 0.62 | 0.65 | 0.63 | 0.82 | 0.69 | 0.71 | 1.00 | 0.99 | 0.89 | 0.94 |
| VOO | -0.03 | -0.06 | 0.61 | 0.67 | 0.64 | 0.81 | 0.71 | 0.73 | 0.99 | 1.00 | 0.90 | 0.95 |
| QQQ | 0.01 | -0.02 | 0.49 | 0.77 | 0.76 | 0.72 | 0.79 | 0.80 | 0.89 | 0.90 | 1.00 | 0.96 |
| VOOG | 0.00 | -0.02 | 0.56 | 0.73 | 0.71 | 0.76 | 0.77 | 0.79 | 0.94 | 0.95 | 0.96 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель ETF + Акции. 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 Портфель ETF + Акции was 28.30%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -27.16% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -16.75% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -11.87% | Dec 2, 2015 | 49 | Feb 11, 2016 | 45 | Apr 18, 2016 | 94 |
| -10.17% | Jul 21, 2015 | 26 | Aug 25, 2015 | 45 | Oct 28, 2015 | 71 |
Volatility Chart
The current Портфель ETF + Акции volatility is 2.83%, 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.