Current portfolio no bonds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 0% |
BTC-USD Bitcoin | 4% | |
ETH-USD Ethereum | 4% | |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 0% |
VGENX Vanguard Energy Fund Investor Shares | Energy Equities | 0% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | REIT | 10% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 82% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Current portfolio no bonds | -3.20% | 10.53% | -4.13% | 11.48% | 20.62% | N/A |
| Portfolio components: | ||||||
VGENX Vanguard Energy Fund Investor Shares | 4.96% | 6.08% | -9.60% | -6.17% | 12.09% | 1.08% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.39% | 7.22% | -5.79% | 11.28% | 7.70% | 5.33% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.66% | 8.09% | -5.58% | 9.22% | 15.24% | 11.77% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.20% | 2.50% | 5.59% | 1.06% | 1.40% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
ETH-USD Ethereum | -29.62% | 54.05% | -25.09% | -19.39% | 66.08% | N/A |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
Monthly Returns
The table below presents the monthly returns of Current portfolio no bonds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.05% | -3.19% | -5.73% | -0.29% | 3.22% | -3.20% | |||||||
| 2024 | 0.45% | 8.25% | 4.02% | -5.75% | 5.68% | 2.14% | 2.16% | 1.13% | 2.40% | -0.68% | 9.26% | -3.87% | 27.01% |
| 2023 | 9.59% | -2.40% | 3.79% | 1.12% | -0.35% | 6.77% | 2.80% | -2.78% | -4.52% | -1.02% | 9.76% | 6.33% | 31.66% |
| 2022 | -7.51% | -1.79% | 3.96% | -9.16% | -2.31% | -10.20% | 11.55% | -4.61% | -9.66% | 7.99% | 3.48% | -5.78% | -23.84% |
| 2021 | 3.36% | 4.97% | 7.25% | 6.76% | -0.98% | 1.25% | 3.07% | 4.74% | -5.30% | 9.70% | -1.33% | 1.77% | 40.27% |
| 2020 | 2.76% | -6.46% | -16.64% | 15.40% | 5.54% | 1.82% | 8.00% | 7.39% | -4.53% | -0.68% | 15.50% | 8.01% | 36.34% |
| 2019 | 7.21% | 4.18% | 1.96% | 5.05% | 0.62% | 9.12% | 0.19% | -2.03% | 1.38% | 2.37% | 1.47% | 1.74% | 38.13% |
| 2018 | 4.72% | -5.08% | -4.90% | 4.48% | 0.70% | -0.82% | 3.50% | 1.27% | -0.80% | -7.16% | -0.88% | -8.61% | -13.75% |
| 2017 | 2.96% | 6.62% | 15.52% | 4.17% | 15.42% | 6.06% | 1.08% | 5.30% | 0.30% | 3.78% | 8.04% | 7.00% | 107.11% |
| 2016 | 0.52% | 18.29% | 25.87% | -0.28% | 4.28% | 1.59% | 3.17% | -0.50% | 0.63% | -2.46% | 3.05% | 3.23% | 69.49% |
| 2015 | -7.26% | -2.77% | 9.36% | 1.11% | -0.42% | -0.71% |
Expense Ratio
Current portfolio no bonds has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current portfolio no bonds is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VGENX Vanguard Energy Fund Investor Shares | -0.34 | -0.62 | 0.89 | -0.17 | -1.31 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.61 | -0.32 | 0.96 | 0.51 | -0.91 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.48 | 0.24 | 1.03 | 0.01 | 0.22 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.31 | 3.83 | 1.48 | 0.53 | 9.52 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
ETH-USD Ethereum | -0.31 | 0.35 | 1.04 | 0.03 | -0.32 |
BND Vanguard Total Bond Market ETF | 0.99 | 0.18 | 1.02 | 0.00 | 0.22 |
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Dividends
Dividend yield
Current portfolio no bonds provided a 1.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.42% | 1.57% | 1.75% | 1.24% | 1.55% | 1.79% | 2.14% | 1.83% | 2.06% | 2.01% | 1.81% |
| Portfolio components: | ||||||||||||
VGENX Vanguard Energy Fund Investor Shares | 3.68% | 3.91% | 4.20% | 4.63% | 3.63% | 4.46% | 3.30% | 2.97% | 2.96% | 1.84% | 2.62% | 2.92% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.10% | 3.85% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.34% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Current portfolio no bonds. 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 Current portfolio no bonds was 37.05%, occurring on Mar 23, 2020. Recovery took 142 trading sessions.
The current Current portfolio no bonds drawdown is 8.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.05% | Feb 15, 2020 | 38 | Mar 23, 2020 | 142 | Aug 12, 2020 | 180 |
| -30.19% | Nov 9, 2021 | 341 | Oct 15, 2022 | 480 | Feb 7, 2024 | 821 |
| -24.22% | Jan 29, 2018 | 331 | Dec 25, 2018 | 170 | Jun 13, 2019 | 501 |
| -21.02% | Dec 9, 2024 | 121 | Apr 8, 2025 | — | — | — |
| -11.98% | Aug 8, 2015 | 18 | Aug 25, 2015 | 65 | Oct 29, 2015 | 83 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 1.46, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | SHY | BTC-USD | ETH-USD | VGENX | VGSLX | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | -0.08 | 0.19 | 0.21 | 0.59 | 0.61 | 0.99 | 0.87 |
| BND | -0.00 | 1.00 | 0.71 | 0.03 | 0.03 | -0.09 | 0.20 | -0.01 | 0.02 |
| SHY | -0.08 | 0.71 | 1.00 | 0.00 | 0.01 | -0.11 | 0.12 | -0.08 | -0.05 |
| BTC-USD | 0.19 | 0.03 | 0.00 | 1.00 | 0.64 | 0.10 | 0.10 | 0.16 | 0.50 |
| ETH-USD | 0.21 | 0.03 | 0.01 | 0.64 | 1.00 | 0.11 | 0.08 | 0.17 | 0.57 |
| VGENX | 0.59 | -0.09 | -0.11 | 0.10 | 0.11 | 1.00 | 0.37 | 0.56 | 0.47 |
| VGSLX | 0.61 | 0.20 | 0.12 | 0.10 | 0.08 | 0.37 | 1.00 | 0.57 | 0.54 |
| VTSAX | 0.99 | -0.01 | -0.08 | 0.16 | 0.17 | 0.56 | 0.57 | 1.00 | 0.80 |
| Portfolio | 0.87 | 0.02 | -0.05 | 0.50 | 0.57 | 0.47 | 0.54 | 0.80 | 1.00 |