Current portfolio no bonds
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in Current portfolio no bonds, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Current portfolio no bonds | 15.18% | 0.35% | 13.75% | 24.93% | 18.12% | N/A |
| Portfolio components: | ||||||
VGENX Vanguard Energy Fund Investor Shares | 10.86% | 2.18% | 13.69% | 15.10% | 6.36% | 0.20% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.77% | 6.91% | 5.81% | 8.37% | 3.77% | 5.56% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.33% | 12.04% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.89% | 0.87% | 1.79% | 4.96% | 1.07% | 1.08% |
BTC-USD Bitcoin | 55.63% | 8.17% | 57.30% | 125.18% | 47.15% | 60.34% |
ETH-USD Ethereum | 39.14% | -5.79% | 40.02% | 70.64% | 72.00% | N/A |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.45% | 8.25% | 4.02% | -5.75% | 5.68% | 2.14% | 15.18% | ||||||
| 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% | 3.95% | -9.16% | -2.32% | -10.21% | 11.55% | -4.61% | -9.66% | 7.99% | 3.48% | -5.78% | -23.85% |
| 2021 | 3.35% | 4.97% | 7.25% | 6.78% | -0.99% | 1.25% | 3.07% | 4.74% | -5.31% | 9.70% | -1.33% | 1.78% | 40.27% |
| 2020 | 2.75% | -6.46% | -16.64% | 15.40% | 5.54% | 1.84% | 7.98% | 7.38% | -4.53% | -0.67% | 15.52% | 7.98% | 36.32% |
| 2019 | 7.21% | 4.18% | 1.99% | 5.02% | 0.61% | 9.12% | 0.19% | -2.03% | 1.38% | 2.38% | 1.46% | 1.75% | 38.15% |
| 2018 | 4.72% | -5.08% | -4.90% | 4.48% | 0.71% | -0.82% | 3.50% | 1.26% | -0.79% | -7.10% | -0.94% | -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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Current portfolio no bonds is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 1.84 | 2.62 | 1.32 | 1.06 | 8.97 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.33 | 1.91 | 1.24 | 0.23 | 4.35 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 2.91 | 3.95 | 1.54 | 1.85 | 21.58 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.72 | 4.22 | 1.57 | 0.34 | 16.26 |
BTC-USD Bitcoin | 2.64 | 3.04 | 1.32 | 1.59 | 14.62 |
ETH-USD Ethereum | 1.67 | 2.33 | 1.24 | 0.84 | 7.28 |
BND Vanguard Total Bond Market ETF | 1.37 | 1.99 | 1.24 | 0.10 | 4.90 |
Dividends
Dividend yield
Current portfolio no bonds granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current portfolio no bonds | 1.52% | 1.57% | 1.75% | 1.24% | 1.55% | 1.79% | 2.14% | 1.83% | 2.06% | 2.01% | 1.81% | 1.86% |
| Portfolio components: | ||||||||||||
VGENX Vanguard Energy Fund Investor Shares | 9.82% | 6.83% | 4.63% | 3.63% | 4.46% | 3.30% | 2.96% | 2.96% | 1.84% | 2.62% | 7.75% | 3.73% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.04% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.55% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
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 | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
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 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 37.03%, occurring on Mar 23, 2020. Recovery took 142 trading sessions.
The current Current portfolio no bonds drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.03% | 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 |
| -24.21% | Jan 29, 2018 | 331 | Dec 25, 2018 | 170 | Jun 13, 2019 | 501 |
| -11.98% | Aug 8, 2015 | 18 | Aug 25, 2015 | 65 | Oct 29, 2015 | 83 |
| -10.86% | Mar 14, 2016 | 14 | Mar 27, 2016 | 78 | Jun 13, 2016 | 92 |
Volatility
Volatility Chart
The current Current portfolio no bonds volatility is 3.56%, 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.
Diversification
Asset Correlations Table
| BTC-USD | ETH-USD | SHY | BND | VGENX | VGSLX | VTSAX | |
|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.63 | 0.00 | 0.03 | 0.09 | 0.09 | 0.14 |
| ETH-USD | 0.63 | 1.00 | 0.02 | 0.03 | 0.10 | 0.07 | 0.15 |
| SHY | 0.00 | 0.02 | 1.00 | 0.71 | -0.13 | 0.12 | -0.08 |
| BND | 0.03 | 0.03 | 0.71 | 1.00 | -0.11 | 0.19 | -0.02 |
| VGENX | 0.09 | 0.10 | -0.13 | -0.11 | 1.00 | 0.37 | 0.57 |
| VGSLX | 0.09 | 0.07 | 0.12 | 0.19 | 0.37 | 1.00 | 0.58 |
| VTSAX | 0.14 | 0.15 | -0.08 | -0.02 | 0.57 | 0.58 | 1.00 |