Current portfolio no bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 4% | |
ETH-USD Ethereum | 4% | |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | Large Cap Blend Equities | 82% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | REIT | 10% |
Performance
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
Returns
As of Jun 2, 2023, the Current portfolio no bonds returned 12.70% Year-To-Date and 18.46% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 4.68% | 11.53% | 5.17% | 2.53% | 6.39% | 6.59% |
| Current portfolio no bonds | 2.37% | 12.88% | 6.52% | 1.72% | 9.60% | 18.47% |
| Portfolio components: | ||||||
VGENX Vanguard Energy Fund Investor Shares | -2.22% | -4.52% | -6.55% | -5.48% | -1.17% | 1.67% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -1.14% | -1.96% | -6.43% | -16.26% | 2.74% | 2.90% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 3.34% | 9.82% | 3.48% | 1.72% | 6.78% | 7.35% |
SHY iShares 1-3 Year Treasury Bond ETF | -0.85% | 1.35% | 1.27% | -0.01% | 0.63% | 0.47% |
BTC-USD Bitcoin | -6.06% | 64.68% | 59.46% | -10.59% | 19.02% | 49.79% |
ETH-USD Ethereum | 0.14% | 59.37% | 47.36% | 3.81% | 16.83% | 77.98% |
BND Vanguard Total Bond Market ETF | -1.81% | 2.35% | 0.27% | -2.11% | 0.53% | 0.70% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ETH-USD | BTC-USD | SHY | BND | VGSLX | VGENX | VTSAX | |
|---|---|---|---|---|---|---|---|
| ETH-USD | 1.00 | 0.62 | 0.01 | 0.02 | 0.06 | 0.11 | 0.14 |
| BTC-USD | 0.62 | 1.00 | 0.01 | 0.03 | 0.09 | 0.10 | 0.14 |
| SHY | 0.01 | 0.01 | 1.00 | 0.70 | 0.09 | -0.16 | -0.13 |
| BND | 0.02 | 0.03 | 0.70 | 1.00 | 0.15 | -0.16 | -0.07 |
| VGSLX | 0.06 | 0.09 | 0.09 | 0.15 | 1.00 | 0.36 | 0.58 |
| VGENX | 0.11 | 0.10 | -0.16 | -0.16 | 0.36 | 1.00 | 0.60 |
| VTSAX | 0.14 | 0.14 | -0.13 | -0.07 | 0.58 | 0.60 | 1.00 |
Dividend yield
Current portfolio no bonds granted a 2.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Current portfolio no bonds | 2.05% | 1.76% | 1.28% | 1.62% | 1.90% | 2.34% | 2.05% | 2.36% | 2.36% | 2.17% | 2.31% | 2.64% |
| Portfolio components: | ||||||||||||
VGENX Vanguard Energy Fund Investor Shares | 5.07% | 4.64% | 3.80% | 4.85% | 3.75% | 3.48% | 3.57% | 2.29% | 3.32% | 10.07% | 5.21% | 5.80% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.99% | 3.95% | 2.68% | 4.23% | 3.80% | 5.50% | 5.14% | 6.11% | 5.21% | 4.98% | 6.21% | 5.33% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.89% | 1.66% | 1.23% | 1.46% | 1.86% | 2.18% | 1.87% | 2.14% | 2.25% | 2.04% | 2.05% | 2.56% |
SHY iShares 1-3 Year Treasury Bond ETF | 2.38% | 1.32% | 0.27% | 0.97% | 2.20% | 1.82% | 1.06% | 0.78% | 0.59% | 0.40% | 0.29% | 0.41% |
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 | 3.79% | 2.63% | 2.04% | 2.34% | 2.94% | 3.13% | 2.91% | 2.95% | 3.10% | 3.44% | 3.53% | 4.22% |
Expense Ratio
The Current portfolio no bonds has an expense ratio of 0.04% 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 | |
|---|---|---|---|---|---|
VGENX Vanguard Energy Fund Investor Shares | -0.22 | ||||
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.65 | ||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.14 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | 0.00 | ||||
BTC-USD Bitcoin | 1.00 | ||||
ETH-USD Ethereum | 0.85 | ||||
BND Vanguard Total Bond Market ETF | -0.25 |
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 Current portfolio no bonds. 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 Current portfolio no bonds is 37.03%, recorded on Mar 23, 2020. It took 142 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.03% | Feb 15, 2020 | 38 | Mar 23, 2020 | 142 | Aug 12, 2020 | 180 |
| -30.2% | Nov 9, 2021 | 341 | Oct 15, 2022 | — | — | — |
| -24.21% | Jan 29, 2018 | 331 | Dec 25, 2018 | 171 | Jun 14, 2019 | 502 |
| -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 Chart
The current Current portfolio no bonds volatility is 2.91%, 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.