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Current portfolio no bonds

Last updated Jun 2, 2023

Asset Allocation


BTC-USD 4%ETH-USD 4%VTSAX 82%VGSLX 10%CryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate

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


-5.00%0.00%5.00%2023FebruaryMarchAprilMayJune
6.70%
5.17%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark4.68%11.53%5.17%2.53%6.39%6.59%
Current portfolio no bonds2.37%12.88%6.52%1.72%9.60%18.47%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ETH-USDBTC-USDSHYBNDVGSLXVGENXVTSAX
ETH-USD1.000.620.010.020.060.110.14
BTC-USD0.621.000.010.030.090.100.14
SHY0.010.011.000.700.09-0.16-0.13
BND0.020.030.701.000.15-0.16-0.07
VGSLX0.060.090.090.151.000.360.58
VGENX0.110.10-0.16-0.160.361.000.60
VTSAX0.140.14-0.13-0.070.580.601.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Current portfolio no bonds Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.002023FebruaryMarchAprilMayJune
0.93
0.98
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

Dividend yield

Current portfolio no bonds granted a 2.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Current portfolio no bonds2.05%1.76%1.28%1.62%1.90%2.34%2.05%2.36%2.36%2.17%2.31%2.64%
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.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-16.38%
-10.72%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

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, 202038Mar 23, 2020142Aug 12, 2020180
-30.2%Nov 9, 2021341Oct 15, 2022
-24.21%Jan 29, 2018331Dec 25, 2018171Jun 14, 2019502
-11.98%Aug 8, 201518Aug 25, 201565Oct 29, 201583
-10.86%Mar 14, 201614Mar 27, 201678Jun 13, 201692

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.


2.00%3.00%4.00%5.00%6.00%2023FebruaryMarchAprilMayJune
2.91%
3.28%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components