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Current portfolio no bonds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BTC-USD 4%ETH-USD 4%VTSAX 82%VGSLX 10%BondBondCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
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%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
15.21%
14.93%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%3.01%14.93%25.67%13.42%10.85%
Current portfolio no bonds14.94%1.68%15.21%30.19%18.37%N/A
VGENX
Vanguard Energy Fund Investor Shares
7.60%-2.19%7.64%20.01%5.34%-0.24%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-4.02%2.69%-3.30%9.31%2.66%5.21%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
13.50%2.49%13.82%26.27%14.30%12.20%
SHY
iShares 1-3 Year Treasury Bond ETF
1.08%0.66%1.20%4.10%0.89%1.00%
BTC-USD
Bitcoin
49.49%-7.80%46.88%106.82%39.89%59.82%
ETH-USD
Ethereum
49.84%-8.27%50.89%82.22%60.79%N/A
BND
Vanguard Total Bond Market ETF
0.07%1.50%0.33%3.06%-0.12%1.38%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.45%8.25%4.02%-5.75%5.69%14.94%
20239.59%-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%
20213.35%4.97%7.25%6.78%-0.99%1.25%3.07%4.74%-5.31%9.70%-1.33%1.78%40.27%
20202.75%-6.46%-16.64%15.40%5.54%1.84%7.98%7.38%-4.53%-0.67%15.52%7.98%36.32%
20197.21%4.18%1.99%5.02%0.61%9.12%0.19%-2.03%1.38%2.38%1.46%1.75%38.15%
20184.72%-5.08%-4.90%4.48%0.70%-0.82%3.50%1.26%-0.79%-7.10%-0.94%-8.61%-13.75%
20172.96%6.62%15.52%4.17%15.42%6.06%1.08%5.30%0.30%3.78%8.04%7.00%107.11%
20160.52%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 to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VGENX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for SHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VGSLX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Current portfolio no bonds is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Current portfolio no bonds is 8383
Current portfolio no bonds
The Sharpe Ratio Rank of Current portfolio no bonds is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of Current portfolio no bonds is 9696Sortino Ratio Rank
The Omega Ratio Rank of Current portfolio no bonds is 9696Omega Ratio Rank
The Calmar Ratio Rank of Current portfolio no bonds is 3232Calmar Ratio Rank
The Martin Ratio Rank of Current portfolio no bonds is 9595Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Current portfolio no bonds
Sharpe ratio
The chart of Sharpe ratio for Current portfolio no bonds, currently valued at 4.00, compared to the broader market0.002.004.004.00
Sortino ratio
The chart of Sortino ratio for Current portfolio no bonds, currently valued at 5.37, compared to the broader market-2.000.002.004.006.005.37
Omega ratio
The chart of Omega ratio for Current portfolio no bonds, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.801.64
Calmar ratio
The chart of Calmar ratio for Current portfolio no bonds, currently valued at 1.09, compared to the broader market0.002.004.006.008.0010.001.09
Martin ratio
The chart of Martin ratio for Current portfolio no bonds, currently valued at 26.22, compared to the broader market0.0010.0020.0030.0040.0050.0026.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGENX
Vanguard Energy Fund Investor Shares
1.031.541.180.515.15
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
1.041.621.200.163.93
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
3.474.861.641.0423.35
SHY
iShares 1-3 Year Treasury Bond ETF
2.513.931.510.2416.05
BTC-USD
Bitcoin
4.554.301.472.5932.18
ETH-USD
Ethereum
3.503.691.391.9217.54
BND
Vanguard Total Bond Market ETF
1.582.321.270.126.21

Sharpe Ratio

The current Current portfolio no bonds Sharpe ratio is 4.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.43, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Current portfolio no bonds with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.002024FebruaryMarchAprilMayJune
4.00
2.24
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Current portfolio no bonds granted a 1.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Current portfolio no bonds1.23%1.57%1.75%1.24%1.55%1.79%2.14%1.83%2.06%2.01%1.81%1.86%
VGENX
Vanguard Energy Fund Investor Shares
10.11%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
4.11%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
1.00%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
3.49%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
3.37%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.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.54%
-0.41%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

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 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.03%Feb 15, 202038Mar 23, 2020142Aug 12, 2020180
-30.19%Nov 9, 2021341Oct 15, 2022480Feb 7, 2024821
-24.21%Jan 29, 2018331Dec 25, 2018170Jun 13, 2019501
-11.98%Aug 8, 201518Aug 25, 201565Oct 29, 201583
-10.86%Mar 14, 201614Mar 27, 201678Jun 13, 201692

Volatility

Volatility Chart

The current Current portfolio no bonds volatility is 2.08%, 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%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
2.08%
2.38%
Current portfolio no bonds
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDETH-USDSHYBNDVGENXVGSLXVTSAX
BTC-USD1.000.630.010.030.100.100.14
ETH-USD0.631.000.020.030.100.070.15
SHY0.010.021.000.71-0.130.11-0.09
BND0.030.030.711.00-0.120.19-0.02
VGENX0.100.10-0.13-0.121.000.370.58
VGSLX0.100.070.110.190.371.000.58
VTSAX0.140.15-0.09-0.020.580.581.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015