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bogle no crypto
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 10%VTSAX 70%VEA 20%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF

10%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

20%

VFIFX
Vanguard Target Retirement 2050 Fund
Target Retirement Date, Diversified Portfolio

0%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

70%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in bogle no crypto, 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


180.00%200.00%220.00%240.00%260.00%NovemberDecember2024FebruaryMarchApril
247.88%
235.02%
bogle no crypto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA

Returns By Period

As of Apr 20, 2024, the bogle no crypto returned 2.45% Year-To-Date and 9.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
bogle no crypto2.45%-4.64%16.67%16.18%9.81%9.27%
VFIFX
Vanguard Target Retirement 2050 Fund
1.59%-4.34%15.53%13.79%8.31%7.99%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%
VEA
Vanguard FTSE Developed Markets ETF
0.49%-4.16%15.67%6.82%5.78%4.48%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
3.74%-5.13%18.56%21.46%12.16%11.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.55%4.21%3.07%
2023-4.36%-2.67%8.77%5.19%

Expense Ratio

The bogle no crypto 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.


0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


bogle no crypto
Sharpe ratio
The chart of Sharpe ratio for bogle no crypto, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for bogle no crypto, currently valued at 2.15, compared to the broader market-2.000.002.004.006.002.15
Omega ratio
The chart of Omega ratio for bogle no crypto, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for bogle no crypto, currently valued at 1.12, compared to the broader market0.002.004.006.008.001.12
Martin ratio
The chart of Martin ratio for bogle no crypto, currently valued at 5.04, compared to the broader market0.0010.0020.0030.0040.005.04
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFIFX
Vanguard Target Retirement 2050 Fund
1.221.881.220.914.08
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
VEA
Vanguard FTSE Developed Markets ETF
0.570.891.110.431.74
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.702.491.291.336.67

Sharpe Ratio

The current bogle no crypto Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.45

The Sharpe ratio of bogle no crypto lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.45
1.66
bogle no crypto
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

bogle no crypto granted a 2.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
bogle no crypto2.02%1.94%2.00%1.67%1.62%2.12%2.38%2.01%2.21%2.23%2.25%2.02%
VFIFX
Vanguard Target Retirement 2050 Fund
2.18%2.21%2.38%12.83%1.84%2.20%2.51%1.92%2.04%2.36%2.03%1.84%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VEA
Vanguard FTSE Developed Markets ETF
3.42%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.43%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.13%
-5.46%
bogle no crypto
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the bogle no crypto. 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 bogle no crypto was 51.79%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current bogle no crypto drawdown is 5.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.79%Oct 10, 2007355Mar 9, 2009760Mar 13, 20121115
-31.5%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-24.94%Nov 9, 2021235Oct 14, 2022301Dec 27, 2023536
-17.41%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-14.78%May 22, 2015183Feb 11, 2016106Jul 14, 2016289

Volatility

Volatility Chart

The current bogle no crypto volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.80%
3.15%
bogle no crypto
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.

BNDVEAVTSAXVFIFX
BND1.00-0.13-0.18-0.15
VEA-0.131.000.840.91
VTSAX-0.180.841.000.98
VFIFX-0.150.910.981.00