testing current
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in testing current, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 14, 2024, the testing current returned 22.69% Year-To-Date and 11.60% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| testing current | 22.69% | 1.58% | 12.50% | 31.18% | 13.12% | 11.60% |
| Portfolio components: | ||||||
VFIFX Vanguard Target Retirement 2050 Fund | 16.04% | -0.60% | 7.11% | 24.34% | 10.11% | 8.90% |
VGENX Vanguard Energy Fund Investor Shares | 10.85% | -1.27% | 2.45% | 10.24% | 5.87% | 1.06% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 10.36% | -0.73% | 13.71% | 24.65% | 4.28% | 6.06% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 26.07% | 2.74% | 13.53% | 35.18% | 15.13% | 12.87% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.32% | -0.20% | 2.68% | 4.84% | 1.18% | 1.18% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.77% | 13.41% |
Monthly Returns
The table below presents the monthly returns of testing current, 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 | 0.78% | 4.25% | 2.94% | -4.25% | 4.64% | 3.15% | 1.95% | 2.61% | 2.21% | -1.35% | 22.69% | ||
| 2023 | 6.40% | -2.86% | 3.03% | 1.36% | -0.13% | 5.76% | 2.83% | -1.70% | -4.77% | -2.25% | 8.98% | 4.97% | 22.73% |
| 2022 | -5.22% | -2.86% | 3.35% | -7.84% | -0.19% | -7.50% | 8.46% | -4.19% | -9.06% | 6.71% | 5.40% | -5.21% | -18.43% |
| 2021 | -0.90% | 2.40% | 4.07% | 5.11% | 0.63% | 2.17% | 2.52% | 2.56% | -4.41% | 6.34% | -0.79% | 4.59% | 26.56% |
| 2020 | 0.29% | -7.01% | -11.93% | 11.39% | 4.07% | 1.78% | 5.21% | 5.58% | -3.33% | -2.40% | 9.84% | 3.29% | 15.21% |
| 2019 | 7.62% | 2.68% | 2.15% | 3.22% | -4.94% | 5.86% | 1.34% | -0.66% | 1.71% | 1.89% | 2.78% | 2.48% | 28.84% |
| 2018 | 3.92% | -3.83% | -1.61% | 0.28% | 2.37% | 1.02% | 2.92% | 2.90% | 0.17% | -5.85% | 2.05% | -7.63% | -3.99% |
| 2017 | 1.44% | 3.51% | -0.13% | 0.93% | 1.13% | 0.72% | 1.82% | 0.29% | 1.58% | 1.76% | 2.71% | 1.07% | 18.11% |
| 2016 | -4.14% | -0.11% | 6.58% | 0.08% | 1.64% | 1.14% | 3.43% | -0.30% | -0.15% | -2.09% | 2.57% | 2.16% | 10.90% |
| 2015 | -1.38% | 3.87% | -1.03% | 0.18% | 0.93% | -2.11% | 2.39% | -5.57% | -1.54% | 7.36% | 0.25% | -1.24% | 1.53% |
| 2014 | -2.25% | 4.18% | 0.74% | 1.00% | 2.18% | 1.80% | -1.12% | 3.58% | -1.76% | 2.99% | 2.49% | -0.02% | 14.42% |
| 2013 | 4.45% | 1.24% | 3.21% | 2.45% | 1.04% | -1.56% | 4.36% | -3.23% | 3.15% | 4.11% | 1.85% | 2.09% | 25.43% |
Expense Ratio
testing current 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 testing current is 86, placing it in the top 14% 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 | |
|---|---|---|---|---|---|
VFIFX Vanguard Target Retirement 2050 Fund | 2.40 | 3.40 | 1.45 | 3.35 | 15.80 |
VGENX Vanguard Energy Fund Investor Shares | 0.99 | 1.39 | 1.17 | 0.58 | 4.27 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.85 | 2.64 | 1.34 | 1.17 | 7.12 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 3.03 | 4.04 | 1.56 | 4.46 | 19.58 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.74 | 4.43 | 1.57 | 2.31 | 14.62 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
VOO Vanguard S&P 500 ETF | 3.08 | 4.09 | 1.58 | 4.46 | 20.36 |
Dividends
Dividend yield
testing current provided a 1.73% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.73% | 1.87% | 2.01% | 1.45% | 1.85% | 2.12% | 2.40% | 2.10% | 2.35% | 2.33% | 2.12% | 2.18% |
| Portfolio components: | ||||||||||||
VFIFX Vanguard Target Retirement 2050 Fund | 1.90% | 2.21% | 2.13% | 2.19% | 1.63% | 2.20% | 2.43% | 1.89% | 1.93% | 2.05% | 2.01% | 1.84% |
VGENX Vanguard Energy Fund Investor Shares | 3.72% | 4.20% | 4.63% | 3.63% | 4.46% | 3.30% | 2.97% | 2.96% | 1.84% | 2.62% | 2.92% | 1.90% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.85% | 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 | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.86% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the testing current. 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 testing current was 31.59%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.
The current testing current drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.59% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -24.27% | Dec 30, 2021 | 198 | Oct 12, 2022 | 303 | Dec 27, 2023 | 501 |
| -16.77% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
| -16.57% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -11.09% | Nov 4, 2015 | 68 | Feb 11, 2016 | 34 | Apr 1, 2016 | 102 |
Volatility
Volatility Chart
The current testing current volatility is 3.14%, 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
| SHY | BND | VGSLX | VGENX | VFIFX | VOO | VTSAX | |
|---|---|---|---|---|---|---|---|
| SHY | 1.00 | 0.74 | 0.09 | -0.14 | -0.09 | -0.13 | -0.13 |
| BND | 0.74 | 1.00 | 0.13 | -0.16 | -0.07 | -0.11 | -0.11 |
| VGSLX | 0.09 | 0.13 | 1.00 | 0.44 | 0.64 | 0.64 | 0.65 |
| VGENX | -0.14 | -0.16 | 0.44 | 1.00 | 0.71 | 0.66 | 0.67 |
| VFIFX | -0.09 | -0.07 | 0.64 | 0.71 | 1.00 | 0.96 | 0.97 |
| VOO | -0.13 | -0.11 | 0.64 | 0.66 | 0.96 | 1.00 | 0.99 |
| VTSAX | -0.13 | -0.11 | 0.65 | 0.67 | 0.97 | 0.99 | 1.00 |