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VT and his friends

Last updated Dec 6, 2023

VT & VTV, VBR, VNQ, IAU, SGOV

Asset Allocation


SGOV 20%IAU 5%VT 40%VTV 10%VBR 10%VNQ 15%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds20%
IAU
iShares Gold Trust
Precious Metals, Gold5%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities40%
VTV
Vanguard Value ETF
Large Cap Value Equities10%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities10%
VNQ
Vanguard Real Estate ETF
REIT15%

Performance

The chart shows the growth of an initial investment of $10,000 in VT and his friends, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
7.03%
VT and his friends
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
VT and his friends9.88%4.48%4.08%8.63%N/AN/A
VT
Vanguard Total World Stock ETF
16.07%4.54%4.83%12.67%9.56%7.85%
IAU
iShares Gold Trust
10.49%1.30%2.74%14.06%10.13%4.88%
VTV
Vanguard Value ETF
4.24%3.59%5.08%2.68%9.16%9.47%
VBR
Vanguard Small-Cap Value ETF
7.84%5.35%6.10%4.61%8.32%8.05%
VNQ
Vanguard Real Estate ETF
4.77%7.99%4.13%1.87%3.91%6.63%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.73%0.45%2.66%5.04%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.82%4.70%2.88%-2.21%-3.74%-2.00%7.18%

Sharpe Ratio

The current VT and his friends Sharpe ratio is 0.58. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.58

The Sharpe ratio of VT and his friends is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.58
0.88
VT and his friends
Benchmark (^GSPC)
Portfolio components

Dividend yield

VT and his friends granted a 2.87% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
VT and his friends2.87%2.21%1.51%1.68%1.89%2.23%1.89%2.10%2.03%1.91%1.88%1.99%
VT
Vanguard Total World Stock ETF
2.01%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%2.30%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTV
Vanguard Value ETF
2.56%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%2.73%
VBR
Vanguard Small-Cap Value ETF
2.24%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%2.62%
VNQ
Vanguard Real Estate ETF
4.28%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.74%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The VT and his friends has an expense ratio of 0.08% 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.


0.25%
0.00%2.15%
0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VT
Vanguard Total World Stock ETF
0.81
IAU
iShares Gold Trust
0.89
VTV
Vanguard Value ETF
0.08
VBR
Vanguard Small-Cap Value ETF
0.10
VNQ
Vanguard Real Estate ETF
0.00
SGOV
iShares 0-3 Month Treasury Bond ETF
7.75

Asset Correlations Table

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

SGOVIAUVNQVBRVTVTV
SGOV1.00-0.02-0.03-0.04-0.03-0.04
IAU-0.021.000.160.110.200.12
VNQ-0.030.161.000.730.710.73
VBR-0.040.110.731.000.830.89
VT-0.030.200.710.831.000.83
VTV-0.040.120.730.890.831.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-3.90%
-4.78%
VT and his friends
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the VT and his friends. 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 VT and his friends was 19.27%, occurring on Oct 14, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.27%Jan 5, 2022196Oct 14, 2022
-6.76%Jun 9, 20203Jun 11, 202038Aug 5, 202041
-6.09%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.43%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.57%Nov 16, 202111Dec 1, 202117Dec 27, 202128

Volatility Chart

The current VT and his friends volatility is 2.97%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.97%
2.85%
VT and his friends
Benchmark (^GSPC)
Portfolio components
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