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Sep Retirement Port

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in Sep Retirement Port , 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%December2023FebruaryMarchAprilMay
3.23%
6.26%
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Sep Retirement Port returned 5.20% Year-To-Date and 6.92% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%9.36%9.32%
Sep Retirement Port -0.71%5.20%2.04%-1.08%6.99%6.92%
IVV
iShares Core S&P 500 ETF
1.03%10.28%5.31%2.83%11.26%11.24%
DGRO
iShares Core Dividend Growth ETF
-2.79%-0.45%-3.33%-1.91%10.23%9.91%
SPYG
SPDR Portfolio S&P 500 Growth ETF
3.06%14.60%7.88%2.11%11.99%12.80%
IEFA
iShares Core MSCI EAFE ETF
-2.08%9.25%8.06%4.27%3.71%3.58%
IEMG
iShares Core MSCI Emerging Markets ETF
-0.16%3.85%5.69%-4.09%0.19%0.51%
IJH
iShares Core S&P Mid-Cap ETF
-1.76%1.20%-3.74%-2.18%6.35%6.96%
IJR
iShares Core S&P Small-Cap ETF
0.10%-0.23%-6.16%-6.65%4.19%5.73%
USRT
iShares Core U.S. REIT ETF
-4.13%-0.86%-4.75%-13.83%4.35%3.59%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-1.21%3.24%2.58%-1.70%2.80%2.41%
IAGG
iShares Core International Aggregate Bond ETF
-0.83%2.48%0.35%-2.33%0.70%0.96%
AGG
iShares Core U.S. Aggregate Bond ETF
-2.15%1.60%0.74%-4.00%0.55%0.37%
ISTB
iShares Core 1-5 Year USD Bond ETF
-0.91%1.46%1.75%-0.71%1.20%1.00%

Asset Correlations Table

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

IAGGAGGISTBUSRTIEMGUSHYIEFAIJRSPYGDGROIJHIVV
IAGG1.000.710.540.15-0.040.15-0.02-0.040.04-0.02-0.03-0.01
AGG0.711.000.740.170.010.220.01-0.060.06-0.02-0.040.01
ISTB0.540.741.000.180.060.250.080.020.080.040.030.06
USRT0.150.170.181.000.400.530.540.620.560.650.660.63
IEMG-0.040.010.060.401.000.580.790.600.670.630.650.70
USHY0.150.220.250.530.581.000.660.610.690.670.660.72
IEFA-0.020.010.080.540.790.661.000.730.750.790.780.82
IJR-0.04-0.060.020.620.600.610.731.000.700.820.960.81
SPYG0.040.060.080.560.670.690.750.701.000.820.770.96
DGRO-0.02-0.020.040.650.630.670.790.820.821.000.880.93
IJH-0.03-0.040.030.660.650.660.780.960.770.881.000.88
IVV-0.010.010.060.630.700.720.820.810.960.930.881.00

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 Sep Retirement Port Sharpe ratio is 0.12. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.12
0.27
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

Dividend yield

Sep Retirement Port granted a 3.05% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Sep Retirement Port 3.05%2.48%2.04%2.37%2.96%3.51%2.16%2.31%2.29%1.94%1.76%1.70%
IVV
iShares Core S&P 500 ETF
1.91%1.67%1.23%1.63%2.09%2.37%1.92%2.25%2.58%2.13%2.14%2.54%
DGRO
iShares Core Dividend Growth ETF
2.96%2.35%1.99%2.41%2.39%2.70%2.30%2.63%2.99%1.18%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.21%1.03%0.63%0.92%1.41%1.58%1.50%1.68%1.72%1.53%1.61%2.08%
IEFA
iShares Core MSCI EAFE ETF
2.47%2.70%3.40%2.01%3.45%3.88%2.96%3.52%3.21%3.88%2.79%0.44%
IEMG
iShares Core MSCI Emerging Markets ETF
2.60%2.71%3.14%1.97%3.39%3.06%2.67%2.65%3.01%2.81%2.20%0.29%
IJH
iShares Core S&P Mid-Cap ETF
2.06%1.69%1.21%1.32%1.71%1.84%1.29%1.75%1.75%1.52%1.49%1.67%
IJR
iShares Core S&P Small-Cap ETF
1.77%1.42%1.56%1.15%1.51%1.68%1.30%1.33%1.65%1.38%1.14%1.91%
USRT
iShares Core U.S. REIT ETF
4.14%3.49%2.36%3.32%3.69%6.48%4.15%4.97%4.66%4.67%5.37%5.04%
USHY
iShares Broad USD High Yield Corporate Bond ETF
8.41%6.22%5.49%6.05%7.14%8.07%0.99%0.00%0.00%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF
2.22%2.27%1.18%2.01%2.96%3.28%1.94%1.69%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.15%2.18%1.83%2.25%2.90%3.26%2.63%2.78%2.92%2.92%2.90%3.76%
ISTB
iShares Core 1-5 Year USD Bond ETF
2.90%2.03%1.74%2.30%2.94%2.83%2.33%2.18%1.86%1.27%0.72%0.11%

Expense Ratio

The Sep Retirement Port has an expense ratio of 0.07% 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.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2023FebruaryMarchAprilMay
-11.75%
-12.32%
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Sep Retirement Port . 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 Sep Retirement Port is 27.95%, recorded on Mar 23, 2020. It took 108 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.95%Feb 18, 202025Mar 23, 2020108Aug 25, 2020133
-21.67%Jan 5, 2022196Oct 14, 2022
-12.88%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-7.22%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124
-6.59%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility Chart

The current Sep Retirement Port volatility is 2.65%, 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%7.00%8.00%December2023FebruaryMarchAprilMay
2.65%
3.82%
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components