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Sep Retirement Port
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Sep Retirement Port

Last updated Jul 25, 2024

Asset Allocation

USHY 10%ISTB 10%IAGG 5%AGG 5%IVV 25%DGRO 10%SPYG 10%IEFA 6%IJH 5%IEMG 2%IJR 2%USRT 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF		Total Bond Market

5%

DGRO
iShares Core Dividend Growth ETF		Large Cap Growth Equities, Dividend

10%

IAGG
iShares Core International Aggregate Bond ETF		Total Bond Market

5%

IEFA
iShares Core MSCI EAFE ETF		Foreign Large Cap Equities

6%

IEMG
iShares Core MSCI Emerging Markets ETF		Asia Pacific Equities

2%

IJH
iShares Core S&P Mid-Cap ETF		Small Cap Growth Equities

5%

IJR
iShares Core S&P Small-Cap ETF		Small Cap Growth Equities

2%

ISTB
iShares Core 1-5 Year USD Bond ETF		Total Bond Market

10%

IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities

25%

SPYG
SPDR Portfolio S&P 500 Growth ETF		Large Cap Growth Equities

10%

USHY
iShares Broad USD High Yield Corporate Bond ETF		High Yield Bonds

10%

USRT
iShares Core U.S. REIT ETF		REIT

10%

S&P 500

Performance

Performance Chart

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

60.00%70.00%80.00%90.00%100.00%110.00%120.00%FebruaryMarchAprilMayJuneJuly
75.50%
110.87%
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Sep Retirement Port 8.80%0.89%8.04%14.21%8.69%N/A
Portfolio components:
IVV
iShares Core S&P 500 ETF		14.04%-1.31%11.20%20.77%14.14%12.60%
DGRO
iShares Core Dividend Growth ETF		11.25%2.79%9.42%14.76%11.24%11.62%
SPYG
SPDR Portfolio S&P 500 Growth ETF		18.87%-4.25%13.81%25.36%15.26%14.34%
IEFA
iShares Core MSCI EAFE ETF		5.49%0.62%6.11%8.87%6.56%4.61%
IEMG
iShares Core MSCI Emerging Markets ETF		5.18%-1.22%8.64%6.43%3.37%2.40%
IJH
iShares Core S&P Mid-Cap ETF		9.60%3.85%10.23%13.94%10.50%9.67%
IJR
iShares Core S&P Small-Cap ETF		7.48%9.76%9.77%13.53%9.52%9.48%
USRT
iShares Core U.S. REIT ETF		3.57%5.98%6.88%9.38%4.45%5.98%
USHY
iShares Broad USD High Yield Corporate Bond ETF		4.61%1.66%4.15%11.60%3.80%N/A
IAGG
iShares Core International Aggregate Bond ETF		1.31%1.04%2.39%6.27%0.24%N/A
AGG
iShares Core U.S. Aggregate Bond ETF		0.53%0.91%1.74%4.42%-0.03%1.45%
ISTB
iShares Core 1-5 Year USD Bond ETF		2.22%1.04%2.28%6.05%1.37%1.73%

Monthly Returns

The table below presents the monthly returns of Sep Retirement Port , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%3.02%2.54%-3.44%3.71%1.92%8.80%
20235.61%-2.53%1.93%0.99%-0.98%4.44%2.55%-1.60%-3.81%-2.33%7.19%4.98%16.89%
2022-4.51%-2.16%1.68%-6.27%-0.12%-6.57%7.24%-4.02%-7.76%5.34%5.46%-4.04%-15.89%
2021-0.33%1.87%3.09%3.78%0.71%1.49%1.81%1.91%-3.46%4.47%-0.86%3.79%19.54%
2020-0.03%-5.62%-11.40%8.85%3.62%1.85%4.32%3.93%-2.55%-1.36%8.57%3.29%12.22%
20196.50%2.33%1.56%2.40%-3.68%4.64%0.79%-0.37%1.55%1.45%1.71%2.05%22.66%
20182.80%-3.17%-0.74%0.17%1.91%0.57%2.36%2.11%-0.08%-4.91%1.77%-5.75%-3.37%
20170.49%1.97%0.71%3.19%

Expense Ratio

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

USHY
iShares Broad USD High Yield Corporate Bond ETF
Expense ratio chart for USHY: 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%
IEMG
iShares Core MSCI Emerging Markets ETF
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
IAGG
iShares Core International Aggregate Bond ETF
Expense ratio chart for IAGG: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
DGRO
iShares Core Dividend Growth ETF
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
USRT
iShares Core U.S. REIT ETF
Expense ratio chart for USRT: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
IEFA
iShares Core MSCI EAFE ETF
Expense ratio chart for IEFA: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IJR
iShares Core S&P Small-Cap ETF
Expense ratio chart for IJR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
IJH
iShares Core S&P Mid-Cap ETF
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
ISTB
iShares Core 1-5 Year USD Bond ETF
Expense ratio chart for ISTB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
AGG
iShares Core U.S. Aggregate Bond ETF
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SPYG
SPDR Portfolio S&P 500 Growth ETF
Expense ratio chart for SPYG: 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%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: 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 rank of Sep Retirement Port is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Sep Retirement Port is 4545
Sep Retirement Port
The Sharpe Ratio Rank of Sep Retirement Port is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of Sep Retirement Port is 5151Sortino Ratio Rank
The Omega Ratio Rank of Sep Retirement Port is 5151Omega Ratio Rank
The Calmar Ratio Rank of Sep Retirement Port is 3333Calmar Ratio Rank
The Martin Ratio Rank of Sep Retirement Port is 4343Martin 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.

Sep Retirement Port
Sharpe ratio
The chart of Sharpe ratio for Sep Retirement Port , currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for Sep Retirement Port , currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for Sep Retirement Port , currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Sep Retirement Port , currently valued at 0.97, compared to the broader market0.002.004.006.008.000.97
Martin ratio
The chart of Martin ratio for Sep Retirement Port , currently valued at 5.02, compared to the broader market0.0010.0020.0030.0040.005.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF		1.732.431.311.726.86
DGRO
iShares Core Dividend Growth ETF		1.452.111.251.194.29
SPYG
SPDR Portfolio S&P 500 Growth ETF		1.632.261.291.178.85
IEFA
iShares Core MSCI EAFE ETF		0.731.121.130.542.17
IEMG
iShares Core MSCI Emerging Markets ETF		0.410.681.080.191.10
IJH
iShares Core S&P Mid-Cap ETF		0.841.281.150.752.58
IJR
iShares Core S&P Small-Cap ETF		0.701.171.130.532.09
USRT
iShares Core U.S. REIT ETF		0.410.721.080.241.13
USHY
iShares Broad USD High Yield Corporate Bond ETF		2.033.171.391.3110.75
IAGG
iShares Core International Aggregate Bond ETF		1.392.201.240.536.73
AGG
iShares Core U.S. Aggregate Bond ETF		0.580.871.100.221.72
ISTB
iShares Core 1-5 Year USD Bond ETF		2.073.281.400.9812.75

Sharpe Ratio

The current Sep Retirement Port Sharpe ratio is 1.54. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Sep Retirement Port 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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.51
1.58
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Sep Retirement Port granted a 2.65% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Sep Retirement Port 2.65%2.68%2.47%1.95%2.22%2.69%3.08%1.89%2.00%1.94%1.59%1.40%
Portfolio components:
IVV
iShares Core S&P 500 ETF		1.33%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
DGRO
iShares Core Dividend Growth ETF		2.30%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF		0.80%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
IEFA
iShares Core MSCI EAFE ETF		3.12%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%
IEMG
iShares Core MSCI Emerging Markets ETF		2.82%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
IJH
iShares Core S&P Mid-Cap ETF		1.31%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
IJR
iShares Core S&P Small-Cap ETF		1.26%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
USRT
iShares Core U.S. REIT ETF		3.08%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%3.46%3.84%
USHY
iShares Broad USD High Yield Corporate Bond ETF		6.72%6.63%6.08%5.07%5.30%5.92%6.30%0.72%0.00%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF		3.51%3.55%2.27%1.16%1.95%2.81%3.02%1.74%1.56%0.13%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF		3.45%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
ISTB
iShares Core 1-5 Year USD Bond ETF		3.44%2.97%2.01%1.69%2.20%2.75%2.57%2.06%1.90%1.58%1.07%0.60%

Drawdowns

Drawdowns Chart

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

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.77%
-4.73%
Sep Retirement Port
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Sep Retirement Port . 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 Sep Retirement Port was 27.95%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Sep Retirement Port drawdown is 2.54%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.95%Feb 18, 202025Mar 23, 2020108Aug 25, 2020133
-21.67%Jan 5, 2022196Oct 14, 2022331Feb 9, 2024527
-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

Volatility Chart

The current Sep Retirement Port volatility is 2.49%, 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.

1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
2.49%
3.80%
Sep Retirement Port
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.
IAGGAGGISTBIEMGUSRTIJRUSHYSPYGIEFADGROIJHIVV
IAGG1.000.750.600.000.180.010.240.060.040.020.010.04
AGG0.751.000.790.060.220.020.330.100.090.040.030.07
ISTB0.600.791.000.100.220.070.340.110.140.080.080.10
IEMG0.000.060.101.000.410.600.570.660.790.630.640.70
USRT0.180.220.220.411.000.640.540.530.540.660.680.62
IJR0.010.020.070.600.641.000.610.670.720.820.960.79
USHY0.240.330.340.570.540.611.000.670.660.650.660.70
SPYG0.060.100.110.660.530.670.671.000.730.790.740.95
IEFA0.040.090.140.790.540.720.660.731.000.780.780.81
DGRO0.020.040.080.630.660.820.650.790.781.000.880.91
IJH0.010.030.080.640.680.960.660.740.780.881.000.86
IVV0.040.070.100.700.620.790.700.950.810.910.861.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2017