Sep Retirement Port
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IAGG | AGG | ISTB | USRT | IEMG | USHY | IEFA | IJR | SPYG | DGRO | IJH | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IAGG | 1.00 | 0.71 | 0.54 | 0.15 | -0.04 | 0.15 | -0.02 | -0.04 | 0.04 | -0.02 | -0.03 | -0.01 |
| AGG | 0.71 | 1.00 | 0.74 | 0.17 | 0.01 | 0.22 | 0.01 | -0.06 | 0.06 | -0.02 | -0.04 | 0.01 |
| ISTB | 0.54 | 0.74 | 1.00 | 0.18 | 0.06 | 0.25 | 0.08 | 0.02 | 0.08 | 0.04 | 0.03 | 0.06 |
| USRT | 0.15 | 0.17 | 0.18 | 1.00 | 0.40 | 0.53 | 0.54 | 0.62 | 0.56 | 0.65 | 0.66 | 0.63 |
| IEMG | -0.04 | 0.01 | 0.06 | 0.40 | 1.00 | 0.58 | 0.79 | 0.60 | 0.67 | 0.63 | 0.65 | 0.70 |
| USHY | 0.15 | 0.22 | 0.25 | 0.53 | 0.58 | 1.00 | 0.66 | 0.61 | 0.69 | 0.67 | 0.66 | 0.72 |
| IEFA | -0.02 | 0.01 | 0.08 | 0.54 | 0.79 | 0.66 | 1.00 | 0.73 | 0.75 | 0.79 | 0.78 | 0.82 |
| IJR | -0.04 | -0.06 | 0.02 | 0.62 | 0.60 | 0.61 | 0.73 | 1.00 | 0.70 | 0.82 | 0.96 | 0.81 |
| SPYG | 0.04 | 0.06 | 0.08 | 0.56 | 0.67 | 0.69 | 0.75 | 0.70 | 1.00 | 0.82 | 0.77 | 0.96 |
| DGRO | -0.02 | -0.02 | 0.04 | 0.65 | 0.63 | 0.67 | 0.79 | 0.82 | 0.82 | 1.00 | 0.88 | 0.93 |
| IJH | -0.03 | -0.04 | 0.03 | 0.66 | 0.65 | 0.66 | 0.78 | 0.96 | 0.77 | 0.88 | 1.00 | 0.88 |
| IVV | -0.01 | 0.01 | 0.06 | 0.63 | 0.70 | 0.72 | 0.82 | 0.81 | 0.96 | 0.93 | 0.88 | 1.00 |
Dividend yield
Sep Retirement Port granted a 3.05% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.35 | ||||
DGRO iShares Core Dividend Growth ETF | 0.08 | ||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.33 | ||||
IEFA iShares Core MSCI EAFE ETF | 0.34 | ||||
IEMG iShares Core MSCI Emerging Markets ETF | -0.08 | ||||
IJH iShares Core S&P Mid-Cap ETF | 0.10 | ||||
IJR iShares Core S&P Small-Cap ETF | -0.10 | ||||
USRT iShares Core U.S. REIT ETF | -0.47 | ||||
USHY iShares Broad USD High Yield Corporate Bond ETF | 0.04 | ||||
IAGG iShares Core International Aggregate Bond ETF | -0.33 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.48 | ||||
ISTB iShares Core 1-5 Year USD Bond ETF | -0.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 25 | Mar 23, 2020 | 108 | Aug 25, 2020 | 133 |
| -21.67% | Jan 5, 2022 | 196 | Oct 14, 2022 | — | — | — |
| -12.88% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -7.22% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
| -6.59% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
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.