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Roth

Last updated Sep 21, 2024

Asset Allocation

GOOGL 21.47%VUG 14.28%UNH 10.78%VOO 9.82%VFH 6.23%DIS 5.27%C 2.33%VWAGY 2.01%VZ 1.66%VLXVX 20.65%VNQ 5.5%EquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
C
Citigroup Inc.		Financial Services
2.33%
DIS
The Walt Disney Company		Communication Services
5.27%
GOOGL
Alphabet Inc.		Communication Services
21.47%
UNH
UnitedHealth Group Incorporated		Healthcare
10.78%
VFH
Vanguard Financials ETF		Financials Equities
6.23%
VLXVX
Vanguard Target Retirement 2065 Fund		Diversified Portfolio, Target Retirement Date
20.65%
VNQ
Vanguard Real Estate ETF		REIT
5.50%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
9.82%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
14.28%
VWAGY
Volkswagen AG 1/10 ADR		Consumer Cyclical
2.01%
VZ
Verizon Communications Inc.		Communication Services
1.66%

Transactions

DateTypeSymbolQuantityPrice
May 11, 2023BuyCitigroup Inc.2$45.71
May 11, 2023BuyThe Walt Disney Company3$92.30
May 11, 2023BuyVolkswagen AG 1/10 ADR10$16.33
May 11, 2023BuyVerizon Communications Inc.2$37.52
May 2, 2023BuyVanguard Growth ETF2$248.35
May 1, 2023BuyUnitedHealth Group Incorporated1$495.68
May 1, 2023BuyVanguard Real Estate ETF3$82.71
Apr 28, 2023BuyVanguard Financials ETF3$78.26
Apr 24, 2023BuyVanguard S&P 500 ETF1$378.79
Apr 18, 2023BuyAlphabet Inc.1$104.79

1–10 of 12

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.84%
8.95%
Roth
Benchmark (^GSPC)
Portfolio components

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.55%1.45%8.95%31.70%13.79%11.17%
Roth14.79%1.65%6.83%25.11%N/AN/A
Portfolio components:
VLXVX
Vanguard Target Retirement 2065 Fund		14.46%2.14%7.78%25.98%10.57%N/A
GOOGL
Alphabet Inc.		17.40%0.00%8.77%25.91%21.71%18.73%
VOO
Vanguard S&P 500 ETF		20.75%2.49%9.72%33.92%15.64%13.20%
VFH
Vanguard Financials ETF		21.04%3.74%10.69%38.04%11.93%11.32%
UNH
UnitedHealth Group Incorporated		10.50%-0.29%18.25%15.34%21.62%22.74%
VNQ
Vanguard Real Estate ETF		13.01%5.45%17.07%31.80%4.81%7.29%
VUG
Vanguard Growth ETF		22.83%1.98%10.13%40.34%18.63%15.45%
C
Citigroup Inc.		24.20%2.85%4.05%58.15%1.60%4.31%
DIS
The Walt Disney Company		4.31%4.26%-18.72%16.29%-6.40%1.52%
VWAGY
Volkswagen AG 1/10 ADR		-12.13%-6.70%-22.75%-18.43%-3.51%N/A
VZ
Verizon Communications Inc.		23.49%8.47%13.41%42.88%-0.74%3.88%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.99%3.14%4.20%-1.97%3.86%2.38%0.63%0.33%14.79%
20237.04%-2.97%2.69%2.24%1.92%3.07%4.39%-2.33%-3.55%-2.06%8.88%2.97%23.68%
2022-3.75%-2.53%1.33%-7.45%0.36%-7.63%6.60%-3.76%-8.97%5.51%7.90%-5.95%-18.44%

Expense Ratio

Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VLXVX
Vanguard Target Retirement 2065 Fund
Expense ratio chart for VLXVX: 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%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VFH
Vanguard Financials ETF
Expense ratio chart for VFH: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: 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%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth is 30, 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 Roth is 3030
Roth
The Sharpe Ratio Rank of Roth is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of Roth is 2222Sortino Ratio Rank
The Omega Ratio Rank of Roth is 3131Omega Ratio Rank
The Calmar Ratio Rank of Roth is 4444Calmar Ratio Rank
The Martin Ratio Rank of Roth is 2929Martin 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.

Roth
Sharpe ratio
The chart of Sharpe ratio for Roth, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for Roth, currently valued at 2.38, compared to the broader market-2.000.002.004.006.002.38
Omega ratio
The chart of Omega ratio for Roth, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Roth, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.001.91
Martin ratio
The chart of Martin ratio for Roth, currently valued at 9.82, compared to the broader market0.0010.0020.0030.0040.009.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.32, compared to the broader market-1.000.001.002.003.004.005.002.32
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.002.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 14.29, compared to the broader market0.0010.0020.0030.0040.0014.29
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VLXVX
Vanguard Target Retirement 2065 Fund		2.092.901.381.7412.91
GOOGL
Alphabet Inc.		0.801.191.171.022.93
VOO
Vanguard S&P 500 ETF		2.473.311.453.0315.54
VFH
Vanguard Financials ETF		2.533.311.431.5714.95
UNH
UnitedHealth Group Incorporated		0.841.321.170.932.53
VNQ
Vanguard Real Estate ETF		1.422.061.260.805.70
VUG
Vanguard Growth ETF		2.162.821.382.6111.02
C
Citigroup Inc.		2.132.871.361.3310.15
DIS
The Walt Disney Company		0.550.971.130.291.03
VWAGY
Volkswagen AG 1/10 ADR		-0.63-0.780.91-0.30-1.16
VZ
Verizon Communications Inc.		1.822.681.361.0810.93

Sharpe Ratio

The current Roth Sharpe ratio is 1.83. 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 1.91 to 2.59, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Roth 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 Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.83
2.32
Roth
Benchmark (^GSPC)
Portfolio components

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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.93%
-0.19%
Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth. 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 Roth was 24.54%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.

The current Roth drawdown is 1.93%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.54%Jan 13, 2022190Oct 14, 2022296Dec 19, 2023486
-8.39%Jul 17, 202414Aug 5, 2024———
-3.6%Apr 2, 202414Apr 19, 20245Apr 26, 202419
-2.66%May 22, 20246May 30, 202417Jun 25, 202423
-2.6%Jan 30, 20242Jan 31, 20246Feb 8, 20248

Volatility

Volatility Chart

The current Roth volatility is 3.87%, 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%AprilMayJuneJulyAugustSeptember
3.87%
4.31%
Roth
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.
UNHVZVWAGYGOOGLDISCVNQVUGVFHVOOVLXVX
UNH1.000.260.060.160.180.230.320.210.330.310.28
VZ0.261.000.130.120.260.290.420.170.330.280.29
VWAGY0.060.131.000.260.340.390.290.340.410.370.46
GOOGL0.160.120.261.000.490.380.410.790.480.730.67
DIS0.180.260.340.491.000.530.530.620.610.660.66
C0.230.290.390.380.531.000.540.520.810.630.67
VNQ0.320.420.290.410.530.541.000.590.710.700.72
VUG0.210.170.340.790.620.520.591.000.670.960.90
VFH0.330.330.410.480.610.810.710.671.000.810.82
VOO0.310.280.370.730.660.630.700.960.811.000.95
VLXVX0.280.290.460.670.660.670.720.900.820.951.00
The correlation results are calculated based on daily price changes starting from Jan 11, 2022