Roth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 21.63% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 12.89% |
UNH UnitedHealth Group Incorporated | Healthcare | 11.37% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 9.35% |
VFH Vanguard Financials ETF | Financials Equities | 5.81% |
DIS The Walt Disney Company | Communication Services | 5.72% |
VWAGY Volkswagen AG 1/10 ADR | Consumer Cyclical | 3.19% |
C Citigroup Inc. | Financial Services | 1.95% |
VZ Verizon Communications Inc. | Communication Services | 1.55% |
VLXVX Vanguard Target Retirement 2065 Fund | Diversified Portfolio, Target Retirement Date | 20.94% |
VNQ Vanguard Real Estate ETF | REIT | 5.6% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| May 11, 2023 | Buy | Citigroup Inc. | 2 | $45.71 |
| May 11, 2023 | Buy | The Walt Disney Company | 3 | $92.30 |
| May 11, 2023 | Buy | Volkswagen AG 1/10 ADR | 10 | $16.33 |
| May 11, 2023 | Buy | Verizon Communications Inc. | 2 | $37.52 |
| May 2, 2023 | Buy | Vanguard Growth ETF | 2 | $248.35 |
| May 1, 2023 | Buy | UnitedHealth Group Incorporated | 1 | $495.68 |
| May 1, 2023 | Buy | Vanguard Real Estate ETF | 3 | $82.71 |
| Apr 28, 2023 | Buy | Vanguard Financials ETF | 3 | $78.26 |
| Apr 24, 2023 | Buy | Vanguard S&P 500 ETF | 1 | $378.79 |
| Apr 18, 2023 | Buy | Alphabet Inc. | 1 | $104.79 |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | -3.97% | N/A |
| Roth | 0.85% | 11.61% | 15.20% | 17.14% | -3.62% | N/A |
| Portfolio components: | ||||||
VLXVX Vanguard Target Retirement 2065 Fund | 0.75% | 7.62% | 11.08% | 15.22% | -4.56% | N/A |
GOOGL Alphabet Inc. | 3.61% | 26.65% | 51.58% | 34.71% | -2.57% | N/A |
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | -2.37% | N/A |
VFH Vanguard Financials ETF | 2.95% | 12.66% | 2.42% | 7.93% | -9.03% | N/A |
UNH UnitedHealth Group Incorporated | 0.35% | 5.56% | -6.10% | -2.49% | 4.38% | N/A |
VNQ Vanguard Real Estate ETF | 1.06% | 6.34% | 0.04% | -2.31% | -14.08% | N/A |
VUG Vanguard Growth ETF | 0.14% | 16.16% | 31.27% | 23.40% | -5.09% | N/A |
C Citigroup Inc. | 3.12% | -0.44% | -3.41% | -4.61% | -20.64% | N/A |
DIS The Walt Disney Company | -3.77% | -13.85% | -4.97% | -20.99% | -31.92% | N/A |
VWAGY Volkswagen AG 1/10 ADR | -5.90% | -13.44% | -7.40% | -18.73% | -30.30% | N/A |
VZ Verizon Communications Inc. | 1.20% | -6.97% | -10.37% | -9.05% | -19.98% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VZ | UNH | VWAGY | GOOGL | C | DIS | VNQ | VUG | VFH | VLXVX | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.38 | 0.12 | 0.19 | 0.31 | 0.28 | 0.46 | 0.25 | 0.35 | 0.35 | 0.35 |
| UNH | 0.38 | 1.00 | 0.10 | 0.26 | 0.28 | 0.25 | 0.42 | 0.35 | 0.40 | 0.41 | 0.45 |
| VWAGY | 0.12 | 0.10 | 1.00 | 0.32 | 0.46 | 0.38 | 0.33 | 0.39 | 0.45 | 0.49 | 0.41 |
| GOOGL | 0.19 | 0.26 | 0.32 | 1.00 | 0.46 | 0.60 | 0.50 | 0.84 | 0.58 | 0.74 | 0.79 |
| C | 0.31 | 0.28 | 0.46 | 0.46 | 1.00 | 0.60 | 0.57 | 0.60 | 0.84 | 0.72 | 0.69 |
| DIS | 0.28 | 0.25 | 0.38 | 0.60 | 0.60 | 1.00 | 0.60 | 0.74 | 0.70 | 0.75 | 0.75 |
| VNQ | 0.46 | 0.42 | 0.33 | 0.50 | 0.57 | 0.60 | 1.00 | 0.67 | 0.73 | 0.76 | 0.76 |
| VUG | 0.25 | 0.35 | 0.39 | 0.84 | 0.60 | 0.74 | 0.67 | 1.00 | 0.76 | 0.92 | 0.96 |
| VFH | 0.35 | 0.40 | 0.45 | 0.58 | 0.84 | 0.70 | 0.73 | 0.76 | 1.00 | 0.86 | 0.86 |
| VLXVX | 0.35 | 0.41 | 0.49 | 0.74 | 0.72 | 0.75 | 0.76 | 0.92 | 0.86 | 1.00 | 0.96 |
| VOO | 0.35 | 0.45 | 0.41 | 0.79 | 0.69 | 0.75 | 0.76 | 0.96 | 0.86 | 0.96 | 1.00 |
Expense Ratio
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 | |
|---|---|---|---|---|---|
VLXVX Vanguard Target Retirement 2065 Fund | 0.82 | ||||
GOOGL Alphabet Inc. | 0.87 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
VFH Vanguard Financials ETF | 0.21 | ||||
UNH UnitedHealth Group Incorporated | -0.20 | ||||
VNQ Vanguard Real Estate ETF | -0.28 | ||||
VUG Vanguard Growth ETF | 0.94 | ||||
C Citigroup Inc. | -0.30 | ||||
DIS The Walt Disney Company | -0.73 | ||||
VWAGY Volkswagen AG 1/10 ADR | -0.61 | ||||
VZ Verizon Communications Inc. | -0.57 |
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 Roth. 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 Roth is 24.54%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.54% | Jan 13, 2022 | 190 | Oct 14, 2022 | — | — | — |
Volatility Chart
The current Roth volatility is 2.96%, 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.