Siopao-Retirement 2035
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 8.6% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 42.2% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 29.2% |
Performance
The chart shows the growth of an initial investment of $10,000 in Siopao-Retirement 2035, 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 Sep 23, 2023, the Siopao-Retirement 2035 returned 7.76% Year-To-Date and 6.46% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| Siopao-Retirement 2035 | -1.09% | 4.05% | 7.76% | 13.65% | 5.24% | 6.45% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.91% | 9.30% | 13.03% | 17.85% | 9.19% | 11.21% |
VXUS Vanguard Total International Stock ETF | -0.48% | 3.29% | 6.91% | 19.88% | 2.94% | 3.66% |
BND Vanguard Total Bond Market ETF | -0.60% | -3.51% | 0.08% | 0.78% | 0.34% | 1.19% |
BNDX Vanguard Total International Bond ETF | -0.52% | -1.26% | 2.74% | 2.20% | 0.15% | 1.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BNDX | BND | VXUS | VTI | |
|---|---|---|---|---|
| BNDX | 1.00 | 0.70 | -0.03 | -0.04 |
| BND | 0.70 | 1.00 | -0.03 | -0.07 |
| VXUS | -0.03 | -0.03 | 1.00 | 0.82 |
| VTI | -0.04 | -0.07 | 0.82 | 1.00 |
Dividend yield
Siopao-Retirement 2035 granted a 2.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Siopao-Retirement 2035 | 2.33% | 2.29% | 2.22% | 1.88% | 2.69% | 2.91% | 2.54% | 2.73% | 2.78% | 3.00% | 2.72% | 3.12% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VXUS Vanguard Total International Stock ETF | 3.06% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
BND Vanguard Total Bond Market ETF | 3.01% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
BNDX Vanguard Total International Bond ETF | 1.98% | 1.53% | 3.84% | 1.18% | 3.67% | 3.35% | 2.56% | 2.22% | 1.94% | 1.87% | 1.07% | 0.00% |
Expense Ratio
The Siopao-Retirement 2035 has an expense ratio of 0.05% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
VXUS Vanguard Total International Stock ETF | 0.96 | ||||
BND Vanguard Total Bond Market ETF | -0.07 | ||||
BNDX Vanguard Total International Bond ETF | 0.21 |
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 Siopao-Retirement 2035. 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 Siopao-Retirement 2035 is 25.23%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.23% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -23.46% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -13.62% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -12.93% | May 22, 2015 | 183 | Feb 11, 2016 | 117 | Jul 29, 2016 | 300 |
| -6.13% | Sep 4, 2014 | 31 | Oct 16, 2014 | 29 | Nov 26, 2014 | 60 |
Volatility Chart
The current Siopao-Retirement 2035 volatility is 2.53%, 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.