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Total Economy Core-4 (80/20)

Last updated Sep 23, 2023

VT, VBR, VNQ (80) / BND (20)

Asset Allocation


BND 20%VT 56%VBR 16%VNQ 8%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market20%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities56%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities16%
VNQ
Vanguard Real Estate ETF
REIT8%

Performance

The chart shows the growth of an initial investment of $10,000 in Total Economy Core-4 (80/20), 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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
2.65%
7.69%
Total Economy Core-4 (80/20)
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Total Economy Core-4 (80/20) returned 5.87% Year-To-Date and 6.63% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%8.37%9.90%
Total Economy Core-4 (80/20)-1.67%3.81%5.86%12.00%5.28%6.63%
VT
Vanguard Total World Stock ETF
-1.20%6.62%10.75%18.97%6.63%7.75%
VBR
Vanguard Small-Cap Value ETF
-2.42%5.12%2.29%11.68%5.03%8.16%
VNQ
Vanguard Real Estate ETF
-4.41%-0.58%-4.19%-3.95%3.08%5.54%
BND
Vanguard Total Bond Market ETF
-1.33%-3.22%-0.66%0.03%0.14%1.12%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDVNQVTVBR
BND1.000.01-0.15-0.21
VNQ0.011.000.660.71
VT-0.150.661.000.86
VBR-0.210.710.861.00

Sharpe Ratio

The current Total Economy Core-4 (80/20) Sharpe ratio is 0.61. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.61

The Sharpe ratio of Total Economy Core-4 (80/20) lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.70
0.89
Total Economy Core-4 (80/20)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Total Economy Core-4 (80/20) granted a 2.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Total Economy Core-4 (80/20)2.46%2.43%1.98%2.08%2.66%3.06%2.66%2.96%3.05%3.09%3.01%3.44%
VT
Vanguard Total World Stock ETF
2.10%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%
VBR
Vanguard Small-Cap Value ETF
2.36%2.07%1.82%1.78%2.22%2.59%2.01%2.03%2.32%2.11%2.27%3.24%
VNQ
Vanguard Real Estate ETF
3.70%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
BND
Vanguard Total Bond Market ETF
3.03%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%

Expense Ratio

The Total Economy Core-4 (80/20) 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.


0.12%
0.00%2.15%
0.07%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VT
Vanguard Total World Stock ETF
0.98
VBR
Vanguard Small-Cap Value ETF
0.44
VNQ
Vanguard Real Estate ETF
-0.24
BND
Vanguard Total Bond Market ETF
-0.03

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-11.90%
-9.57%
Total Economy Core-4 (80/20)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Total Economy Core-4 (80/20). 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 Total Economy Core-4 (80/20) is 43.00%, recorded on Mar 9, 2009. It took 269 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43%Aug 12, 2008144Mar 9, 2009269Apr 1, 2010413
-29.92%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-23.32%Nov 9, 2021235Oct 14, 2022
-18.8%May 2, 2011108Oct 3, 2011234Sep 6, 2012342
-14.87%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304

Volatility Chart

The current Total Economy Core-4 (80/20) volatility is 2.86%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.86%
3.36%
Total Economy Core-4 (80/20)
Benchmark (^GSPC)
Portfolio components