Savings
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUG Vanguard Growth ETF | Large Cap Growth Equities | 30% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 30% |
O Realty Income Corporation | Real Estate | 5% |
VOW3.DE Volkswagen AG | Consumer Cyclical | 5% |
Performance
The chart shows the growth of an initial investment of $10,000 in Savings, 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 Savings returned 14.02% Year-To-Date and 9.14% 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% | 8.61% | 12.52% | 16.97% | 8.06% | 9.60% |
| Savings | -1.71% | 7.10% | 14.02% | 20.16% | 7.85% | 9.15% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -2.35% | 13.94% | 28.52% | 24.52% | 11.83% | 13.20% |
VTI Vanguard Total Stock Market ETF | -1.91% | 9.02% | 13.03% | 17.85% | 9.03% | 10.97% |
VEA Vanguard FTSE Developed Markets ETF | -0.35% | 2.91% | 7.92% | 23.85% | 3.25% | 4.01% |
O Realty Income Corporation | -7.51% | -12.88% | -15.98% | -12.37% | 3.53% | 7.49% |
VOW3.DE Volkswagen AG | 0.72% | 0.40% | 5.15% | 12.11% | -0.16% | -2.04% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VOW3.DE | O | VEA | VUG | VTI | |
|---|---|---|---|---|---|
| VOW3.DE | 1.00 | 0.16 | 0.51 | 0.36 | 0.39 |
| O | 0.16 | 1.00 | 0.41 | 0.46 | 0.50 |
| VEA | 0.51 | 0.41 | 1.00 | 0.79 | 0.84 |
| VUG | 0.36 | 0.46 | 0.79 | 1.00 | 0.95 |
| VTI | 0.39 | 0.50 | 0.84 | 0.95 | 1.00 |
Dividend yield
Savings granted a 3.10% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Savings | 3.10% | 3.08% | 1.93% | 1.79% | 2.29% | 2.70% | 2.29% | 2.50% | 2.79% | 2.96% | 2.66% | 3.02% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.61% | 0.71% | 0.49% | 0.68% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.32% | 1.32% | 1.69% |
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% |
VEA Vanguard FTSE Developed Markets ETF | 3.13% | 2.97% | 3.32% | 2.22% | 3.38% | 3.84% | 3.27% | 3.71% | 3.66% | 4.75% | 3.47% | 4.08% |
O Realty Income Corporation | 5.87% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
VOW3.DE Volkswagen AG | 24.30% | 24.56% | 3.61% | 4.30% | 3.85% | 4.12% | 1.83% | 0.19% | 5.45% | 3.37% | 2.73% | 2.85% |
Expense Ratio
The Savings has an expense ratio of 0.04% 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.93 | ||||
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
VEA Vanguard FTSE Developed Markets ETF | 1.11 | ||||
O Realty Income Corporation | -0.69 | ||||
VOW3.DE Volkswagen AG | 0.45 |
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 Savings. 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 Savings is 56.21%, recorded on Mar 9, 2009. It took 552 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.21% | Nov 1, 2007 | 348 | Mar 9, 2009 | 552 | Apr 28, 2011 | 900 |
| -34.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 6, 2020 | 120 |
| -29.52% | Nov 8, 2021 | 243 | Oct 14, 2022 | — | — | — |
| -21.41% | May 2, 2011 | 111 | Oct 3, 2011 | 115 | Mar 13, 2012 | 226 |
| -17.78% | Sep 21, 2018 | 67 | Dec 24, 2018 | 72 | Apr 5, 2019 | 139 |
Volatility Chart
The current Savings volatility is 3.35%, 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.