Savings
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 5% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 30% |
VOW3.DE Volkswagen AG | Consumer Cyclical | 5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of May 9, 2025, the Savings returned 2.34% Year-To-Date and 10.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Savings | 2.34% | 15.92% | 0.65% | 11.33% | 13.76% | 10.04% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | -5.35% | 17.75% | -4.30% | 13.74% | 16.24% | 14.26% |
VTI Vanguard Total Stock Market ETF | -3.64% | 14.17% | -5.14% | 10.03% | 14.86% | 11.43% |
VEA Vanguard FTSE Developed Markets ETF | 12.04% | 16.82% | 6.79% | 10.14% | 11.26% | 5.51% |
O Realty Income Corporation | 7.85% | 8.12% | 2.64% | 8.55% | 6.76% | 7.24% |
VOW3.DE Volkswagen AG | 20.07% | 18.19% | 20.05% | -4.50% | 3.67% | -3.26% |
Monthly Returns
The table below presents the monthly returns of Savings, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.48% | -0.21% | -4.34% | 1.92% | 1.66% | 2.34% | |||||||
| 2024 | 0.67% | 4.62% | 2.56% | -3.97% | 5.14% | 2.02% | 1.35% | 2.41% | 1.74% | -2.56% | 3.64% | -1.77% | 16.54% |
| 2023 | 8.80% | -2.49% | 3.92% | 1.41% | 0.22% | 5.89% | 3.11% | -2.83% | -5.09% | -2.98% | 10.17% | 5.23% | 26.89% |
| 2022 | -5.81% | -3.27% | 1.82% | -9.09% | 0.16% | -8.74% | 8.99% | -4.65% | -10.22% | 6.03% | 7.48% | -4.79% | -21.97% |
| 2021 | -0.79% | 2.56% | 4.64% | 4.63% | 1.02% | 1.67% | 1.90% | 2.40% | -4.75% | 5.95% | -2.34% | 3.59% | 21.91% |
| 2020 | -0.07% | -7.44% | -14.74% | 12.06% | 5.72% | 3.74% | 4.72% | 7.58% | -3.33% | -3.07% | 11.92% | 5.12% | 20.37% |
| 2019 | 8.38% | 2.98% | 1.50% | 3.75% | -5.78% | 6.27% | 0.49% | -1.21% | 2.05% | 3.31% | 2.49% | 2.75% | 29.71% |
| 2018 | 5.23% | -4.42% | -1.18% | 0.73% | 1.60% | -0.40% | 2.99% | 1.75% | 0.64% | -7.41% | 1.32% | -7.25% | -7.04% |
| 2017 | 3.46% | 2.61% | 1.12% | 2.03% | 1.70% | 0.44% | 2.44% | 0.31% | 2.22% | 2.33% | 2.96% | 0.90% | 24.95% |
| 2016 | -5.80% | -0.70% | 7.21% | 1.09% | 1.43% | -1.09% | 4.88% | -0.36% | 0.54% | -2.48% | 0.66% | 2.32% | 7.33% |
| 2015 | -0.38% | 5.63% | -1.43% | 1.63% | 0.48% | -2.21% | 1.74% | -6.51% | -4.39% | 7.83% | 0.83% | -1.49% | 0.88% |
| 2014 | -3.45% | 5.57% | -0.91% | 1.03% | 2.27% | 1.91% | -2.46% | 2.75% | -3.17% | 2.41% | 2.16% | -1.34% | 6.53% |
Expense Ratio
Savings has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Savings is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.55 | 0.80 | 1.11 | 0.49 | 1.68 |
VTI Vanguard Total Stock Market ETF | 0.50 | 0.68 | 1.10 | 0.40 | 1.52 |
VEA Vanguard FTSE Developed Markets ETF | 0.58 | 0.79 | 1.11 | 0.60 | 1.79 |
O Realty Income Corporation | 0.46 | 0.70 | 1.09 | 0.31 | 0.83 |
VOW3.DE Volkswagen AG | -0.16 | -0.23 | 0.97 | -0.14 | -0.43 |
Dividends
Dividend yield
Savings provided a 2.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.17% | 2.30% | 2.21% | 2.96% | 1.94% | 1.63% | 2.05% | 2.37% | 1.97% | 2.12% | 2.26% | 2.33% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
O Realty Income Corporation | 5.65% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
VOW3.DE Volkswagen AG | 9.14% | 10.18% | 7.84% | 22.87% | 2.74% | 3.19% | 2.76% | 2.85% | 1.24% | 0.13% | 3.63% | 2.20% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Savings. 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 Savings was 56.21%, occurring on Mar 9, 2009. Recovery took 552 trading sessions.
The current Savings drawdown is 3.45%.
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 |
| -29.43% | Nov 17, 2021 | 236 | Oct 14, 2022 | 332 | Jan 29, 2024 | 568 |
| -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
Volatility Chart
The current Savings volatility is 9.98%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VOW3.DE | O | VEA | VUG | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.47 | 0.83 | 0.95 | 0.99 | 0.96 |
| VOW3.DE | 0.38 | 1.00 | 0.15 | 0.51 | 0.34 | 0.38 | 0.50 |
| O | 0.47 | 0.15 | 1.00 | 0.40 | 0.42 | 0.47 | 0.49 |
| VEA | 0.83 | 0.51 | 0.40 | 1.00 | 0.77 | 0.83 | 0.92 |
| VUG | 0.95 | 0.34 | 0.42 | 0.77 | 1.00 | 0.95 | 0.94 |
| VTI | 0.99 | 0.38 | 0.47 | 0.83 | 0.95 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.50 | 0.49 | 0.92 | 0.94 | 0.96 | 1.00 |