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Roth 5

Last updated Oct 3, 2023

Asset Allocation


BND 10%VTI 30%MGK 30%BKIE 20%VOT 5%VBK 5%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities30%
MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities30%
BKIE
BNY Mellon International Equity ETF
Foreign Large Cap Equities20%
VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities5%
VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities5%

Performance

The chart shows the growth of an initial investment of $10,000 in Roth 5, 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%MayJuneJulyAugustSeptemberOctober
4.56%
4.84%
Roth 5
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%12.79%N/A
Roth 5-5.17%3.88%14.81%18.89%11.60%N/A
VTI
Vanguard Total Stock Market ETF
-5.24%5.14%12.23%17.16%14.25%N/A
MGK
Vanguard Mega Cap Growth ETF
-4.93%12.59%33.71%29.28%15.69%N/A
BND
Vanguard Total Bond Market ETF
-2.68%-5.46%-1.58%-0.80%-4.38%N/A
VOT
Vanguard Mid-Cap Growth ETF
-6.47%0.64%8.12%11.04%9.91%N/A
VBK
Vanguard Small-Cap Growth ETF
-8.34%-0.31%6.29%6.62%7.78%N/A
BKIE
BNY Mellon International Equity ETF
-5.47%-4.09%4.33%19.78%9.74%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.44%1.32%1.06%6.08%2.72%-1.99%-4.67%

Sharpe Ratio

The current Roth 5 Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of Roth 5 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-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.20
1.04
Roth 5
Benchmark (^GSPC)
Portfolio components

Dividend yield

Roth 5 granted a 1.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Roth 51.46%1.65%1.28%1.25%1.19%1.41%1.32%1.53%1.55%1.47%1.47%1.85%
VTI
Vanguard Total Stock Market ETF
1.58%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
MGK
Vanguard Mega Cap Growth ETF
0.53%0.70%0.42%0.66%0.87%1.16%1.28%1.61%1.54%1.36%1.42%1.86%
BND
Vanguard Total Bond Market ETF
3.12%2.66%2.06%2.37%2.97%3.16%2.94%2.98%3.13%3.47%3.57%4.27%
VOT
Vanguard Mid-Cap Growth ETF
0.74%0.78%0.34%0.57%0.80%0.87%0.75%0.85%0.86%0.84%0.66%0.75%
VBK
Vanguard Small-Cap Growth ETF
0.70%0.55%0.36%0.45%0.59%0.81%0.84%1.13%1.03%1.07%0.69%1.12%
BKIE
BNY Mellon International Equity ETF
2.25%3.03%2.71%1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Roth 5 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.


0.07%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
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
VTI
Vanguard Total Stock Market ETF
1.07
MGK
Vanguard Mega Cap Growth ETF
1.32
BND
Vanguard Total Bond Market ETF
-0.03
VOT
Vanguard Mid-Cap Growth ETF
0.63
VBK
Vanguard Small-Cap Growth ETF
0.39
BKIE
BNY Mellon International Equity ETF
1.30

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDBKIEMGKVBKVTIVOT
BND1.000.110.180.160.120.19
BKIE0.111.000.680.730.810.73
MGK0.180.681.000.810.910.88
VBK0.160.730.811.000.900.95
VTI0.120.810.910.901.000.92
VOT0.190.730.880.950.921.00

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%MayJuneJulyAugustSeptemberOctober
-12.28%
-10.59%
Roth 5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Roth 5. 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 5 is 28.61%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.61%Nov 9, 2021235Oct 14, 2022
-8.25%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-6.02%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-5.59%Jun 9, 20203Jun 11, 202016Jul 6, 202019
-5.41%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility Chart

The current Roth 5 volatility is 3.03%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.03%
3.15%
Roth 5
Benchmark (^GSPC)
Portfolio components