Roth 5
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 24, 2020, corresponding to the inception date of BKIE
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
Roth 5 | -0.41% | 8.86% | -1.63% | 11.01% | 13.38% | N/A |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
MGK Vanguard Mega Cap Growth ETF | -5.76% | 9.69% | -4.64% | 13.66% | 17.22% | 15.50% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
VOT Vanguard Mid-Cap Growth ETF | 1.16% | 11.75% | -1.97% | 12.02% | 11.68% | 9.90% |
VBK Vanguard Small-Cap Growth ETF | -8.16% | 10.47% | -11.26% | 2.74% | 7.47% | 7.61% |
BKIE BNY Mellon International Equity ETF | 12.71% | 11.95% | 9.30% | 11.41% | 12.33% | N/A |
Monthly Returns
The table below presents the monthly returns of Roth 5, 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 | 2.82% | -1.23% | -4.91% | 1.26% | 1.83% | -0.41% | |||||||
2024 | 0.88% | 4.63% | 2.33% | -4.29% | 5.02% | 2.91% | 1.08% | 2.26% | 1.91% | -1.58% | 5.28% | -1.95% | 19.57% |
2023 | 8.37% | -2.32% | 4.44% | 1.32% | 1.06% | 5.85% | 2.95% | -2.00% | -4.69% | -2.52% | 9.62% | 4.95% | 29.21% |
2022 | -6.58% | -3.12% | 2.32% | -9.57% | -0.61% | -7.75% | 9.20% | -4.40% | -9.18% | 5.42% | 6.29% | -5.46% | -22.89% |
2021 | -0.59% | 1.68% | 2.10% | 4.82% | 0.30% | 2.93% | 1.89% | 2.54% | -4.16% | 5.97% | -1.45% | 2.70% | 19.92% |
2020 | 2.73% | 5.67% | 3.40% | 5.21% | 6.86% | -3.36% | -2.40% | 10.74% | 4.17% | 37.31% |
Expense Ratio
Roth 5 has an expense ratio of 0.05%, 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 Roth 5 is 52, 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 | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
MGK Vanguard Mega Cap Growth ETF | 0.54 | 0.92 | 1.13 | 0.59 | 1.99 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
VOT Vanguard Mid-Cap Growth ETF | 0.56 | 0.92 | 1.13 | 0.56 | 2.01 |
VBK Vanguard Small-Cap Growth ETF | 0.10 | 0.31 | 1.04 | 0.08 | 0.26 |
BKIE BNY Mellon International Equity ETF | 0.67 | 1.08 | 1.15 | 0.91 | 2.87 |
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Dividends
Dividend yield
Roth 5 provided a 1.53% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.53% | 1.60% | 1.54% | 1.63% | 1.24% | 1.19% | 1.13% | 1.31% | 1.21% | 1.38% | 1.37% | 1.27% |
Portfolio components: | ||||||||||||
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% |
MGK Vanguard Mega Cap Growth ETF | 0.47% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VOT Vanguard Mid-Cap Growth ETF | 0.68% | 0.67% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% |
VBK Vanguard Small-Cap Growth ETF | 0.58% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% |
BKIE BNY Mellon International Equity ETF | 2.75% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Roth 5. 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 Roth 5 was 28.61%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.
The current Roth 5 drawdown is 5.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-28.61% | Nov 9, 2021 | 235 | Oct 14, 2022 | 320 | Jan 25, 2024 | 555 |
-17.36% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
-8.45% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
-8.25% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
-6.02% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.26, 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 | BND | BKIE | MGK | VBK | VOT | VTI | Portfolio | |
---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.14 | 0.77 | 0.92 | 0.85 | 0.89 | 0.99 | 0.98 |
BND | 0.14 | 1.00 | 0.16 | 0.17 | 0.18 | 0.20 | 0.15 | 0.20 |
BKIE | 0.77 | 0.16 | 1.00 | 0.65 | 0.72 | 0.72 | 0.79 | 0.82 |
MGK | 0.92 | 0.17 | 0.65 | 1.00 | 0.78 | 0.85 | 0.90 | 0.95 |
VBK | 0.85 | 0.18 | 0.72 | 0.78 | 1.00 | 0.95 | 0.89 | 0.89 |
VOT | 0.89 | 0.20 | 0.72 | 0.85 | 0.95 | 1.00 | 0.92 | 0.93 |
VTI | 0.99 | 0.15 | 0.79 | 0.90 | 0.89 | 0.92 | 1.00 | 0.98 |
Portfolio | 0.98 | 0.20 | 0.82 | 0.95 | 0.89 | 0.93 | 0.98 | 1.00 |