Roth 5
Asset Allocation
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 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 |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.44% | 1.32% | 1.06% | 6.08% | 2.72% | -1.99% | -4.67% |
Dividend yield
Roth 5 granted a 1.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth 5 | 1.46% | 1.65% | 1.28% | 1.25% | 1.19% | 1.41% | 1.32% | 1.53% | 1.55% | 1.47% | 1.47% | 1.85% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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
| BND | BKIE | MGK | VBK | VTI | VOT | |
|---|---|---|---|---|---|---|
| BND | 1.00 | 0.11 | 0.18 | 0.16 | 0.12 | 0.19 |
| BKIE | 0.11 | 1.00 | 0.68 | 0.73 | 0.81 | 0.73 |
| MGK | 0.18 | 0.68 | 1.00 | 0.81 | 0.91 | 0.88 |
| VBK | 0.16 | 0.73 | 0.81 | 1.00 | 0.90 | 0.95 |
| VTI | 0.12 | 0.81 | 0.91 | 0.90 | 1.00 | 0.92 |
| VOT | 0.19 | 0.73 | 0.88 | 0.95 | 0.92 | 1.00 |
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 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, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -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 |
| -5.59% | Jun 9, 2020 | 3 | Jun 11, 2020 | 16 | Jul 6, 2020 | 19 |
| -5.41% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
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.