longterm retirement portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in longterm retirement portfolio, 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 21, 2023, the longterm retirement portfolio returned 11.02% Year-To-Date and 10.17% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| longterm retirement portfolio | 0.35% | 8.04% | 11.02% | 12.65% | 8.36% | 10.21% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.39% | 12.02% | 15.12% | 16.69% | 9.48% | 11.41% |
VHCIX Vanguard Health Care Index Fund Admiral Shares | -1.07% | 4.70% | -2.20% | 7.40% | 7.71% | 11.47% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.38% | -3.12% | 0.10% | -0.44% | 0.41% | 1.21% |
VYM Vanguard High Dividend Yield ETF | 1.18% | 7.14% | 0.54% | 9.64% | 7.10% | 9.58% |
BLV Vanguard Long-Term Bond ETF | 0.83% | -6.74% | -1.12% | -4.08% | -0.35% | 2.41% |
VUG Vanguard Growth ETF | 0.14% | 16.16% | 31.27% | 23.40% | 12.66% | 13.77% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BLV | VBTLX | VHCIX | VUG | VYM | VTSAX | |
|---|---|---|---|---|---|---|
| BLV | 1.00 | 0.86 | -0.16 | -0.17 | -0.23 | -0.21 |
| VBTLX | 0.86 | 1.00 | -0.20 | -0.22 | -0.28 | -0.26 |
| VHCIX | -0.16 | -0.20 | 1.00 | 0.78 | 0.77 | 0.81 |
| VUG | -0.17 | -0.22 | 0.78 | 1.00 | 0.80 | 0.95 |
| VYM | -0.23 | -0.28 | 0.77 | 0.80 | 1.00 | 0.91 |
| VTSAX | -0.21 | -0.26 | 0.81 | 0.95 | 0.91 | 1.00 |
Dividend yield
longterm retirement portfolio granted a 2.12% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| longterm retirement portfolio | 2.12% | 1.99% | 1.68% | 2.19% | 2.28% | 2.56% | 2.29% | 2.58% | 2.70% | 2.50% | 2.71% | 3.31% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.89% | 1.67% | 1.24% | 1.47% | 1.87% | 2.20% | 1.88% | 2.15% | 2.26% | 2.06% | 2.07% | 2.58% |
VHCIX Vanguard Health Care Index Fund Admiral Shares | 1.43% | 1.34% | 1.17% | 1.25% | 1.98% | 1.48% | 1.42% | 1.60% | 1.36% | 1.16% | 1.28% | 1.93% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.00% | 2.65% | 2.21% | 2.55% | 2.99% | 2.90% | 2.95% | 3.00% | 2.88% | 3.22% | 3.31% | 4.11% |
VYM Vanguard High Dividend Yield ETF | 3.15% | 3.07% | 2.91% | 3.45% | 3.41% | 3.95% | 3.37% | 3.60% | 4.11% | 3.66% | 3.80% | 4.51% |
BLV Vanguard Long-Term Bond ETF | 4.27% | 4.28% | 3.59% | 6.44% | 4.17% | 4.94% | 4.59% | 5.46% | 5.96% | 5.55% | 7.19% | 8.24% |
VUG Vanguard Growth ETF | 0.75% | 0.71% | 0.48% | 0.67% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.31% | 1.32% | 1.69% |
Expense Ratio
The longterm retirement portfolio 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.75 | ||||
VHCIX Vanguard Health Care Index Fund Admiral Shares | 0.31 | ||||
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | -0.06 | ||||
VYM Vanguard High Dividend Yield ETF | 0.45 | ||||
BLV Vanguard Long-Term Bond ETF | -0.28 | ||||
VUG Vanguard Growth ETF | 0.94 |
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 longterm retirement portfolio. 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 longterm retirement portfolio is 43.71%, recorded on Mar 9, 2009. It took 467 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.71% | Oct 11, 2007 | 354 | Mar 9, 2009 | 467 | Jan 12, 2011 | 821 |
| -27.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -23.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -15.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -13.06% | Jul 8, 2011 | 22 | Aug 8, 2011 | 107 | Jan 10, 2012 | 129 |
Volatility Chart
The current longterm retirement portfolio volatility is 2.71%, 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.