longterm retirement portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BLV
Returns By Period
As of Jul 25, 2024, the longterm retirement portfolio returned 10.70% Year-To-Date and 10.55% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| longterm retirement portfolio | 10.40% | -0.26% | 8.77% | 16.37% | 11.10% | 10.54% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.35% | 12.08% |
VHCIX Vanguard Health Care Index Fund Admiral Shares | 9.90% | 2.60% | 8.01% | 12.02% | 11.13% | 10.86% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.23% | 0.83% | 1.69% | 4.40% | 0.01% | 1.41% |
VYM Vanguard High Dividend Yield ETF | 10.89% | 3.16% | 9.56% | 14.88% | 9.95% | 9.64% |
BLV Vanguard Long-Term Bond ETF | -2.92% | -0.06% | 0.51% | 1.36% | -2.01% | 1.60% |
VUG Vanguard Growth ETF | 15.67% | -4.61% | 11.39% | 25.54% | 16.92% | 14.89% |
Monthly Returns
The table below presents the monthly returns of longterm retirement portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.11% | 3.75% | 2.70% | -4.25% | 4.07% | 2.85% | 10.40% | ||||||
| 2023 | 5.63% | -2.84% | 3.43% | 1.25% | -0.47% | 5.15% | 2.54% | -1.64% | -4.52% | -2.67% | 8.50% | 5.19% | 20.34% |
| 2022 | -5.48% | -2.49% | 2.25% | -8.21% | 0.21% | -6.43% | 7.59% | -4.06% | -8.04% | 6.09% | 5.38% | -4.76% | -18.01% |
| 2021 | -0.50% | 1.20% | 2.63% | 4.28% | 0.47% | 2.75% | 2.15% | 2.29% | -4.07% | 5.41% | -0.99% | 3.44% | 20.39% |
| 2020 | 0.62% | -5.81% | -9.46% | 11.18% | 4.37% | 1.71% | 5.14% | 4.87% | -2.85% | -2.20% | 9.61% | 3.34% | 20.18% |
| 2019 | 6.64% | 2.72% | 1.89% | 2.36% | -4.30% | 5.94% | 0.99% | -0.22% | 0.92% | 1.96% | 3.19% | 2.38% | 26.87% |
| 2018 | 4.37% | -3.49% | -1.69% | 0.06% | 2.49% | 0.55% | 3.04% | 2.96% | 0.36% | -6.27% | 2.24% | -6.65% | -2.75% |
| 2017 | 1.77% | 3.74% | 0.20% | 1.23% | 1.33% | 1.03% | 1.55% | 0.80% | 1.49% | 1.53% | 2.40% | 0.91% | 19.48% |
| 2016 | -4.22% | 0.19% | 5.60% | 0.61% | 1.63% | 1.04% | 3.61% | -0.49% | 0.04% | -2.66% | 1.78% | 1.57% | 8.66% |
| 2015 | -0.64% | 3.98% | -1.35% | 0.66% | 1.15% | -1.75% | 2.13% | -5.31% | -2.32% | 6.79% | 0.20% | -1.30% | 1.70% |
| 2014 | -1.54% | 4.14% | 0.01% | 0.57% | 2.38% | 2.01% | -1.27% | 4.04% | -1.53% | 2.88% | 2.58% | -0.35% | 14.58% |
| 2013 | 4.21% | 1.30% | 3.37% | 2.22% | 0.72% | -1.44% | 4.53% | -2.52% | 3.19% | 3.79% | 2.20% | 1.93% | 25.89% |
Expense Ratio
longterm retirement portfolio has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of longterm retirement portfolio is 50, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
VHCIX Vanguard Health Care Index Fund Admiral Shares | 1.04 | 1.49 | 1.19 | 0.77 | 3.11 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.60 | 0.90 | 1.10 | 0.22 | 1.76 |
VYM Vanguard High Dividend Yield ETF | 1.43 | 2.09 | 1.25 | 1.46 | 4.52 |
BLV Vanguard Long-Term Bond ETF | -0.01 | 0.08 | 1.01 | -0.00 | -0.03 |
VUG Vanguard Growth ETF | 1.54 | 2.11 | 1.28 | 1.32 | 7.79 |
Dividends
Dividend yield
longterm retirement portfolio granted a 1.92% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| longterm retirement portfolio | 1.92% | 1.93% | 1.96% | 1.60% | 2.04% | 2.08% | 2.30% | 1.99% | 2.19% | 2.22% | 2.01% | 2.10% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VHCIX Vanguard Health Care Index Fund Admiral Shares | 1.30% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.13% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.41% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VYM Vanguard High Dividend Yield ETF | 2.92% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
BLV Vanguard Long-Term Bond ETF | 4.46% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
VUG Vanguard Growth ETF | 0.53% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the longterm retirement portfolio. 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 longterm retirement portfolio was 43.71%, occurring on Mar 9, 2009. Recovery took 467 trading sessions.
The current longterm retirement portfolio drawdown is 3.27%.
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 | 322 | Jan 29, 2024 | 524 |
| -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
Volatility Chart
The current longterm retirement portfolio volatility is 2.90%, 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
Asset Correlations Table
| BLV | VBTLX | VHCIX | VUG | VYM | VTSAX | |
|---|---|---|---|---|---|---|
| BLV | 1.00 | 0.86 | -0.13 | -0.14 | -0.21 | -0.18 |
| VBTLX | 0.86 | 1.00 | -0.17 | -0.19 | -0.25 | -0.23 |
| VHCIX | -0.13 | -0.17 | 1.00 | 0.76 | 0.76 | 0.80 |
| VUG | -0.14 | -0.19 | 0.76 | 1.00 | 0.78 | 0.95 |
| VYM | -0.21 | -0.25 | 0.76 | 0.78 | 1.00 | 0.91 |
| VTSAX | -0.18 | -0.23 | 0.80 | 0.95 | 0.91 | 1.00 |