Portfolio 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | Corporate Bonds | 10% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio 2 , 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 Portfolio 2 returned 4.41% Year-To-Date and 5.27% 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% |
| Portfolio 2 | 0.61% | -0.66% | 4.41% | 3.58% | 3.32% | 5.25% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 0.83% | 8.99% | 12.51% | 17.17% | 6.87% | 7.89% |
TLT iShares 20+ Year Treasury Bond ETF | 0.15% | -11.08% | -4.50% | -11.13% | -2.43% | 1.13% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 1.43% | -3.83% | 1.26% | 0.39% | 0.48% | 2.90% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VT | IGLB | TLT | |
|---|---|---|---|
| VT | 1.00 | -0.03 | -0.31 |
| IGLB | -0.03 | 1.00 | 0.80 |
| TLT | -0.31 | 0.80 | 1.00 |
Dividend yield
Portfolio 2 granted a 2.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 2 | 2.87% | 2.68% | 1.91% | 1.87% | 2.65% | 3.10% | 2.79% | 3.14% | 3.32% | 3.36% | 3.66% | 3.53% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.07% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
TLT iShares 20+ Year Treasury Bond ETF | 3.40% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 4.78% | 4.70% | 3.40% | 3.58% | 4.28% | 5.45% | 4.92% | 5.48% | 6.20% | 5.82% | 7.49% | 6.78% |
Expense Ratio
The Portfolio 2 features an expense ratio of 0.10%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.83 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.56 | ||||
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | -0.02 |
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 Portfolio 2 . 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 Portfolio 2 is 30.18%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.18% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -18.46% | Mar 9, 2020 | 8 | Mar 18, 2020 | 50 | May 29, 2020 | 58 |
| -10.34% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -9.51% | Apr 16, 2015 | 194 | Jan 21, 2016 | 93 | Jun 3, 2016 | 287 |
| -9.01% | May 3, 2013 | 36 | Jun 24, 2013 | 147 | Jan 23, 2014 | 183 |
Volatility Chart
The current Portfolio 2 volatility is 2.96%, 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.