Portfolio 3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 48% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 52% |
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio 3 , 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 3 returned 6.55% Year-To-Date and 4.99% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 9.93% |
| Portfolio 3 | 0.54% | 3.29% | 6.55% | 7.81% | 4.23% | 4.99% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 0.62% | 9.25% | 12.51% | 15.32% | 6.87% | 7.87% |
AGG iShares Core U.S. Aggregate Bond ETF | 0.44% | -2.95% | 0.29% | -0.08% | 0.41% | 1.29% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AGG | VT | |
|---|---|---|
| AGG | 1.00 | -0.12 |
| VT | -0.12 | 1.00 |
Dividend yield
Portfolio 3 granted a 2.54% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio 3 | 2.54% | 2.33% | 1.87% | 2.00% | 2.71% | 3.04% | 2.52% | 2.79% | 2.93% | 2.96% | 2.74% | 3.35% |
| 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% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.04% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
Expense Ratio
The Portfolio 3 has an expense ratio of 0.06% 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.83 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.07 |
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 3 . 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 3 is 27.67%, recorded on Mar 9, 2009. It took 153 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.67% | Jul 1, 2008 | 173 | Mar 9, 2009 | 153 | Oct 14, 2009 | 326 |
| -21.49% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -19.53% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -10.52% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -10.24% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
Volatility Chart
The current Portfolio 3 volatility is 2.21%, 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.