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Portfolio 3

Last updated Sep 21, 2023

Asset Allocation


AGG 48%VT 52%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market48%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities52%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.04%
11.48%
Portfolio 3
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%9.93%
Portfolio 3 0.54%3.29%6.55%7.81%4.23%4.99%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AGGVT
AGG1.00-0.12
VT-0.121.00

Sharpe Ratio

The current Portfolio 3 Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.65

The Sharpe ratio of Portfolio 3 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.65
0.74
Portfolio 3
Benchmark (^GSPC)
Portfolio components

Dividend yield

Portfolio 3 granted a 2.54% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


0.07%
0.00%2.15%
0.05%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.57%
-8.22%
Portfolio 3
Benchmark (^GSPC)
Portfolio components

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, 2008173Mar 9, 2009153Oct 14, 2009326
-21.49%Nov 9, 2021235Oct 14, 2022
-19.53%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-10.52%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-10.24%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.21%
3.47%
Portfolio 3
Benchmark (^GSPC)
Portfolio components