Build 5
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
VFIFX Vanguard Target Retirement 2050 Fund | Target Retirement Date, Diversified Portfolio | 40% |
Performance
The chart shows the growth of an initial investment of $10,000 in Build 5, 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 23, 2023, the Build 5 returned 12.10% Year-To-Date and 10.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 9.90% |
| Build 5 | -1.31% | 8.20% | 12.38% | 18.40% | 8.61% | 10.27% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -1.38% | 9.89% | 14.37% | 19.40% | 10.24% | 11.97% |
VFIFX Vanguard Target Retirement 2050 Fund | -1.19% | 5.67% | 9.42% | 16.85% | 6.17% | 7.73% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VFIFX | VOO | |
|---|---|---|
| VFIFX | 1.00 | 0.96 |
| VOO | 0.96 | 1.00 |
Dividend yield
Build 5 granted a 1.81% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Build 5 | 1.81% | 1.98% | 6.02% | 1.81% | 2.23% | 2.54% | 2.12% | 2.38% | 2.66% | 2.36% | 2.30% | 2.76% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
VFIFX Vanguard Target Retirement 2050 Fund | 2.18% | 2.38% | 13.14% | 2.13% | 2.59% | 3.02% | 2.36% | 2.57% | 3.03% | 2.66% | 2.46% | 2.92% |
Expense Ratio
The Build 5 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.01 | ||||
VFIFX Vanguard Target Retirement 2050 Fund | 0.95 |
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 Build 5. 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 Build 5 is 32.95%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.95% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.69% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -19.15% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
| -18.16% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -14.4% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
Volatility Chart
The current Build 5 volatility is 2.98%, 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.