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Build 5

Last updated Sep 23, 2023

Asset Allocation


VOO 60%VFIFX 40%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities60%
VFIFX
Vanguard Target Retirement 2050 Fund
Target Retirement Date, Diversified Portfolio40%

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


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
6.87%
7.69%
Build 5
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

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

VFIFXVOO
VFIFX1.000.96
VOO0.961.00

Sharpe Ratio

The current Build 5 Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.92

The Sharpe ratio of Build 5 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
1.00
0.89
Build 5
Benchmark (^GSPC)
Portfolio components

Dividend yield

Build 5 granted a 1.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Build 51.81%1.98%6.02%1.81%2.23%2.54%2.12%2.38%2.66%2.36%2.30%2.76%
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.


0.08%
0.00%2.15%
0.03%
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
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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-8.18%
-9.57%
Build 5
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 202099Aug 12, 2020122
-24.69%Jan 4, 2022195Oct 12, 2022
-19.15%May 2, 2011108Oct 3, 201195Feb 17, 2012203
-18.16%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-14.4%May 22, 2015183Feb 11, 2016103Jul 11, 2016286

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.98%
3.36%
Build 5
Benchmark (^GSPC)
Portfolio components