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v2

Last updated Sep 23, 2023

Asset Allocation


VYMI 25%VT 25%VYM 25%VPU 25%EquityEquity
PositionCategory/SectorWeight
VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend25%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities25%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities25%
VPU
Vanguard Utilities ETF
Utilities Equities25%

Performance

The chart shows the growth of an initial investment of $10,000 in v2, 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
3.60%
8.62%
v2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the v2 returned 2.45% Year-To-Date and 8.66% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%10.84%
v20.62%4.20%2.45%10.31%6.38%8.66%
VNQ
Vanguard Real Estate ETF
-4.25%-0.60%-4.10%-3.86%2.85%3.67%
VYMI
Vanguard International High Dividend Yield ETF
2.56%8.20%9.31%23.33%4.39%6.79%
VT
Vanguard Total World Stock ETF
-0.73%6.92%10.64%18.85%6.60%9.70%
VYM
Vanguard High Dividend Yield ETF
-0.36%4.54%-1.05%10.52%6.93%9.56%
VPU
Vanguard Utilities ETF
0.96%-2.87%-8.60%-9.14%6.32%7.58%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-1.90%0.51%-7.34%0.58%3.62%7.04%

Asset Correlations Table

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

VPUVNQVYMIVTSPYDVYM
VPU1.000.640.310.370.530.50
VNQ0.641.000.500.600.700.61
VYMI0.310.501.000.890.700.77
VT0.370.600.891.000.740.84
SPYD0.530.700.700.741.000.89
VYM0.500.610.770.840.891.00

Sharpe Ratio

The current v2 Sharpe ratio is 0.51. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.51

The Sharpe ratio of v2 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.51
0.81
v2
Benchmark (^GSPC)
Portfolio components

Dividend yield

v2 granted a 3.32% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
v23.32%3.30%3.07%3.07%3.50%3.93%3.41%3.36%2.90%2.64%2.86%3.26%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
VYMI
Vanguard International High Dividend Yield ETF
4.53%4.87%4.67%3.65%4.94%5.28%4.10%3.17%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
2.11%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%
VYM
Vanguard High Dividend Yield ETF
3.20%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
VPU
Vanguard Utilities ETF
3.43%3.03%2.83%3.42%3.15%3.71%3.77%3.90%4.59%3.96%5.09%5.60%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
5.08%5.19%4.01%5.60%5.29%5.95%6.06%5.96%1.62%0.00%0.00%0.00%

Expense Ratio

The v2 features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.22%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
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
VNQ
Vanguard Real Estate ETF
-0.29
VYMI
Vanguard International High Dividend Yield ETF
1.23
VT
Vanguard Total World Stock ETF
0.92
VYM
Vanguard High Dividend Yield ETF
0.53
VPU
Vanguard Utilities ETF
-0.56
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.15

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.14%
-9.93%
v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the v2. 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 v2 is 35.29%, recorded on Mar 23, 2020. It took 172 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.29%Feb 18, 202025Mar 23, 2020172Nov 24, 2020197
-18.54%Mar 30, 2022136Oct 12, 2022196Jul 26, 2023332
-13.56%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-6.95%Jan 13, 202237Mar 8, 202215Mar 29, 202252
-5.72%Jul 27, 202321Aug 24, 2023

Volatility Chart

The current v2 volatility is 2.86%, 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
2.86%
3.41%
v2
Benchmark (^GSPC)
Portfolio components