v2
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 10.84% |
| v2 | 0.62% | 4.20% | 2.45% | 10.31% | 6.38% | 8.66% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VPU | VNQ | VYMI | VT | SPYD | VYM | |
|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.64 | 0.31 | 0.37 | 0.53 | 0.50 |
| VNQ | 0.64 | 1.00 | 0.50 | 0.60 | 0.70 | 0.61 |
| VYMI | 0.31 | 0.50 | 1.00 | 0.89 | 0.70 | 0.77 |
| VT | 0.37 | 0.60 | 0.89 | 1.00 | 0.74 | 0.84 |
| SPYD | 0.53 | 0.70 | 0.70 | 0.74 | 1.00 | 0.89 |
| VYM | 0.50 | 0.61 | 0.77 | 0.84 | 0.89 | 1.00 |
Dividend yield
v2 granted a 3.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| v2 | 3.32% | 3.30% | 3.07% | 3.07% | 3.50% | 3.93% | 3.41% | 3.36% | 2.90% | 2.64% | 2.86% | 3.26% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 25 | Mar 23, 2020 | 172 | Nov 24, 2020 | 197 |
| -18.54% | Mar 30, 2022 | 136 | Oct 12, 2022 | 196 | Jul 26, 2023 | 332 |
| -13.56% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -6.95% | Jan 13, 2022 | 37 | Mar 8, 2022 | 15 | Mar 29, 2022 | 52 |
| -5.72% | Jul 27, 2023 | 21 | Aug 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.