v3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VPU Vanguard Utilities ETF | Utilities Equities | 25% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 25% |
VTWV Vanguard Russell 2000 Value ETF | Small Cap Blend Equities | 25% |
VNQ Vanguard Real Estate ETF | REIT | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in v3, 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 v3 returned -3.60% Year-To-Date and 7.80% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| v3 | -2.00% | 1.17% | -3.60% | 0.47% | 5.21% | 7.82% |
| Portfolio components: | ||||||
VNQ Vanguard Real Estate ETF | -4.32% | -0.60% | -4.10% | -3.86% | 2.85% | 5.50% |
VPU Vanguard Utilities ETF | 0.25% | -2.87% | -8.60% | -9.14% | 6.57% | 8.68% |
VYM Vanguard High Dividend Yield ETF | -0.89% | 4.54% | -1.05% | 10.52% | 7.06% | 9.46% |
VTWV Vanguard Russell 2000 Value ETF | -3.16% | 3.34% | -0.90% | 4.96% | 2.37% | 6.04% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VPU | VTWV | VNQ | VYM | |
|---|---|---|---|---|
| VPU | 1.00 | 0.37 | 0.63 | 0.57 |
| VTWV | 0.37 | 1.00 | 0.58 | 0.78 |
| VNQ | 0.63 | 0.58 | 1.00 | 0.64 |
| VYM | 0.57 | 0.78 | 0.64 | 1.00 |
Dividend yield
v3 granted a 3.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| v3 | 3.32% | 3.05% | 2.53% | 3.18% | 3.09% | 3.86% | 3.54% | 3.87% | 4.08% | 3.67% | 4.22% | 4.46% |
| 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% |
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% |
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% |
VTWV Vanguard Russell 2000 Value ETF | 2.93% | 2.10% | 1.66% | 1.57% | 1.95% | 2.23% | 1.81% | 1.78% | 2.34% | 2.00% | 1.70% | 2.32% |
Expense Ratio
The v3 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 | ||||
VPU Vanguard Utilities ETF | -0.56 | ||||
VYM Vanguard High Dividend Yield ETF | 0.53 | ||||
VTWV Vanguard Russell 2000 Value ETF | 0.02 |
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 v3. 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 v3 is 38.97%, recorded on Mar 23, 2020. It took 205 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.97% | Feb 18, 2020 | 25 | Mar 23, 2020 | 205 | Jan 13, 2021 | 230 |
| -20.35% | Apr 21, 2022 | 121 | Oct 12, 2022 | — | — | — |
| -17.94% | Jul 8, 2011 | 22 | Aug 8, 2011 | 117 | Jan 25, 2012 | 139 |
| -13.66% | Aug 30, 2018 | 80 | Dec 24, 2018 | 37 | Feb 19, 2019 | 117 |
| -12.64% | Jan 27, 2015 | 147 | Aug 25, 2015 | 141 | Mar 17, 2016 | 288 |
Volatility Chart
The current v3 volatility is 3.39%, 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.