v3
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 24, 2010, corresponding to the inception date of VTWV
Returns By Period
As of Oct 18, 2024, the v3 returned 18.92% Year-To-Date and 9.37% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
v3 | 19.20% | 2.13% | 19.85% | 39.18% | 8.67% | 9.16% |
Portfolio components: | ||||||
Vanguard Real Estate ETF | 13.63% | 0.55% | 24.91% | 40.39% | 4.38% | 6.61% |
Vanguard Utilities ETF | 31.73% | 2.79% | 25.19% | 45.45% | 7.63% | 9.69% |
Vanguard High Dividend Yield ETF | 20.21% | 3.49% | 14.10% | 33.91% | 11.56% | 10.52% |
Vanguard Russell 2000 Value ETF | 11.21% | 1.72% | 15.25% | 35.60% | 9.17% | 8.16% |
Monthly Returns
The table below presents the monthly returns of v3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -3.05% | 2.27% | 4.70% | -4.07% | 5.31% | -1.51% | 8.03% | 2.48% | 2.73% | 19.20% | |||
2023 | 5.22% | -4.37% | -1.56% | 0.06% | -4.13% | 5.14% | 4.04% | -4.26% | -5.31% | -2.92% | 8.12% | 7.47% | 6.29% |
2022 | -4.55% | -1.29% | 5.12% | -5.08% | 1.36% | -7.61% | 7.14% | -2.78% | -10.50% | 7.69% | 5.57% | -4.06% | -10.49% |
2021 | 0.86% | 3.01% | 6.91% | 3.99% | 1.15% | -0.25% | 1.29% | 2.67% | -4.29% | 5.23% | -2.35% | 7.48% | 28.12% |
2020 | -0.16% | -9.07% | -16.71% | 8.83% | 2.91% | -0.01% | 4.03% | 1.57% | -2.34% | 0.96% | 10.58% | 3.95% | 1.41% |
2019 | 8.17% | 3.01% | 1.16% | 1.80% | -3.84% | 4.46% | 0.61% | 0.18% | 3.87% | 0.73% | 0.43% | 2.60% | 25.24% |
2018 | -0.58% | -5.39% | 1.73% | 1.23% | 2.70% | 1.69% | 2.00% | 1.87% | -1.33% | -3.73% | 3.49% | -8.09% | -5.04% |
2017 | 0.01% | 3.36% | -0.90% | 0.31% | 0.14% | 1.06% | 1.54% | 0.03% | 1.82% | 1.23% | 2.82% | -1.33% | 10.44% |
2016 | -2.34% | 0.91% | 8.43% | -0.48% | 1.74% | 4.19% | 2.81% | -1.55% | -0.35% | -2.32% | 2.86% | 4.17% | 19.00% |
2015 | 0.43% | -0.14% | 0.28% | -1.79% | 0.43% | -3.41% | 2.34% | -5.06% | 0.27% | 5.46% | 0.06% | -0.62% | -2.11% |
2014 | -0.19% | 4.16% | 1.81% | 1.64% | 0.98% | 2.97% | -3.65% | 3.90% | -3.99% | 6.79% | 1.45% | 1.76% | 18.55% |
2013 | 5.29% | 1.65% | 4.01% | 3.85% | -2.69% | -0.50% | 4.23% | -5.23% | 3.22% | 4.23% | -0.37% | 1.32% | 20.08% |
Expense Ratio
v3 has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of v3 is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
---|---|---|---|---|---|
Vanguard Real Estate ETF | 2.04 | 2.92 | 1.37 | 1.05 | 8.19 |
Vanguard Utilities ETF | 2.69 | 3.70 | 1.47 | 1.81 | 14.17 |
Vanguard High Dividend Yield ETF | 2.93 | 4.07 | 1.52 | 3.17 | 19.54 |
Vanguard Russell 2000 Value ETF | 1.47 | 2.17 | 1.26 | 1.23 | 7.80 |
Dividends
Dividend yield
v3 granted a 2.79% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
v3 | 2.79% | 3.14% | 2.99% | 2.41% | 2.94% | 2.77% | 3.35% | 2.96% | 3.12% | 3.20% | 2.78% | 3.08% |
Portfolio components: | ||||||||||||
Vanguard Real Estate ETF | 3.74% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Vanguard Utilities ETF | 2.81% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Vanguard Russell 2000 Value ETF | 1.83% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the v3. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the v3 was 38.97%, occurring on Mar 23, 2020. Recovery took 205 trading sessions.
The current v3 drawdown is 0.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-38.97% | Feb 18, 2020 | 25 | Mar 23, 2020 | 205 | Jan 13, 2021 | 230 |
-20.6% | Apr 21, 2022 | 383 | Oct 27, 2023 | 175 | Jul 11, 2024 | 558 |
-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
Volatility Chart
The current v3 volatility is 2.74%, 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.
Diversification
Asset Correlations Table
VPU | VTWV | VNQ | VYM | |
---|---|---|---|---|
VPU | 1.00 | 0.37 | 0.63 | 0.57 |
VTWV | 0.37 | 1.00 | 0.59 | 0.78 |
VNQ | 0.63 | 0.59 | 1.00 | 0.64 |
VYM | 0.57 | 0.78 | 0.64 | 1.00 |