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v3

Last updated Sep 23, 2023

Asset Allocation


VPU 25%VYM 25%VTWV 25%VNQ 25%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VPU
Vanguard Utilities ETF
Utilities Equities25%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities25%
VTWV
Vanguard Russell 2000 Value ETF
Small Cap Blend Equities25%
VNQ
Vanguard Real Estate ETF
REIT25%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
0.67%
8.61%
v3
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

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

VPUVTWVVNQVYM
VPU1.000.370.630.57
VTWV0.371.000.580.78
VNQ0.630.581.000.64
VYM0.570.780.641.00

Sharpe Ratio

The current v3 Sharpe ratio is -0.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.00-0.13

The Sharpe ratio of v3 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
-0.13
0.81
v3
Benchmark (^GSPC)
Portfolio components

Dividend yield

v3 granted a 3.32% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
v33.32%3.05%2.53%3.18%3.09%3.86%3.54%3.87%4.08%3.67%4.22%4.46%
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.


0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
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
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-14.82%
-9.93%
v3
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 2020205Jan 13, 2021230
-20.35%Apr 21, 2022121Oct 12, 2022
-17.94%Jul 8, 201122Aug 8, 2011117Jan 25, 2012139
-13.66%Aug 30, 201880Dec 24, 201837Feb 19, 2019117
-12.64%Jan 27, 2015147Aug 25, 2015141Mar 17, 2016288

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.39%
3.41%
v3
Benchmark (^GSPC)
Portfolio components