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Classic 2023

Last updated Sep 22, 2023

Asset Allocation


IEI 9%SHY 8%TLT 8%VOO 25%EEM 25%VERX.AS 17%IWM 8%BondBondEquityEquity
PositionCategory/SectorWeight
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds9%
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds8%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds8%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities25%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities25%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
Europe Equities17%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities8%

Performance

The chart shows the growth of an initial investment of $10,000 in Classic 2023, 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
1.76%
8.86%
Classic 2023
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 22, 2023, the Classic 2023 returned 5.24% Year-To-Date and 5.34% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.39%9.04%12.78%15.22%7.92%9.65%
Classic 2023-2.44%1.66%5.24%10.22%3.83%5.34%
VOO
Vanguard S&P 500 ETF
-2.22%9.88%14.17%17.21%9.74%11.65%
IWM
iShares Russell 2000 ETF
-4.69%3.36%2.21%5.00%2.01%6.92%
EEM
iShares MSCI Emerging Markets ETF
-2.56%-0.91%1.10%5.45%-0.36%1.48%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
-2.46%4.04%10.35%29.10%4.42%5.73%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.01%-0.62%1.43%1.99%0.87%0.62%
TLT
iShares 20+ Year Treasury Bond ETF
-4.78%-13.73%-6.95%-11.14%-2.85%-0.97%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.82%-3.41%-0.16%0.49%0.45%0.48%

Asset Correlations Table

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

VERX.ASSHYTLTEEMIEIIWMVOO
VERX.AS1.00-0.05-0.130.58-0.080.480.53
SHY-0.051.000.60-0.080.86-0.14-0.14
TLT-0.130.601.00-0.170.82-0.24-0.22
EEM0.58-0.08-0.171.00-0.130.630.70
IEI-0.080.860.82-0.131.00-0.21-0.20
IWM0.48-0.14-0.240.63-0.211.000.83
VOO0.53-0.14-0.220.70-0.200.831.00

Sharpe Ratio

The current Classic 2023 Sharpe ratio is 1.15. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.15

The Sharpe ratio of Classic 2023 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.15
1.23
Classic 2023
Benchmark (^GSPC)
Portfolio components

Dividend yield

Classic 2023 granted a 2.28% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Classic 20232.28%2.16%1.54%1.54%2.44%2.47%2.12%2.24%2.45%1.76%1.71%1.77%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
IWM
iShares Russell 2000 ETF
1.60%1.49%0.96%1.07%1.32%1.49%1.35%1.49%1.70%1.41%1.39%2.30%
EEM
iShares MSCI Emerging Markets ETF
2.35%2.52%2.06%1.53%2.95%2.45%2.11%2.15%2.89%2.65%2.49%2.08%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.94%3.13%2.42%2.13%3.13%3.65%3.19%3.39%3.24%0.14%0.00%0.00%
SHY
iShares 1-3 Year Treasury Bond ETF
2.60%1.33%0.27%0.97%2.21%1.84%1.06%0.78%0.59%0.40%0.29%0.41%
TLT
iShares 20+ Year Treasury Bond ETF
3.49%2.73%1.56%1.59%2.44%2.90%2.76%3.02%3.11%3.26%4.09%3.47%
IEI
iShares 3-7 Year Treasury Bond ETF
2.11%1.39%0.75%1.16%2.11%2.09%1.65%1.47%1.56%1.40%0.89%1.01%

Expense Ratio

The Classic 2023 has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.19%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
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
VOO
Vanguard S&P 500 ETF
0.82
IWM
iShares Russell 2000 ETF
0.05
EEM
iShares MSCI Emerging Markets ETF
0.17
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
1.54
SHY
iShares 1-3 Year Treasury Bond ETF
0.61
TLT
iShares 20+ Year Treasury Bond ETF
-0.63
IEI
iShares 3-7 Year Treasury Bond ETF
-0.04

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
-14.79%
-9.73%
Classic 2023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Classic 2023. 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 Classic 2023 is 25.93%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.93%Nov 9, 2021243Oct 14, 2022
-23.5%Jan 21, 202042Mar 18, 202084Jul 15, 2020126
-16.43%Apr 28, 2015190Jan 20, 2016263Jan 25, 2017453
-15.53%Jan 29, 2018235Dec 24, 2018217Oct 28, 2019452
-5.36%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current Classic 2023 volatility is 2.64%, 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
2.64%
3.41%
Classic 2023
Benchmark (^GSPC)
Portfolio components