Classic 2023
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VERX.AS | SHY | TLT | EEM | IEI | IWM | VOO | |
|---|---|---|---|---|---|---|---|
| VERX.AS | 1.00 | -0.05 | -0.13 | 0.58 | -0.08 | 0.48 | 0.53 |
| SHY | -0.05 | 1.00 | 0.60 | -0.08 | 0.86 | -0.14 | -0.14 |
| TLT | -0.13 | 0.60 | 1.00 | -0.17 | 0.82 | -0.24 | -0.22 |
| EEM | 0.58 | -0.08 | -0.17 | 1.00 | -0.13 | 0.63 | 0.70 |
| IEI | -0.08 | 0.86 | 0.82 | -0.13 | 1.00 | -0.21 | -0.20 |
| IWM | 0.48 | -0.14 | -0.24 | 0.63 | -0.21 | 1.00 | 0.83 |
| VOO | 0.53 | -0.14 | -0.22 | 0.70 | -0.20 | 0.83 | 1.00 |
Dividend yield
Classic 2023 granted a 2.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Classic 2023 | 2.28% | 2.16% | 1.54% | 1.54% | 2.44% | 2.47% | 2.12% | 2.24% | 2.45% | 1.76% | 1.71% | 1.77% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2021 | 243 | Oct 14, 2022 | — | — | — |
| -23.5% | Jan 21, 2020 | 42 | Mar 18, 2020 | 84 | Jul 15, 2020 | 126 |
| -16.43% | Apr 28, 2015 | 190 | Jan 20, 2016 | 263 | Jan 25, 2017 | 453 |
| -15.53% | Jan 29, 2018 | 235 | Dec 24, 2018 | 217 | Oct 28, 2019 | 452 |
| -5.36% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
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.