Classic 2023
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 17, 2014, corresponding to the inception date of VERX.AS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Classic 2023 | 8.75% | 4.28% | 5.10% | 15.90% | 6.79% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 16.41% | 5.23% | 7.44% | 24.99% | 14.48% | 12.69% |
IWM iShares Russell 2000 ETF | 6.15% | 3.68% | 2.95% | 15.43% | 8.36% | 7.60% |
EEM iShares MSCI Emerging Markets ETF | 6.57% | 4.70% | 4.88% | 11.70% | 2.86% | 1.57% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 9.01% | 6.62% | 3.36% | 19.43% | 8.72% | N/A |
SHY iShares 1-3 Year Treasury Bond ETF | 3.58% | 0.67% | 3.32% | 6.40% | 1.23% | 1.24% |
TLT iShares 20+ Year Treasury Bond ETF | 3.39% | 3.42% | 5.92% | 10.47% | -4.96% | 0.97% |
IEI iShares 3-7 Year Treasury Bond ETF | 4.06% | 1.11% | 4.36% | 8.26% | 0.34% | 1.47% |
Monthly Returns
The table below presents the monthly returns of Classic 2023, 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 | -1.23% | 2.84% | 2.57% | -2.87% | 3.53% | 1.31% | 2.20% | 1.68% | 8.75% | ||||
| 2023 | 7.09% | -3.56% | 2.64% | 0.85% | -1.79% | 4.08% | 3.11% | -3.40% | -4.01% | -2.94% | 7.89% | 4.93% | 14.80% |
| 2022 | -3.61% | -2.69% | -0.75% | -6.50% | 0.30% | -5.99% | 4.34% | -3.39% | -8.44% | 3.14% | 8.39% | -2.96% | -17.82% |
| 2021 | 0.32% | 1.13% | 1.18% | 2.84% | 1.42% | 1.09% | -0.48% | 1.54% | -3.65% | 3.26% | -2.07% | 2.45% | 9.19% |
| 2020 | -1.25% | -4.20% | -9.63% | 7.17% | 3.41% | 3.34% | 4.88% | 3.32% | -1.94% | -1.42% | 9.39% | 4.35% | 17.07% |
| 2019 | 6.50% | 1.28% | 1.28% | 2.45% | -4.22% | 5.19% | -0.64% | -0.86% | 1.14% | 2.35% | 1.38% | 3.25% | 20.35% |
| 2018 | 4.36% | -3.98% | -0.35% | -0.46% | 0.00% | -0.84% | 2.52% | -0.07% | -0.47% | -6.38% | 1.96% | -3.89% | -7.80% |
| 2017 | 2.68% | 1.81% | 1.81% | 1.79% | 1.88% | 0.69% | 2.61% | 0.95% | 1.22% | 1.53% | 0.93% | 1.42% | 21.10% |
| 2016 | -3.59% | -0.30% | 6.56% | 0.63% | -0.37% | 1.16% | 3.72% | 0.36% | 0.77% | -1.73% | -0.91% | 1.64% | 7.85% |
| 2015 | -0.20% | 3.23% | -0.57% | 2.03% | -0.95% | -2.07% | -0.12% | -5.36% | -2.16% | 5.17% | -0.53% | -2.21% | -4.08% |
| 2014 | 3.51% | 1.50% | -1.26% | 3.73% |
Expense Ratio
Classic 2023 has an expense ratio of 0.25%, 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 Classic 2023 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.91 | 2.61 | 1.35 | 2.05 | 10.30 |
IWM iShares Russell 2000 ETF | 0.75 | 1.20 | 1.14 | 0.51 | 3.52 |
EEM iShares MSCI Emerging Markets ETF | 0.78 | 1.18 | 1.14 | 0.33 | 3.76 |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 1.47 | 2.16 | 1.25 | 1.16 | 6.77 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.22 | 5.43 | 1.72 | 1.88 | 22.88 |
TLT iShares 20+ Year Treasury Bond ETF | 0.64 | 1.00 | 1.12 | 0.22 | 1.73 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.70 | 2.58 | 1.32 | 0.60 | 6.62 |
Dividends
Dividend yield
Classic 2023 granted a 2.36% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Classic 2023 | 2.36% | 2.32% | 2.12% | 1.48% | 1.46% | 2.27% | 2.25% | 1.88% | 1.95% | 2.09% | 1.49% | 1.42% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.31% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
IWM iShares Russell 2000 ETF | 1.25% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
EEM iShares MSCI Emerging Markets ETF | 2.44% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.79% | 2.75% | 3.05% | 2.29% | 1.96% | 2.83% | 3.20% | 2.71% | 2.81% | 2.61% | 0.11% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.69% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
TLT iShares 20+ Year Treasury Bond ETF | 3.63% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.92% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
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 Classic 2023. 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 Classic 2023 was 25.93%, occurring on Oct 14, 2022. Recovery took 445 trading sessions.
The current Classic 2023 drawdown is 1.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.93% | Nov 9, 2021 | 243 | Oct 14, 2022 | 445 | Jul 5, 2024 | 688 |
| -23.5% | Jan 21, 2020 | 42 | Mar 18, 2020 | 84 | Jul 15, 2020 | 126 |
| -16.34% | Apr 29, 2015 | 188 | Jan 20, 2016 | 262 | Jan 24, 2017 | 450 |
| -15.53% | Jan 29, 2018 | 235 | Dec 24, 2018 | 217 | Oct 28, 2019 | 452 |
| -5.44% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
Volatility
Volatility Chart
The current Classic 2023 volatility is 2.94%, 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
| VERX.AS | SHY | TLT | IEI | EEM | IWM | VOO | |
|---|---|---|---|---|---|---|---|
| VERX.AS | 1.00 | -0.02 | -0.08 | -0.03 | 0.56 | 0.48 | 0.51 |
| SHY | -0.02 | 1.00 | 0.62 | 0.87 | -0.05 | -0.09 | -0.10 |
| TLT | -0.08 | 0.62 | 1.00 | 0.83 | -0.14 | -0.19 | -0.18 |
| IEI | -0.03 | 0.87 | 0.83 | 1.00 | -0.10 | -0.16 | -0.15 |
| EEM | 0.56 | -0.05 | -0.14 | -0.10 | 1.00 | 0.62 | 0.70 |
| IWM | 0.48 | -0.09 | -0.19 | -0.16 | 0.62 | 1.00 | 0.82 |
| VOO | 0.51 | -0.10 | -0.18 | -0.15 | 0.70 | 0.82 | 1.00 |