Classic corp
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Classic corp, 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
As of Oct 18, 2024, the Classic corp returned 12.85% Year-To-Date and 6.82% 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 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Classic corp | 13.36% | 1.81% | 12.12% | 27.23% | 7.66% | 6.75% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 40.81% | 15.72% | 13.27% |
iShares Russell 2000 ETF | 13.41% | 2.19% | 16.26% | 37.26% | 9.07% | 8.59% |
iShares MSCI Emerging Markets ETF | 14.99% | 5.10% | 15.19% | 28.05% | 3.84% | 3.29% |
Vanguard FTSE Developed Europe ex-UK UCITS ETF | 9.43% | -0.60% | 7.26% | 27.86% | 8.29% | 6.72% |
iShares 1-3 Year Treasury Bond ETF | 3.64% | -0.42% | 3.74% | 6.01% | 1.23% | 1.17% |
iShares 3-7 Year Treasury Bond ETF | 3.06% | -1.36% | 5.39% | 8.49% | 0.27% | 1.22% |
Invesco Corporate Bond Fund | 4.79% | -1.30% | 7.43% | 16.69% | 1.30% | 2.89% |
Monthly Returns
The table below presents the monthly returns of Classic corp, 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 | -1.04% | 2.91% | 2.61% | -2.55% | 3.45% | 1.23% | 2.10% | 1.65% | 2.41% | 13.36% | |||
2023 | 6.86% | -3.39% | 2.31% | 0.88% | -1.67% | 4.11% | 3.37% | -3.23% | -3.59% | -2.67% | 7.60% | 4.57% | 15.20% |
2022 | -3.55% | -2.76% | -0.49% | -6.17% | 0.50% | -6.18% | 4.43% | -3.22% | -8.22% | 3.51% | 8.22% | -2.76% | -16.58% |
2021 | 0.55% | 1.51% | 1.46% | 2.74% | 1.47% | 0.86% | -0.68% | 1.56% | -3.49% | 3.05% | -2.32% | 2.64% | 9.53% |
2020 | -1.65% | -4.74% | -11.17% | 7.45% | 3.71% | 3.52% | 4.82% | 3.65% | -2.00% | -1.15% | 9.54% | 4.50% | 15.66% |
2019 | 6.71% | 1.44% | 1.04% | 2.68% | -4.66% | 5.30% | -0.59% | -1.51% | 1.36% | 2.48% | 1.44% | 3.51% | 20.42% |
2018 | 4.58% | -3.87% | -0.56% | -0.35% | -0.17% | -0.92% | 2.70% | -0.13% | -0.25% | -6.28% | 1.74% | -4.36% | -8.06% |
2017 | 2.67% | 1.80% | 1.85% | 1.77% | 1.81% | 0.67% | 2.73% | 0.73% | 1.39% | 1.57% | 0.85% | 1.33% | 20.93% |
2016 | -4.03% | -0.55% | 6.89% | 0.85% | -0.43% | 0.76% | 3.71% | 0.48% | 0.89% | -1.44% | -0.49% | 1.74% | 8.30% |
2015 | -0.78% | 3.76% | -0.64% | 2.28% | -0.81% | -1.90% | -0.44% | -5.43% | -2.35% | 5.30% | -0.50% | -2.27% | -4.16% |
2014 | 3.62% | 1.31% | -1.52% | 3.38% |
Expense Ratio
Classic corp features an expense ratio of 0.29%, falling within the medium range. 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 corp is 69, 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 S&P 500 ETF | 3.69 | 4.86 | 1.70 | 4.21 | 24.36 |
iShares Russell 2000 ETF | 1.96 | 2.74 | 1.34 | 1.33 | 10.84 |
iShares MSCI Emerging Markets ETF | 1.88 | 2.66 | 1.34 | 0.87 | 10.49 |
Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.28 | 3.26 | 1.39 | 1.83 | 12.13 |
iShares 1-3 Year Treasury Bond ETF | 3.01 | 4.91 | 1.66 | 2.11 | 19.56 |
iShares 3-7 Year Treasury Bond ETF | 1.76 | 2.65 | 1.33 | 0.62 | 6.50 |
Invesco Corporate Bond Fund | 2.66 | 4.04 | 1.52 | 0.79 | 13.90 |
Dividends
Dividend yield
Classic corp granted a 2.39% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Classic corp | 2.39% | 2.41% | 2.22% | 1.75% | 1.82% | 2.39% | 2.38% | 2.02% | 2.03% | 2.19% | 1.59% | 1.47% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
iShares Russell 2000 ETF | 1.14% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
iShares MSCI Emerging Markets ETF | 2.26% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.72% | 2.75% | 3.05% | 2.29% | 1.96% | 2.83% | 3.20% | 2.71% | 2.81% | 2.61% | 0.11% | 0.00% |
iShares 1-3 Year Treasury Bond ETF | 3.78% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
iShares 3-7 Year Treasury Bond ETF | 3.01% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
Invesco Corporate Bond Fund | 4.85% | 4.56% | 3.83% | 4.90% | 5.98% | 3.67% | 4.22% | 4.16% | 3.67% | 3.91% | 3.96% | 3.94% |
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 corp. 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 corp was 26.18%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Classic corp drawdown is 0.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.18% | Jan 21, 2020 | 45 | Mar 23, 2020 | 96 | Aug 5, 2020 | 141 |
-25.05% | Nov 9, 2021 | 243 | Oct 14, 2022 | 407 | May 14, 2024 | 650 |
-17.27% | Apr 29, 2015 | 204 | Feb 11, 2016 | 246 | Jan 24, 2017 | 450 |
-15.93% | Jan 29, 2018 | 235 | Dec 24, 2018 | 221 | Nov 1, 2019 | 456 |
-5.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Classic corp volatility is 2.58%, 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
ACCBX | SHY | VERX.AS | IEI | EEM | IWM | VOO | |
---|---|---|---|---|---|---|---|
ACCBX | 1.00 | 0.59 | 0.18 | 0.74 | 0.09 | 0.03 | 0.05 |
SHY | 0.59 | 1.00 | -0.02 | 0.87 | -0.05 | -0.09 | -0.10 |
VERX.AS | 0.18 | -0.02 | 1.00 | -0.03 | 0.56 | 0.48 | 0.51 |
IEI | 0.74 | 0.87 | -0.03 | 1.00 | -0.09 | -0.16 | -0.15 |
EEM | 0.09 | -0.05 | 0.56 | -0.09 | 1.00 | 0.62 | 0.69 |
IWM | 0.03 | -0.09 | 0.48 | -0.16 | 0.62 | 1.00 | 0.82 |
VOO | 0.05 | -0.10 | 0.51 | -0.15 | 0.69 | 0.82 | 1.00 |