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Classic corp

Last updated Sep 21, 2023

Asset Allocation


IEI 9%SHY 8%ACCBX 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%
ACCBX
Invesco Corporate Bond Fund
Corporate 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 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.85%
11.49%
Classic corp
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Classic corp returned 7.21% Year-To-Date and 5.58% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.27%9.85%
Classic corp0.01%4.29%7.21%10.45%4.22%5.58%
VOO
Vanguard S&P 500 ETF
0.20%12.72%16.07%16.08%10.10%11.86%
IWM
iShares Russell 2000 ETF
-2.45%5.47%3.82%2.66%2.33%7.11%
EEM
iShares MSCI Emerging Markets ETF
0.52%1.97%2.88%5.01%-0.02%1.68%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
-0.29%3.26%11.88%27.58%4.70%5.89%
SHY
iShares 1-3 Year Treasury Bond ETF
0.08%-0.33%1.38%1.66%0.86%0.61%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.09%-2.65%0.09%-0.02%0.50%0.51%
ACCBX
Invesco Corporate Bond Fund
0.89%-0.99%0.89%1.53%1.30%1.96%

Asset Correlations Table

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

ACCBXSHYVERX.ASEEMIEIIWMVOO
ACCBX1.000.560.160.070.72-0.010.02
SHY0.561.00-0.05-0.080.86-0.14-0.14
VERX.AS0.16-0.051.000.58-0.080.480.53
EEM0.07-0.080.581.00-0.130.630.70
IEI0.720.86-0.08-0.131.00-0.21-0.20
IWM-0.01-0.140.480.63-0.211.000.83
VOO0.02-0.140.530.70-0.200.831.00

Sharpe Ratio

The current Classic corp Sharpe ratio is 1.35. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.35

The Sharpe ratio of Classic corp is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.35
1.24
Classic corp
Benchmark (^GSPC)
Portfolio components

Dividend yield

Classic corp granted a 2.34% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Classic corp2.34%2.25%1.83%1.95%2.59%2.66%2.33%2.39%2.64%1.96%1.86%2.00%
VOO
Vanguard S&P 500 ETF
1.53%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
1.57%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
2.31%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
2.90%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%
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%
ACCBX
Invesco Corporate Bond Fund
4.58%3.95%5.25%6.71%4.35%5.18%5.32%4.93%5.45%5.73%5.93%6.40%

Expense Ratio

The Classic corp has a high expense ratio of 0.29%, 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.


0.72%
0.00%2.15%
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
0.85
IWM
iShares Russell 2000 ETF
0.06
EEM
iShares MSCI Emerging Markets ETF
0.24
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
1.72
SHY
iShares 1-3 Year Treasury Bond ETF
0.58
IEI
iShares 3-7 Year Treasury Bond ETF
-0.05
ACCBX
Invesco Corporate Bond Fund
0.14

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
-11.93%
-8.22%
Classic corp
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Classic corp. 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 corp is 26.18%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.18%Jan 21, 202045Mar 23, 202096Aug 5, 2020141
-25.05%Nov 9, 2021243Oct 14, 2022
-17.3%Apr 28, 2015206Feb 11, 2016246Jan 24, 2017452
-15.93%Jan 29, 2018235Dec 24, 2018221Nov 1, 2019456
-5.43%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility Chart

The current Classic corp volatility is 2.32%, 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
2.32%
3.27%
Classic corp
Benchmark (^GSPC)
Portfolio components