June 2023
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in June 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 23, 2023, the June 2023 returned 4.30% Year-To-Date and 7.99% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.81% |
| June 2023 | -1.70% | 0.23% | 4.30% | 7.56% | 7.22% | 8.00% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -2.14% | 9.37% | 35.10% | 16.88% | 26.96% | 27.78% |
BIV Vanguard Intermediate-Term Bond ETF | -0.69% | -4.12% | 0.04% | 0.98% | 0.98% | 1.67% |
GLD SPDR Gold Trust | 0.56% | -2.74% | 5.29% | 16.74% | 9.50% | 3.41% |
TLT iShares 20+ Year Treasury Bond ETF | -3.69% | -13.04% | -6.20% | -10.79% | -2.71% | 0.89% |
TIP iShares TIPS Bond ETF | -0.46% | -2.98% | 0.18% | -0.41% | 2.14% | 1.69% |
VHT Vanguard Health Care ETF | -2.55% | 2.15% | -3.37% | 6.53% | 7.43% | 11.41% |
VDC Vanguard Consumer Staples ETF | -1.99% | -0.17% | -1.08% | 7.10% | 8.59% | 8.70% |
XLE Energy Select Sector SPDR Fund | 2.72% | 16.56% | 4.88% | 31.50% | 8.26% | 4.51% |
LMT Lockheed Martin Corporation | -7.69% | -11.66% | -13.29% | 2.76% | 6.62% | 15.47% |
VOO Vanguard S&P 500 ETF | -1.79% | 9.62% | 13.90% | 18.91% | 10.08% | 11.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | TIP | LMT | AAPL | BIV | XLE | VDC | TLT | VHT | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.36 | -0.01 | 0.03 | 0.33 | 0.09 | 0.05 | 0.25 | 0.02 | 0.03 |
| TIP | 0.36 | 1.00 | -0.08 | -0.05 | 0.76 | -0.08 | -0.03 | 0.72 | -0.08 | -0.10 |
| LMT | -0.01 | -0.08 | 1.00 | 0.27 | -0.11 | 0.35 | 0.47 | -0.19 | 0.43 | 0.49 |
| AAPL | 0.03 | -0.05 | 0.27 | 1.00 | -0.08 | 0.32 | 0.38 | -0.17 | 0.46 | 0.63 |
| BIV | 0.33 | 0.76 | -0.11 | -0.08 | 1.00 | -0.22 | -0.05 | 0.84 | -0.11 | -0.16 |
| XLE | 0.09 | -0.08 | 0.35 | 0.32 | -0.22 | 1.00 | 0.41 | -0.33 | 0.45 | 0.63 |
| VDC | 0.05 | -0.03 | 0.47 | 0.38 | -0.05 | 0.41 | 1.00 | -0.16 | 0.64 | 0.71 |
| TLT | 0.25 | 0.72 | -0.19 | -0.17 | 0.84 | -0.33 | -0.16 | 1.00 | -0.23 | -0.30 |
| VHT | 0.02 | -0.08 | 0.43 | 0.46 | -0.11 | 0.45 | 0.64 | -0.23 | 1.00 | 0.80 |
| VOO | 0.03 | -0.10 | 0.49 | 0.63 | -0.16 | 0.63 | 0.71 | -0.30 | 0.80 | 1.00 |
Dividend yield
June 2023 granted a 2.20% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| June 2023 | 2.20% | 3.01% | 2.39% | 1.88% | 2.31% | 2.65% | 2.31% | 2.29% | 2.24% | 2.56% | 2.65% | 3.19% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
BIV Vanguard Intermediate-Term Bond ETF | 2.94% | 2.46% | 3.57% | 3.19% | 3.06% | 3.29% | 3.17% | 2.88% | 3.74% | 5.05% | 5.59% | 6.93% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.46% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
TIP iShares TIPS Bond ETF | 2.42% | 7.09% | 4.64% | 1.32% | 2.01% | 3.16% | 2.49% | 1.81% | 0.42% | 2.08% | 1.45% | 2.84% |
VHT Vanguard Health Care ETF | 1.44% | 1.34% | 1.17% | 1.25% | 1.98% | 1.48% | 1.42% | 1.60% | 1.36% | 1.15% | 1.28% | 1.93% |
VDC Vanguard Consumer Staples ETF | 2.58% | 2.40% | 2.22% | 2.65% | 2.67% | 3.11% | 2.89% | 2.82% | 3.08% | 2.39% | 2.79% | 3.81% |
XLE Energy Select Sector SPDR Fund | 3.40% | 3.78% | 4.51% | 6.30% | 6.85% | 4.47% | 3.95% | 3.04% | 4.67% | 3.34% | 2.50% | 2.63% |
LMT Lockheed Martin Corporation | 2.90% | 2.39% | 3.14% | 2.98% | 2.56% | 3.55% | 2.70% | 3.23% | 3.48% | 3.61% | 4.20% | 6.13% |
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% |
Expense Ratio
The June 2023 features an expense ratio of 0.11%, 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
BIV Vanguard Intermediate-Term Bond ETF | -0.03 | ||||
GLD SPDR Gold Trust | 1.03 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.67 | ||||
TIP iShares TIPS Bond ETF | -0.24 | ||||
VHT Vanguard Health Care ETF | 0.44 | ||||
VDC Vanguard Consumer Staples ETF | 0.38 | ||||
XLE Energy Select Sector SPDR Fund | 0.81 | ||||
LMT Lockheed Martin Corporation | 0.05 | ||||
VOO Vanguard S&P 500 ETF | 0.92 |
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 June 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 June 2023 is 17.01%, recorded on Mar 18, 2020. It took 48 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.01% | Feb 20, 2020 | 20 | Mar 18, 2020 | 48 | May 27, 2020 | 68 |
| -16.25% | Dec 28, 2021 | 192 | Sep 30, 2022 | — | — | — |
| -10.23% | Oct 3, 2018 | 57 | Dec 24, 2018 | 58 | Mar 20, 2019 | 115 |
| -7.22% | Apr 27, 2015 | 85 | Aug 25, 2015 | 151 | Apr 1, 2016 | 236 |
| -6.53% | Sep 3, 2020 | 41 | Oct 30, 2020 | 24 | Dec 4, 2020 | 65 |
Volatility Chart
The current June 2023 volatility is 2.26%, 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.