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June 2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of May 11, 2025, the June 2023 returned 0.16% Year-To-Date and 7.87% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
June 20230.16%3.58%-2.53%7.12%7.46%7.87%
AAPL
Apple Inc
-20.63%4.26%-12.43%8.82%21.04%21.59%
BIV
Vanguard Intermediate-Term Bond ETF
2.95%1.13%2.05%6.59%-0.36%1.91%
GLD
SPDR Gold Trust
26.73%4.96%23.75%40.30%14.04%10.19%
TLT
iShares 20+ Year Treasury Bond ETF
1.08%1.10%-3.86%0.64%-9.36%-0.54%
TIP
iShares TIPS Bond ETF
3.53%1.56%1.94%5.91%1.49%2.41%
VHT
Vanguard Health Care ETF
-4.00%-0.66%-11.91%-6.05%6.17%7.56%
VDC
Vanguard Consumer Staples ETF
3.82%1.95%2.12%8.00%10.95%8.37%
XLE
Energy Select Sector SPDR Fund
-3.02%7.08%-10.65%-9.26%21.68%4.30%
LMT
Lockheed Martin Corporation
-1.84%2.12%-14.98%3.64%7.58%12.52%
VOO
Vanguard S&P 500 ETF
-3.41%7.59%-5.06%9.79%15.86%12.42%
*Annualized

Monthly Returns

The table below presents the monthly returns of June 2023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.47%1.53%-1.42%-0.75%-0.62%0.16%
2024-0.25%1.14%2.49%-2.80%3.31%2.04%3.14%2.06%1.68%-2.24%2.68%-3.15%10.24%
20234.36%-2.64%3.89%1.05%-1.51%2.92%1.05%-1.40%-4.34%-1.33%5.99%3.99%12.08%
2022-1.85%0.13%0.84%-5.72%0.11%-4.99%5.44%-3.11%-7.60%5.20%3.93%-3.16%-11.18%
2021-1.29%-0.08%1.40%3.23%0.97%1.93%2.08%0.87%-2.74%3.49%0.46%2.66%13.60%
20202.11%-3.27%-5.06%8.85%2.37%1.31%4.63%2.91%-2.85%-2.58%6.10%2.46%17.29%
20194.65%1.55%2.38%1.61%-1.48%4.65%0.78%2.15%0.25%1.12%1.91%1.63%23.21%
20181.93%-2.51%-0.60%-0.27%1.89%0.13%1.68%2.26%0.09%-4.42%0.45%-3.24%-2.84%
20171.37%2.98%0.14%0.81%1.23%-0.17%1.35%1.71%0.10%1.00%1.64%1.18%14.15%
2016-0.90%1.38%3.63%0.45%0.65%2.63%2.37%-0.52%0.42%-1.87%-0.50%0.52%8.44%
20152.10%1.14%-0.52%-0.30%0.09%-2.02%1.42%-3.04%-0.98%4.26%-0.38%-1.88%-0.33%
2014-0.02%3.13%0.20%1.67%2.19%1.40%-0.44%3.23%-1.82%2.00%1.81%-0.11%13.92%

Expense Ratio

June 2023 has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of June 2023 is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of June 2023 is 6868
Overall Rank
The Sharpe Ratio Rank of June 2023 is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of June 2023 is 6565
Sortino Ratio Rank
The Omega Ratio Rank of June 2023 is 6666
Omega Ratio Rank
The Calmar Ratio Rank of June 2023 is 7171
Calmar Ratio Rank
The Martin Ratio Rank of June 2023 is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.250.631.090.280.95
BIV
Vanguard Intermediate-Term Bond ETF
1.161.701.200.512.86
GLD
SPDR Gold Trust
2.393.301.425.3314.20
TLT
iShares 20+ Year Treasury Bond ETF
0.010.091.01-0.00-0.01
TIP
iShares TIPS Bond ETF
1.241.781.230.593.82
VHT
Vanguard Health Care ETF
-0.40-0.410.95-0.36-0.88
VDC
Vanguard Consumer Staples ETF
0.671.111.141.053.36
XLE
Energy Select Sector SPDR Fund
-0.39-0.300.96-0.43-1.15
LMT
Lockheed Martin Corporation
0.160.381.060.130.26
VOO
Vanguard S&P 500 ETF
0.520.891.130.572.18

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

June 2023 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 0.77
  • 10-Year: 0.86
  • All Time: 1.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of June 2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

June 2023 provided a 2.46% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.46%2.32%2.23%2.96%2.26%1.75%2.09%2.35%2.00%1.95%1.87%2.08%
AAPL
Apple Inc
0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
BIV
Vanguard Intermediate-Term Bond ETF
3.86%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
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
4.35%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
TIP
iShares TIPS Bond ETF
2.91%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%
VHT
Vanguard Health Care ETF
1.64%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
XLE
Energy Select Sector SPDR Fund
3.47%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
LMT
Lockheed Martin Corporation
2.72%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the June 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 June 2023 was 17.01%, occurring on Mar 18, 2020. Recovery took 48 trading sessions.

The current June 2023 drawdown is 3.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.01%Feb 20, 202020Mar 18, 202048May 27, 202068
-16.25%Dec 28, 2021192Sep 30, 2022335Feb 1, 2024527
-10.23%Oct 3, 201857Dec 24, 201858Mar 20, 2019115
-8.44%Dec 5, 202484Apr 8, 2025
-7.22%Apr 27, 201585Aug 25, 2015151Apr 1, 2016236

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 6.11, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCGLDTIPBIVLMTTLTAAPLXLEVDCVHTVOOPortfolio
^GSPC1.000.04-0.07-0.120.44-0.250.620.600.680.781.000.81
GLD0.041.000.350.320.000.240.030.100.050.030.040.28
TIP-0.070.351.000.78-0.060.74-0.02-0.06-0.00-0.05-0.070.36
BIV-0.120.320.781.00-0.080.85-0.05-0.20-0.01-0.07-0.120.31
LMT0.440.00-0.06-0.081.00-0.150.240.340.450.410.440.47
TLT-0.250.240.740.85-0.151.00-0.13-0.29-0.11-0.17-0.250.20
AAPL0.620.03-0.02-0.050.24-0.131.000.300.360.440.630.61
XLE0.600.10-0.06-0.200.34-0.290.301.000.390.430.600.54
VDC0.680.05-0.00-0.010.45-0.110.360.391.000.630.680.62
VHT0.780.03-0.05-0.070.41-0.170.440.430.631.000.780.68
VOO1.000.04-0.07-0.120.44-0.250.630.600.680.781.000.81
Portfolio0.810.280.360.310.470.200.610.540.620.680.811.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010