June 2023
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Oct 15, 2024, the June 2023 returned 13.47% Year-To-Date and 8.83% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| June 2023 | 13.47% | 0.93% | 12.40% | 22.33% | 9.60% | 8.83% |
| Portfolio components: | ||||||
AAPL Apple Inc | 20.59% | 3.96% | 34.28% | 29.99% | 32.59% | 26.79% |
BIV Vanguard Intermediate-Term Bond ETF | 3.42% | -2.04% | 6.76% | 10.62% | 0.39% | 1.93% |
GLD SPDR Gold Trust | 28.19% | 2.68% | 10.92% | 37.04% | 11.82% | 7.51% |
TLT iShares 20+ Year Treasury Bond ETF | -2.32% | -6.31% | 7.60% | 11.33% | -5.43% | -0.08% |
TIP iShares TIPS Bond ETF | 3.92% | -0.86% | 5.54% | 8.52% | 2.30% | 2.12% |
VHT Vanguard Health Care ETF | 14.23% | -0.58% | 12.59% | 21.77% | 12.32% | 11.35% |
VDC Vanguard Consumer Staples ETF | 15.41% | -1.23% | 12.79% | 25.97% | 9.89% | 9.33% |
XLE Energy Select Sector SPDR Fund | 13.37% | 9.28% | -0.99% | 7.11% | 15.62% | 5.20% |
LMT Lockheed Martin Corporation | 37.45% | 7.19% | 36.49% | 42.25% | 12.81% | 16.38% |
VOO Vanguard S&P 500 ETF | 24.17% | 4.29% | 16.62% | 37.39% | 16.29% | 14.09% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.25% | 1.14% | 2.49% | -2.80% | 3.31% | 2.04% | 3.14% | 2.06% | 1.68% | 13.47% | |||
| 2023 | 4.36% | -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% | -11.19% |
| 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% |
| 2020 | 2.11% | -3.27% | -5.06% | 8.85% | 2.37% | 1.31% | 4.63% | 2.91% | -2.85% | -2.58% | 6.10% | 2.46% | 17.29% |
| 2019 | 4.65% | 1.55% | 2.38% | 1.61% | -1.48% | 4.65% | 0.78% | 2.15% | 0.25% | 1.12% | 1.91% | 1.63% | 23.21% |
| 2018 | 1.93% | -2.51% | -0.60% | -0.27% | 1.89% | 0.13% | 1.68% | 2.26% | 0.09% | -4.42% | 0.45% | -3.24% | -2.84% |
| 2017 | 1.37% | 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% |
| 2015 | 2.10% | 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% |
| 2013 | 0.64% | 0.62% | 2.16% | 1.49% | -1.05% | -2.94% | 3.72% | -0.94% | 1.69% | 2.86% | 0.95% | 0.42% | 9.85% |
Expense Ratio
June 2023 has an expense ratio of 0.11%, 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 risk-adjusted rank of June 2023 is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.26 | 1.91 | 1.24 | 1.73 | 4.07 |
BIV Vanguard Intermediate-Term Bond ETF | 1.77 | 2.63 | 1.31 | 0.62 | 7.21 |
GLD SPDR Gold Trust | 2.87 | 3.92 | 1.50 | 5.04 | 18.79 |
TLT iShares 20+ Year Treasury Bond ETF | 0.85 | 1.30 | 1.15 | 0.28 | 2.37 |
TIP iShares TIPS Bond ETF | 1.78 | 2.68 | 1.33 | 0.65 | 9.90 |
VHT Vanguard Health Care ETF | 2.01 | 2.75 | 1.36 | 1.55 | 9.77 |
VDC Vanguard Consumer Staples ETF | 2.69 | 3.83 | 1.47 | 2.23 | 20.17 |
XLE Energy Select Sector SPDR Fund | 0.53 | 0.83 | 1.10 | 0.71 | 1.33 |
LMT Lockheed Martin Corporation | 3.05 | 4.56 | 1.60 | 2.99 | 14.39 |
VOO Vanguard S&P 500 ETF | 2.94 | 3.91 | 1.54 | 3.16 | 18.36 |
Dividends
Dividend yield
June 2023 granted a 2.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| June 2023 | 2.24% | 2.23% | 2.96% | 2.26% | 1.75% | 2.09% | 2.35% | 2.00% | 1.95% | 1.87% | 2.08% | 2.11% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
BIV Vanguard Intermediate-Term Bond ETF | 3.57% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
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 | 3.90% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
TIP iShares TIPS Bond ETF | 2.70% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
VHT Vanguard Health Care ETF | 1.36% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
VDC Vanguard Consumer Staples ETF | 2.55% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
XLE Energy Select Sector SPDR Fund | 3.21% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
LMT Lockheed Martin Corporation | 2.06% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
VOO 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% |
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 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 0.04%.
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 | 335 | Feb 1, 2024 | 527 |
| -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
Volatility Chart
The current June 2023 volatility is 1.46%, 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
| GLD | TIP | AAPL | LMT | BIV | VDC | XLE | TLT | VHT | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.36 | 0.03 | 0.00 | 0.33 | 0.05 | 0.10 | 0.25 | 0.03 | 0.04 |
| TIP | 0.36 | 1.00 | -0.03 | -0.07 | 0.78 | -0.01 | -0.07 | 0.74 | -0.06 | -0.08 |
| AAPL | 0.03 | -0.03 | 1.00 | 0.25 | -0.06 | 0.36 | 0.30 | -0.15 | 0.44 | 0.63 |
| LMT | 0.00 | -0.07 | 0.25 | 1.00 | -0.10 | 0.46 | 0.35 | -0.17 | 0.42 | 0.45 |
| BIV | 0.33 | 0.78 | -0.06 | -0.10 | 1.00 | -0.02 | -0.21 | 0.85 | -0.09 | -0.13 |
| VDC | 0.05 | -0.01 | 0.36 | 0.46 | -0.02 | 1.00 | 0.40 | -0.13 | 0.63 | 0.69 |
| XLE | 0.10 | -0.07 | 0.30 | 0.35 | -0.21 | 0.40 | 1.00 | -0.31 | 0.44 | 0.60 |
| TLT | 0.25 | 0.74 | -0.15 | -0.17 | 0.85 | -0.13 | -0.31 | 1.00 | -0.19 | -0.27 |
| VHT | 0.03 | -0.06 | 0.44 | 0.42 | -0.09 | 0.63 | 0.44 | -0.19 | 1.00 | 0.79 |
| VOO | 0.04 | -0.08 | 0.63 | 0.45 | -0.13 | 0.69 | 0.60 | -0.27 | 0.79 | 1.00 |