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Shannon's 67/33 Vanguard with REIT and Small Cap

Last updated Sep 23, 2023

Adjusted more conservative during 2023 market rally.

Asset Allocation


VBTLX 26%VTABX 7%VFTAX 46.5%VTMGX 14.5%VEXAX 1%VGSLX 5%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market26%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
Total Bond Market7%
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
Large Cap Growth Equities46.5%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
Large Cap Growth Equities, Foreign Large Cap Equities14.5%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
Mid Cap Blend Equities1%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT5%

Performance

The chart shows the growth of an initial investment of $10,000 in Shannon's 67/33 Vanguard with REIT and Small Cap , 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
4.66%
8.78%
Shannon's 67/33 Vanguard with REIT and Small Cap
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.61%12.52%16.97%10.66%N/A
Shannon's 67/33 Vanguard with REIT and Small Cap -1.34%4.53%8.90%12.59%6.96%N/A
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.58%-2.54%-0.22%0.59%-0.26%N/A
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.23%3.12%7.55%23.72%5.53%N/A
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
-0.56%-0.63%2.77%1.90%-0.55%N/A
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-4.37%-0.46%-4.08%-3.87%1.73%N/A
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
-1.92%10.21%17.00%19.46%12.40%N/A
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
-2.56%6.09%8.09%12.42%6.61%N/A

Asset Correlations Table

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

VTABXVBTLXVGSLXVTMGXVFTAXVEXAX
VTABX1.000.760.13-0.000.02-0.01
VBTLX0.761.000.11-0.03-0.02-0.04
VGSLX0.130.111.000.600.670.68
VTMGX-0.00-0.030.601.000.800.78
VFTAX0.02-0.020.670.801.000.88
VEXAX-0.01-0.040.680.780.881.00

Sharpe Ratio

The current Shannon's 67/33 Vanguard with REIT and Small Cap Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.78

The Sharpe ratio of Shannon's 67/33 Vanguard with REIT and Small Cap lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.78
0.81
Shannon's 67/33 Vanguard with REIT and Small Cap
Benchmark (^GSPC)
Portfolio components

Dividend yield

Shannon's 67/33 Vanguard with REIT and Small Cap granted a 2.12% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Shannon's 67/33 Vanguard with REIT and Small Cap 2.12%2.06%1.91%1.87%2.42%1.84%1.69%1.80%1.69%1.93%1.77%1.95%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.01%2.65%2.21%2.55%2.99%2.90%2.95%3.00%2.88%3.22%3.31%4.11%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.12%2.94%3.29%2.19%3.36%3.81%3.27%3.71%3.64%4.76%3.47%4.09%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
1.94%1.49%3.79%1.15%3.63%3.33%2.56%2.23%1.95%1.86%1.07%0.00%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
3.70%4.00%2.71%4.28%3.84%5.56%5.20%6.18%5.27%5.03%6.28%5.39%
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
1.18%1.35%0.96%1.25%1.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.13%1.16%1.15%1.11%1.36%1.76%1.34%1.56%1.49%1.48%1.28%1.88%

Expense Ratio

The Shannon's 67/33 Vanguard with REIT and Small Cap features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.14%
0.00%2.15%
0.12%
0.00%2.15%
0.11%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
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
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.10
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
1.14
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
0.19
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-0.28
VFTAX
Vanguard FTSE Social Index Fund Admiral Shares
0.88
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
0.32

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
-12.28%
-9.93%
Shannon's 67/33 Vanguard with REIT and Small Cap
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Shannon's 67/33 Vanguard with REIT and Small Cap . 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 Shannon's 67/33 Vanguard with REIT and Small Cap is 24.61%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.61%Dec 28, 2021202Oct 14, 2022
-23.93%Feb 20, 202023Mar 23, 202091Jul 31, 2020114
-6.11%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-4.3%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-3.91%Feb 16, 202113Mar 4, 202120Apr 1, 202133

Volatility Chart

The current Shannon's 67/33 Vanguard with REIT and Small Cap volatility is 2.67%, 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
2.67%
3.41%
Shannon's 67/33 Vanguard with REIT and Small Cap
Benchmark (^GSPC)
Portfolio components