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Retirement

Last updated Sep 23, 2023

Asset Allocation


BNDW 20%VT 80%BondBondEquityEquity
PositionCategory/SectorWeight
BNDW
Vanguard Total World Bond ETF
Total Bond Market20%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities80%

Performance

The chart shows the growth of an initial investment of $10,000 in Retirement , 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
4.90%
8.61%
Retirement
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Retirement returned 8.76% Year-To-Date and 5.87% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%8.40%
Retirement -0.70%5.03%8.76%15.25%5.63%5.87%
VT
Vanguard Total World Stock ETF
-0.73%6.92%10.64%18.85%6.60%6.94%
BNDW
Vanguard Total World Bond ETF
-0.63%-2.38%1.33%1.44%0.27%0.14%

Asset Correlations Table

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

BNDWVT
BNDW1.000.03
VT0.031.00

Sharpe Ratio

The current Retirement Sharpe ratio is 0.88. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.88

The Sharpe ratio of Retirement 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
0.88
0.81
Retirement
Benchmark (^GSPC)
Portfolio components

Dividend yield

Retirement granted a 2.19% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Retirement 2.19%2.20%2.04%1.73%2.66%2.61%1.91%2.21%2.33%2.36%2.05%2.34%
VT
Vanguard Total World Stock ETF
2.11%2.23%1.89%1.75%2.50%2.80%2.38%2.76%2.91%2.95%2.56%2.93%
BNDW
Vanguard Total World Bond ETF
2.51%2.05%2.67%1.66%3.29%1.85%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Retirement has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.07%
0.00%2.15%
0.06%
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
VT
Vanguard Total World Stock ETF
0.92
BNDW
Vanguard Total World Bond ETF
0.06

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
-10.34%
-9.93%
Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Retirement . 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 Retirement is 27.97%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.97%Feb 13, 202027Mar 23, 202095Aug 6, 2020122
-24.19%Nov 9, 2021235Oct 14, 2022
-14%Sep 21, 201865Dec 24, 201869Apr 4, 2019134
-6.09%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-5.02%Jul 25, 201915Aug 14, 201945Oct 17, 201960

Volatility Chart

The current Retirement volatility is 2.72%, 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
2.72%
3.41%
Retirement
Benchmark (^GSPC)
Portfolio components