GLOBAL
VTI + VXUS + REET + VGLT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 30% |
REET iShares Global REIT ETF | REIT | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in GLOBAL, 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 Oct 2, 2023, the GLOBAL returned 6.45% Year-To-Date and 6.50% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.35% | 11.68% | 19.59% | 7.99% | 8.84% |
| GLOBAL | -4.93% | -0.09% | 6.45% | 15.42% | 5.58% | 6.50% |
| Portfolio components: | ||||||
REET iShares Global REIT ETF | -6.44% | -5.99% | -4.40% | 2.07% | 0.29% | 2.18% |
VGLT Vanguard Long-Term Treasury ETF | -5.92% | -13.90% | -8.02% | -9.05% | -2.79% | -0.07% |
VTI Vanguard Total Stock Market ETF | -5.11% | 4.85% | 12.38% | 20.30% | 9.09% | 10.28% |
VXUS Vanguard Total International Stock ETF | -3.80% | -1.46% | 5.43% | 20.59% | 2.90% | 2.83% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.42% | 1.31% | -1.51% | 5.06% | 3.11% | -2.91% |
Dividend yield
GLOBAL granted a 2.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLOBAL | 2.33% | 2.33% | 2.12% | 1.95% | 2.82% | 3.18% | 2.68% | 3.16% | 3.07% | 2.98% | 2.52% | 2.90% |
| Portfolio components: | ||||||||||||
REET iShares Global REIT ETF | 2.60% | 2.49% | 3.33% | 2.87% | 5.90% | 6.78% | 4.80% | 6.97% | 4.87% | 3.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 3.50% | 2.90% | 1.90% | 2.29% | 2.68% | 3.03% | 2.93% | 3.17% | 3.87% | 3.43% | 4.10% | 3.99% |
VTI Vanguard Total Stock Market ETF | 1.57% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VXUS Vanguard Total International Stock ETF | 3.11% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
Expense Ratio
The GLOBAL has an expense ratio of 0.05% 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.
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 | |
|---|---|---|---|---|---|
REET iShares Global REIT ETF | 0.07 | ||||
VGLT Vanguard Long-Term Treasury ETF | -0.63 | ||||
VTI Vanguard Total Stock Market ETF | 0.93 | ||||
VXUS Vanguard Total International Stock ETF | 1.14 |
Asset Correlations Table
| VGLT | REET | VXUS | VTI | |
|---|---|---|---|---|
| VGLT | 1.00 | -0.00 | -0.20 | -0.23 |
| REET | -0.00 | 1.00 | 0.61 | 0.65 |
| VXUS | -0.20 | 0.61 | 1.00 | 0.82 |
| VTI | -0.23 | 0.65 | 0.82 | 1.00 |
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 GLOBAL. 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 GLOBAL is 30.45%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -27.06% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -15.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -14.83% | Apr 27, 2015 | 202 | Feb 11, 2016 | 104 | Jul 12, 2016 | 306 |
| -7.09% | Sep 4, 2014 | 31 | Oct 16, 2014 | 27 | Nov 24, 2014 | 58 |
Volatility Chart
The current GLOBAL volatility is 2.91%, 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.