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40/60
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ANGL 20%SPSB 20%RSP 20%SCHD 20%VTV 20%BondBondEquityEquity
PositionCategory/SectorWeight
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
High Yield Bonds

20%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

SPSB
SPDR Portfolio Short Term Corporate Bond ETF
Corporate Bonds

20%

VTV
Vanguard Value ETF
Large Cap Value Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 40/60, 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%2024FebruaryMarchAprilMayJune
4.28%
15.10%
40/60
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL

Returns By Period

As of Jun 15, 2024, the 40/60 returned 3.42% Year-To-Date and 7.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
40/603.42%-1.75%4.28%10.23%8.30%7.77%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.60%-0.43%1.64%9.45%4.83%5.58%
RSP
Invesco S&P 500® Equal Weight ETF
4.16%-2.61%5.49%11.75%11.06%9.82%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
1.71%0.42%2.28%5.60%1.92%1.88%
SCHD
Schwab US Dividend Equity ETF
1.65%-4.19%2.57%8.53%11.60%10.65%
VTV
Vanguard Value ETF
7.83%-1.94%9.26%15.46%10.74%9.88%

Monthly Returns

The table below presents the monthly returns of 40/60, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.32%1.64%3.30%-3.11%2.03%3.42%
20233.45%-2.54%0.28%0.25%-2.66%4.20%2.52%-1.40%-2.94%-2.21%5.91%4.53%9.18%
2022-2.63%-1.28%1.29%-4.31%1.98%-6.54%4.79%-2.47%-6.05%6.79%5.04%-2.50%-6.76%
2021-0.52%3.50%4.41%2.34%1.72%0.03%0.80%1.49%-2.39%3.01%-1.94%4.62%18.13%
2020-1.11%-5.63%-12.07%9.61%3.32%0.54%4.36%2.73%-1.90%-0.20%9.27%2.78%10.14%
20195.90%2.58%0.90%2.42%-4.52%5.23%0.81%-1.30%2.20%1.02%2.16%2.08%20.85%
20182.79%-3.35%-1.30%0.07%0.76%0.33%2.84%1.44%0.53%-4.16%1.42%-5.55%-4.49%
20170.83%2.30%-0.05%0.40%0.63%0.60%1.32%-0.11%2.02%1.36%2.25%1.16%13.44%
2016-2.87%0.94%5.50%1.87%0.68%1.67%2.36%0.58%0.22%-1.07%2.84%1.61%15.05%
2015-1.45%3.85%-0.78%0.86%0.49%-1.86%0.52%-3.90%-1.55%5.19%-0.16%-1.55%-0.67%
2014-2.22%3.28%0.97%0.92%1.50%1.32%-1.20%2.65%-1.20%1.40%1.58%-0.71%8.45%
20133.84%1.08%3.08%1.78%1.28%-1.42%3.76%-2.43%2.14%3.27%1.76%1.65%21.42%

Expense Ratio

40/60 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for ANGL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SPSB: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 40/60 is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 40/60 is 3535
40/60
The Sharpe Ratio Rank of 40/60 is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of 40/60 is 3737Sortino Ratio Rank
The Omega Ratio Rank of 40/60 is 3535Omega Ratio Rank
The Calmar Ratio Rank of 40/60 is 3636Calmar Ratio Rank
The Martin Ratio Rank of 40/60 is 3333Martin 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.


40/60
Sharpe ratio
The chart of Sharpe ratio for 40/60, currently valued at 1.50, compared to the broader market0.002.004.001.50
Sortino ratio
The chart of Sortino ratio for 40/60, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for 40/60, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for 40/60, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.001.16
Martin ratio
The chart of Martin ratio for 40/60, currently valued at 4.72, compared to the broader market0.0010.0020.0030.0040.0050.004.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.642.531.300.737.59
RSP
Invesco S&P 500® Equal Weight ETF
1.101.631.190.822.88
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
3.015.071.632.3529.07
SCHD
Schwab US Dividend Equity ETF
0.901.351.160.752.83
VTV
Vanguard Value ETF
1.702.451.291.715.39

Sharpe Ratio

The current 40/60 Sharpe ratio is 1.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.32, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 40/60 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.50
2.14
40/60
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

40/60 granted a 3.58% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
40/603.58%3.38%2.87%2.26%2.79%3.03%3.23%2.73%2.79%2.91%2.87%2.69%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.85%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.76%5.81%6.80%6.10%
RSP
Invesco S&P 500® Equal Weight ETF
1.57%1.64%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.45%1.27%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
4.58%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%1.24%1.41%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VTV
Vanguard Value ETF
2.41%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.81%
-0.04%
40/60
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 40/60. 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 40/60 was 28.34%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current 40/60 drawdown is 1.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.34%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-15.26%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-12.43%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-12.06%Aug 5, 201317Aug 27, 2013189May 29, 2014206
-10.08%May 22, 2015167Jan 20, 201658Apr 13, 2016225

Volatility

Volatility Chart

The current 40/60 volatility is 1.96%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.96%
2.26%
40/60
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SPSBANGLSCHDVTVRSP
SPSB1.000.260.070.060.09
ANGL0.261.000.460.460.50
SCHD0.070.461.000.950.92
VTV0.060.460.951.000.95
RSP0.090.500.920.951.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2012