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Elegant Portfolio

Last updated Sep 21, 2023

Asset Allocation


BND 15%BNDX 10%IAU 10%VTI 50%VEA 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market15%
BNDX
Vanguard Total International Bond ETF
Total Bond Market10%
IAU
iShares Gold Trust
Precious Metals, Gold10%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities50%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities15%

Performance

The chart shows the growth of an initial investment of $10,000 in Elegant Portfolio, 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
5.61%
10.86%
Elegant Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Elegant Portfolio returned 9.94% Year-To-Date and 7.41% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
Elegant Portfolio0.69%5.79%9.94%13.15%6.87%7.43%
VTI
Vanguard Total Stock Market ETF
0.40%12.10%15.20%16.72%9.51%11.42%
BND
Vanguard Total Bond Market ETF
0.27%-3.11%0.29%-0.33%0.34%1.24%
VEA
Vanguard FTSE Developed Markets ETF
1.65%5.08%9.62%21.13%3.67%4.27%
BNDX
Vanguard Total International Bond ETF
0.14%-1.20%2.79%1.31%0.11%1.88%
IAU
iShares Gold Trust
1.86%-3.40%5.84%15.34%9.88%3.67%

Asset Correlations Table

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

IAUVTIVEABNDXBND
IAU1.00-0.020.110.270.39
VTI-0.021.000.82-0.04-0.07
VEA0.110.821.00-0.04-0.04
BNDX0.27-0.04-0.041.000.70
BND0.39-0.07-0.040.701.00

Sharpe Ratio

The current Elegant Portfolio Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.97

The Sharpe ratio of Elegant Portfolio 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
0.97
0.82
Elegant Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Elegant Portfolio granted a 2.06% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Elegant Portfolio2.06%1.84%1.81%1.55%2.26%2.49%2.13%2.30%2.35%2.45%2.20%2.54%
VTI
Vanguard Total Stock Market ETF
1.90%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
BND
Vanguard Total Bond Market ETF
3.00%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
VEA
Vanguard FTSE Developed Markets ETF
3.08%2.97%3.32%2.22%3.38%3.84%3.27%3.71%3.66%4.75%3.47%4.08%
BNDX
Vanguard Total International Bond ETF
1.98%1.53%3.84%1.18%3.67%3.35%2.56%2.22%1.94%1.87%1.07%0.00%
IAU
iShares 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%

Expense Ratio

The Elegant Portfolio has an expense ratio of 0.06% 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.


0.25%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
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
VTI
Vanguard Total Stock Market ETF
0.83
BND
Vanguard Total Bond Market ETF
-0.07
VEA
Vanguard FTSE Developed Markets ETF
1.01
BNDX
Vanguard Total International Bond ETF
0.14
IAU
iShares Gold Trust
1.06

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
-7.26%
-8.22%
Elegant Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Elegant Portfolio. 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 Elegant Portfolio is 23.65%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.65%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-21.75%Nov 9, 2021235Oct 14, 2022
-11.91%Jan 29, 2018229Dec 24, 201856Mar 18, 2019285
-10.24%May 19, 2015170Jan 20, 201695Jun 6, 2016265
-6%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility Chart

The current Elegant Portfolio volatility is 2.26%, 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
2.26%
3.27%
Elegant Portfolio
Benchmark (^GSPC)
Portfolio components