Elegant Portfolio
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Elegant Portfolio | 0.69% | 5.79% | 9.94% | 13.15% | 6.87% | 7.43% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IAU | VTI | VEA | BNDX | BND | |
|---|---|---|---|---|---|
| IAU | 1.00 | -0.02 | 0.11 | 0.27 | 0.39 |
| VTI | -0.02 | 1.00 | 0.82 | -0.04 | -0.07 |
| VEA | 0.11 | 0.82 | 1.00 | -0.04 | -0.04 |
| BNDX | 0.27 | -0.04 | -0.04 | 1.00 | 0.70 |
| BND | 0.39 | -0.07 | -0.04 | 0.70 | 1.00 |
Dividend yield
Elegant Portfolio granted a 2.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Elegant Portfolio | 2.06% | 1.84% | 1.81% | 1.55% | 2.26% | 2.49% | 2.13% | 2.30% | 2.35% | 2.45% | 2.20% | 2.54% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -21.75% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -11.91% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
| -10.24% | May 19, 2015 | 170 | Jan 20, 2016 | 95 | Jun 6, 2016 | 265 |
| -6% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
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.