Elegant Portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Jul 25, 2024, the Elegant Portfolio returned 9.30% Year-To-Date and 8.08% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
Elegant Portfolio | 8.88% | 0.36% | 8.48% | 14.60% | 9.06% | 8.06% |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.64% |
BNDX Vanguard Total International Bond ETF | 0.55% | 0.97% | 1.86% | 5.66% | -0.37% | 1.97% |
IAU iShares Gold Trust | 14.32% | 2.67% | 16.87% | 21.12% | 10.61% | 5.94% |
Monthly Returns
The table below presents the monthly returns of Elegant Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.17% | 2.86% | 3.29% | -2.87% | 3.49% | 1.46% | 8.88% | ||||||
2023 | 6.13% | -2.82% | 3.19% | 1.13% | -0.64% | 3.82% | 2.50% | -1.77% | -4.01% | -1.34% | 7.24% | 4.46% | 18.61% |
2022 | -4.22% | -1.29% | 1.17% | -6.67% | -0.16% | -6.00% | 5.88% | -3.82% | -7.35% | 4.65% | 6.13% | -3.41% | -15.21% |
2021 | -0.79% | 0.93% | 2.02% | 3.46% | 1.55% | 0.53% | 1.52% | 1.55% | -3.34% | 3.93% | -1.38% | 2.76% | 13.24% |
2020 | 0.46% | -4.84% | -9.34% | 8.90% | 4.01% | 2.13% | 4.69% | 4.11% | -2.48% | -1.61% | 7.70% | 3.97% | 17.40% |
2019 | 5.95% | 2.14% | 1.10% | 2.33% | -3.51% | 5.52% | 0.56% | 0.06% | 0.87% | 1.79% | 1.73% | 2.28% | 22.57% |
2018 | 3.41% | -3.01% | -0.77% | 0.19% | 1.11% | -0.16% | 1.78% | 1.38% | 0.05% | -4.90% | 1.24% | -4.34% | -4.29% |
2017 | 1.94% | 2.51% | 0.46% | 1.20% | 1.19% | 0.31% | 1.68% | 0.71% | 1.15% | 1.33% | 1.70% | 1.16% | 16.43% |
2016 | -2.82% | 1.04% | 4.50% | 1.22% | 0.25% | 1.20% | 2.99% | -0.19% | 0.43% | -2.02% | 0.69% | 1.32% | 8.73% |
2015 | 0.15% | 2.87% | -0.85% | 0.72% | 0.57% | -1.73% | 0.66% | -3.93% | -1.97% | 5.28% | -0.48% | -1.49% | -0.51% |
2014 | -1.66% | 4.06% | -0.13% | 0.49% | 1.26% | 2.14% | -1.70% | 2.45% | -2.36% | 1.19% | 1.42% | -0.33% | 6.84% |
2013 | -2.76% | 4.47% | -1.36% | 2.82% | 2.81% | 0.89% | 1.21% | 8.15% |
Expense Ratio
Elegant Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Elegant Portfolio is 56, 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
BNDX Vanguard Total International Bond ETF | 1.15 | 1.78 | 1.19 | 0.39 | 4.13 |
IAU iShares Gold Trust | 1.45 | 2.08 | 1.26 | 1.61 | 7.03 |
Dividends
Dividend yield
Elegant Portfolio granted a 2.17% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Elegant Portfolio | 2.17% | 2.10% | 1.81% | 1.75% | 1.46% | 2.09% | 2.25% | 1.87% | 1.98% | 1.98% | 2.01% | 1.77% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VEA Vanguard FTSE Developed Markets ETF | 3.36% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
BNDX Vanguard Total International Bond ETF | 4.70% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Elegant Portfolio. 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 Elegant Portfolio was 23.65%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Elegant Portfolio drawdown is 2.97%.
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 | 300 | Dec 26, 2023 | 535 |
-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
Volatility Chart
The current Elegant Portfolio volatility is 2.68%, 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.
Diversification
Asset Correlations Table
IAU | VTI | VEA | BNDX | BND | |
---|---|---|---|---|---|
IAU | 1.00 | -0.00 | 0.13 | 0.26 | 0.38 |
VTI | -0.00 | 1.00 | 0.82 | -0.01 | -0.04 |
VEA | 0.13 | 0.82 | 1.00 | -0.01 | 0.00 |
BNDX | 0.26 | -0.01 | -0.01 | 1.00 | 0.72 |
BND | 0.38 | -0.04 | 0.00 | 0.72 | 1.00 |