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10-10-60

Last updated Sep 23, 2023

Asset Allocation


ANGL 20%SPSB 10%GLD 10%RSP 20%VTV 20%SCHD 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
High Yield Bonds20%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
Corporate Bonds10%
GLD
SPDR Gold Trust
Precious Metals, Gold10%
RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities20%
VTV
Vanguard Value ETF
Large Cap Value Equities20%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend20%

Performance

The chart shows the growth of an initial investment of $10,000 in 10-10-60, 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%AprilMayJuneJulyAugustSeptember
2.70%
8.61%
10-10-60
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 10-10-60 returned 1.92% Year-To-Date and 8.12% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
10-10-60-0.68%2.86%1.92%10.46%7.28%8.13%
GLD
SPDR Gold Trust
0.43%-2.74%5.29%16.74%9.52%3.33%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
0.26%0.86%2.40%3.62%1.72%1.50%
RSP
Invesco S&P 500® Equal Weight ETF
-2.16%3.91%2.42%11.33%7.84%9.94%
VTV
Vanguard Value ETF
-0.43%6.17%1.43%13.16%7.38%9.89%
SCHD
Schwab US Dividend Equity ETF
-1.48%2.48%-3.10%8.53%9.64%11.14%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.27%2.73%4.61%8.31%3.76%5.71%

Asset Correlations Table

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

GLDSPSBANGLSCHDVTVRSP
GLD1.000.250.090.00-0.010.01
SPSB0.251.000.230.060.040.08
ANGL0.090.231.000.450.460.49
SCHD0.000.060.451.000.950.92
VTV-0.010.040.460.951.000.95
RSP0.010.080.490.920.951.00

Sharpe Ratio

The current 10-10-60 Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.72

The Sharpe ratio of 10-10-60 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
0.72
0.81
10-10-60
Benchmark (^GSPC)
Portfolio components

Dividend yield

10-10-60 granted a 3.01% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
10-10-603.01%2.75%2.27%2.84%3.12%3.54%3.12%3.37%3.68%3.86%3.74%3.78%
GLD
SPDR 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%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
3.47%1.97%1.25%2.06%2.99%2.62%2.21%1.91%1.69%1.48%1.70%1.90%
RSP
Invesco S&P 500® Equal Weight ETF
1.79%1.84%1.32%1.72%1.81%2.20%1.69%1.35%1.94%1.69%1.50%1.96%
VTV
Vanguard Value ETF
2.63%2.56%2.24%2.73%2.76%3.09%2.66%2.91%3.18%2.78%2.84%3.60%
SCHD
Schwab US Dividend Equity ETF
3.67%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.21%4.89%4.22%5.26%6.16%7.50%6.95%8.04%8.62%10.64%10.19%8.42%

Expense Ratio

The 10-10-60 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
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
GLD
SPDR Gold Trust
1.03
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
1.25
RSP
Invesco S&P 500® Equal Weight ETF
0.45
VTV
Vanguard Value ETF
0.73
SCHD
Schwab US Dividend Equity ETF
0.42
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.69

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.25%
-9.93%
10-10-60
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 10-10-60. 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 10-10-60 is 27.79%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.79%Feb 13, 202027Mar 23, 202097Aug 10, 2020124
-15.63%Jan 5, 2022186Sep 30, 2022
-12.27%Jan 29, 2018229Dec 24, 201859Mar 21, 2019288
-11.17%Aug 5, 201320Aug 30, 2013190Jun 4, 2014210
-10.98%May 19, 2015170Jan 20, 201658Apr 13, 2016228

Volatility Chart

The current 10-10-60 volatility is 2.09%, 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
2.09%
3.41%
10-10-60
Benchmark (^GSPC)
Portfolio components