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10-10-60
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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 Bonds

20%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

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

10%

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 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


200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
199.68%
311.62%
10-10-60
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 Jul 11, 2024, the 10-10-60 returned 5.99% Year-To-Date and 8.29% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
18.12%5.09%17.78%26.91%13.37%11.12%
10-10-605.99%1.05%6.15%12.33%8.98%8.29%
GLD
SPDR Gold Trust
14.75%2.73%16.99%22.24%10.47%5.48%
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
2.20%0.79%2.31%6.05%1.95%1.91%
RSP
Invesco S&P 500® Equal Weight ETF
5.46%0.44%6.10%10.73%10.49%9.85%
VTV
Vanguard Value ETF
9.80%1.33%9.55%16.63%10.37%9.97%
SCHD
Schwab US Dividend Equity ETF
4.17%1.19%3.85%10.41%11.43%10.79%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
2.07%0.50%1.75%9.62%4.59%5.64%

Monthly Returns

The table below presents the monthly returns of 10-10-60, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.13%1.72%4.09%-2.78%2.10%-0.09%5.99%
20233.92%-3.01%0.99%0.29%-2.78%3.98%2.69%-1.55%-3.40%-1.51%5.98%4.50%9.93%
2022-2.71%-0.61%1.54%-4.45%1.57%-6.63%4.43%-2.67%-6.22%6.62%5.71%-2.24%-6.54%
2021-0.84%2.90%4.38%2.69%2.48%-0.73%1.04%1.48%-2.70%3.19%-1.98%4.93%17.81%
2020-0.72%-5.71%-11.72%10.11%3.47%0.75%5.38%2.66%-2.30%-0.26%8.71%3.38%12.38%
20196.10%2.49%0.69%2.33%-4.41%5.99%0.80%-0.59%1.81%1.24%1.83%2.40%22.26%
20183.13%-3.51%-1.25%-0.04%0.61%-0.01%2.59%1.20%0.48%-3.94%1.44%-5.08%-4.65%
20171.35%2.60%-0.11%0.55%0.60%0.37%1.52%0.29%1.66%1.27%2.32%1.36%14.64%
2016-2.32%2.07%5.24%2.34%0.06%2.49%2.52%0.26%0.27%-1.36%2.08%1.42%15.92%
2015-0.63%3.16%-1.00%0.84%0.55%-2.00%-0.15%-3.55%-1.77%5.39%-0.81%-1.57%-1.84%
2014-1.89%3.90%0.63%0.95%1.17%1.92%-1.55%2.67%-1.78%1.07%1.53%-0.57%8.17%
20133.77%0.57%3.17%0.99%0.75%-2.27%4.48%-1.83%1.49%3.22%1.20%1.33%17.98%

Expense Ratio

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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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 10-10-60 is 36, 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 10-10-60 is 3636
10-10-60
The Sharpe Ratio Rank of 10-10-60 is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of 10-10-60 is 3434Sortino Ratio Rank
The Omega Ratio Rank of 10-10-60 is 3434Omega Ratio Rank
The Calmar Ratio Rank of 10-10-60 is 4242Calmar Ratio Rank
The Martin Ratio Rank of 10-10-60 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.


10-10-60
Sharpe ratio
The chart of Sharpe ratio for 10-10-60, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for 10-10-60, currently valued at 2.48, compared to the broader market-2.000.002.004.006.002.48
Omega ratio
The chart of Omega ratio for 10-10-60, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for 10-10-60, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.001.52
Martin ratio
The chart of Martin ratio for 10-10-60, currently valued at 5.38, compared to the broader market0.0010.0020.0030.0040.0050.005.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.48, compared to the broader market-2.000.002.004.006.003.48
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.801.001.201.401.601.801.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market0.0010.0020.0030.0040.0050.009.23

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.692.391.311.767.97
SPSB
SPDR Portfolio Short Term Corporate Bond ETF
3.195.421.702.8230.60
RSP
Invesco S&P 500® Equal Weight ETF
1.031.521.180.752.62
VTV
Vanguard Value ETF
1.832.611.321.805.67
SCHD
Schwab US Dividend Equity ETF
1.071.591.190.883.26
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
1.682.581.310.747.64

Sharpe Ratio

The current 10-10-60 Sharpe ratio is 1.71. 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 1.59 to 2.67, 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 10-10-60 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 Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.71
2.49
10-10-60
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

10-10-60 granted a 3.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
10-10-603.18%2.98%2.68%2.14%2.60%2.75%3.00%2.53%2.62%2.76%2.74%2.55%
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
4.66%4.05%1.92%1.19%1.94%2.77%2.36%1.94%1.65%1.43%1.24%1.41%
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%
VTV
Vanguard Value ETF
2.44%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.94%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.76%5.81%6.80%6.10%

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%FebruaryMarchAprilMayJuneJuly
-0.73%
0
10-10-60
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10-10-60. 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 10-10-60 was 27.79%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current 10-10-60 drawdown is 0.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.79%Feb 13, 202027Mar 23, 202097Aug 10, 2020124
-15.63%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-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

Volatility Chart

The current 10-10-60 volatility is 1.38%, 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%FebruaryMarchAprilMayJuneJuly
1.38%
1.73%
10-10-60
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.

GLDSPSBANGLSCHDVTVRSP
GLD1.000.260.110.010.010.02
SPSB0.261.000.260.070.060.09
ANGL0.110.261.000.450.460.50
SCHD0.010.070.451.000.950.92
VTV0.010.060.460.951.000.95
RSP0.020.090.500.920.951.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2012