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Retirement

Last updated Sep 23, 2023

This are the selections for my retirement account.

Asset Allocation


VOO 50%VYM 50%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities50%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in Retirement, 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
6.54%
8.61%
Retirement
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Retirement returned 6.33% Year-To-Date and 10.72% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.81%
Retirement-1.70%7.10%6.33%12.84%8.47%10.72%
VOO
Vanguard S&P 500 ETF
-2.45%9.62%13.90%16.93%9.96%11.87%
VYM
Vanguard High Dividend Yield ETF
-0.95%4.54%-1.05%8.42%6.75%9.44%

Asset Correlations Table

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

VOOVYM
VOO1.000.91
VYM0.911.00

Sharpe Ratio

The current Retirement Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.78

The Sharpe ratio of Retirement 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
0.78
0.81
Retirement
Benchmark (^GSPC)
Portfolio components

Dividend yield

Retirement granted a 2.38% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Retirement2.38%2.39%2.10%2.53%2.70%3.09%2.66%2.93%3.26%2.91%3.00%3.58%
VOO
Vanguard S&P 500 ETF
1.56%1.71%1.28%1.60%1.99%2.23%1.96%2.26%2.41%2.17%2.19%2.65%
VYM
Vanguard High Dividend Yield ETF
3.20%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%

Expense Ratio

The Retirement has an expense ratio of 0.04% 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.


0.06%
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
VOO
Vanguard S&P 500 ETF
0.92
VYM
Vanguard High Dividend Yield ETF
0.53

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.04%
-9.93%
Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Retirement. 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 Retirement is 34.43%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.43%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-19.68%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-17.72%Sep 24, 201864Dec 24, 201871Apr 8, 2019135
-16.08%Jul 8, 201124Aug 10, 2011110Jan 18, 2012134
-12.46%May 22, 201566Aug 25, 2015149Mar 30, 2016215

Volatility Chart

The current Retirement volatility is 2.98%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.98%
3.41%
Retirement
Benchmark (^GSPC)
Portfolio components