Retirement
This are the selections for my retirement account.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 50% |
Performance
Performance Chart
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Oct 30, 2024, the Retirement returned 20.66% Year-To-Date and 11.70% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Retirement | 20.66% | 1.21% | 14.42% | 37.44% | 13.50% | 11.70% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 23.64% | 1.79% | 16.67% | 42.02% | 15.81% | 13.26% |
VYM Vanguard High Dividend Yield ETF | 17.60% | 0.63% | 12.08% | 32.84% | 10.95% | 10.00% |
Monthly Returns
The table below presents the monthly returns of Retirement, 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 | 1.18% | 3.92% | 4.33% | -3.87% | 4.03% | 1.65% | 3.00% | 2.42% | 1.75% | 20.66% | |||
| 2023 | 4.33% | -3.00% | 1.61% | 1.43% | -2.32% | 6.03% | 3.65% | -2.01% | -4.05% | -2.47% | 7.72% | 5.09% | 16.23% |
| 2022 | -2.88% | -2.21% | 3.26% | -6.49% | 1.93% | -8.06% | 6.90% | -3.31% | -8.55% | 10.17% | 5.89% | -4.59% | -9.58% |
| 2021 | -0.79% | 3.67% | 5.78% | 3.93% | 1.83% | 0.55% | 1.50% | 2.52% | -3.95% | 5.98% | -1.52% | 5.63% | 27.58% |
| 2020 | -1.27% | -8.89% | -13.02% | 11.53% | 3.80% | 0.57% | 4.48% | 5.11% | -3.19% | -2.13% | 11.61% | 3.57% | 9.54% |
| 2019 | 7.01% | 3.51% | 1.23% | 3.44% | -6.33% | 6.82% | 1.09% | -1.87% | 2.93% | 1.62% | 2.99% | 2.97% | 27.69% |
| 2018 | 4.85% | -4.22% | -2.31% | 0.24% | 2.01% | 0.24% | 3.83% | 2.16% | 0.49% | -5.62% | 2.73% | -8.75% | -5.18% |
| 2017 | 0.87% | 3.73% | -0.08% | 0.48% | 0.89% | 0.88% | 1.84% | 0.06% | 2.53% | 2.03% | 3.06% | 1.38% | 19.08% |
| 2016 | -3.86% | 0.15% | 6.75% | 0.54% | 1.57% | 1.25% | 3.02% | -0.09% | -0.19% | -1.53% | 3.98% | 2.52% | 14.60% |
| 2015 | -2.88% | 5.24% | -1.70% | 1.35% | 0.81% | -2.30% | 1.62% | -5.90% | -2.01% | 8.43% | 0.32% | -1.39% | 0.80% |
| 2014 | -3.76% | 4.09% | 1.67% | 1.42% | 1.94% | 2.05% | -1.52% | 3.87% | -1.27% | 2.44% | 2.89% | -0.71% | 13.55% |
| 2013 | 5.41% | 1.70% | 3.61% | 2.55% | 1.52% | -0.82% | 4.89% | -3.49% | 2.87% | 4.61% | 2.65% | 2.34% | 31.24% |
Expense Ratio
Retirement has an expense ratio of 0.04%, 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 risk-adjusted rank of Retirement is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.14 | 23.93 |
VYM Vanguard High Dividend Yield ETF | 3.24 | 4.51 | 1.58 | 3.84 | 21.51 |
Dividends
Dividend yield
Retirement provided a 2.04% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Retirement | 2.04% | 2.29% | 2.35% | 2.00% | 2.36% | 2.46% | 2.73% | 2.29% | 2.46% | 2.66% | 2.31% | 2.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VYM Vanguard High Dividend Yield ETF | 2.82% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement. 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 Retirement was 34.43%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Retirement drawdown is 1.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.43% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -19.68% | Jan 5, 2022 | 186 | Sep 30, 2022 | 207 | Jul 31, 2023 | 393 |
| -17.72% | Sep 24, 2018 | 64 | Dec 24, 2018 | 71 | Apr 8, 2019 | 135 |
| -16.08% | Jul 8, 2011 | 24 | Aug 10, 2011 | 110 | Jan 18, 2012 | 134 |
| -12.46% | May 22, 2015 | 66 | Aug 25, 2015 | 149 | Mar 30, 2016 | 215 |
Volatility
Volatility Chart
The current Retirement volatility is 2.48%, 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
| VOO | VYM | |
|---|---|---|
| VOO | 1.00 | 0.89 |
| VYM | 0.89 | 1.00 |