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
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VOO | VYM | |
|---|---|---|
| VOO | 1.00 | 0.91 |
| VYM | 0.91 | 1.00 |
Dividend yield
Retirement granted a 2.38% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Retirement | 2.38% | 2.39% | 2.10% | 2.53% | 2.70% | 3.09% | 2.66% | 2.93% | 3.26% | 2.91% | 3.00% | 3.58% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 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 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.