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Conservative Portfolio

Expense Ratio

Rank 26 of 53

0.08%
0.00%0.94%
Dividend Yield

Rank 26 of 53

1.79%
0.00%3.07%
10Y Annualized Return

Rank 46 of 53

6.63%
4.27%32.63%
Sharpe Ratio

Rank 49 of 53

0.41
-0.271.84
Maximum Drawdown

Rank 8 of 53

-15.68%
-38.24%-8.85%

Conservative PortfolioAsset Allocation


Conservative PortfolioPerformance

The chart shows the growth of $10,000 invested in Conservative Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,475 for a total return of roughly 114.75%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

Conservative PortfolioReturns

As of Jan 19, 2022, the Conservative Portfolio returned -2.67% Year-To-Date and 6.63% of annualized return in the last 10 years.


YTD1M6M1Y5Y10Y
Benchmark-3.97%-0.94%7.48%21.47%15.05%13.31%
Conservative Portfolio-2.67%-1.83%-0.62%2.92%7.62%6.63%
VEA
Vanguard FTSE Developed Markets ETF
-1.14%1.73%2.78%8.08%9.30%7.82%
IGOV
iShares International Treasury Bond ETF
-1.81%-2.28%-5.83%-9.69%2.05%0.88%
BND
Vanguard Total Bond Market ETF
-2.31%-2.86%-3.72%-3.36%2.97%2.57%
VTI
Vanguard Total Stock Market ETF
-4.55%-1.77%5.83%18.49%16.55%15.22%

Conservative PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Conservative Portfolio Sharpe ratio is 0.41. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 1.79% dividend yield in the last twelve months, as of Jan 19, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

1.79%1.75%1.75%2.32%2.56%2.28%2.49%2.52%2.90%2.78%3.42%3.99%3.91%

Conservative PortfolioDrawdowns Chart

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


Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

Conservative PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Conservative Portfolio. 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 Conservative Portfolio is 15.68%, recorded on Mar 18, 2020. It took 55 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.68%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-8.07%Jan 29, 2018229Dec 24, 201858Mar 20, 2019287
-7.26%Jul 25, 201150Oct 3, 201183Feb 1, 2012133
-6.5%Apr 27, 2015186Jan 20, 201658Apr 13, 2016244
-6.24%Apr 16, 201036Jun 7, 201042Aug 5, 201078
-4.98%May 22, 201323Jun 24, 201360Sep 18, 201383
-4.17%Apr 3, 201243Jun 4, 201243Aug 3, 201286
-3.92%Jan 15, 201016Feb 8, 201025Mar 16, 201041
-3.71%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-3.66%Nov 10, 202147Jan 18, 2022

Conservative PortfolioVolatility Chart

Current Conservative Portfolio volatility is 14.72%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

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