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Conservative Portfolio

Last updated Feb 7, 2023
Expense Ratio

Rank 27 of 54

0.07%
0.00%0.94%
Dividend Yield

Rank 23 of 54

2.13%
0.00%4.21%
10Y Annualized Return

Rank 50 of 54

4.57%
2.65%53.17%
Sharpe Ratio

Rank 49 of 54

-0.70
-0.99-0.09
Maximum Drawdown

Rank 14 of 54

-22.18%
-55.92%-14.59%

Conservative PortfolioAsset Allocation


Conservative PortfolioPerformance

The chart shows the growth of $10,000 invested in Conservative Portfolio in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,385 for a total return of roughly 93.85%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
3.89%
3.64%
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioReturns

As of Feb 7, 2023, the Conservative Portfolio returned 4.53% Year-To-Date and 4.57% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%8.83%10.56%
Conservative Portfolio2.37%4.53%-0.20%-8.61%3.32%4.57%
VEA
Vanguard FTSE Developed Markets ETF
3.75%7.58%7.81%-5.70%3.03%5.37%
IGOV
iShares International Treasury Bond ETF
0.28%1.92%-3.78%-18.54%-4.54%-1.93%
BND
Vanguard Total Bond Market ETF
0.37%2.48%-2.03%-8.22%0.74%1.27%
VTI
Vanguard Total Stock Market ETF
6.31%7.89%0.23%-7.27%10.25%12.26%

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 -0.70. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.50OctoberNovemberDecember2023February
-0.70
-0.34
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 2.13% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

2.13%2.10%1.79%1.80%2.37%2.62%2.34%2.55%2.58%2.97%2.85%3.50%4.08%3.97%

Conservative PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-13.03%
-14.29%
Conservative Portfolio
Benchmark (^GSPC)
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 22.18%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.18%Nov 10, 2021234Oct 14, 2022
-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

Conservative PortfolioVolatility Chart

Current Conservative Portfolio volatility is 7.69%. 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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2023February
11.21%
16.98%
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components