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Conservative Portfolio

Expense Ratio
0.08%
Dividend Yield
1.76%

Conservative PortfolioAsset Allocation


S&P 500

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 $21,351 for a total return of roughly 113.51%. 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 Apr 18, 2021, the Conservative Portfolio returned 2.36% Year-To-Date and 6.65% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Conservative Portfolio2.89%2.36%8.16%20.03%8.08%6.65%
BND
Vanguard Total Bond Market ETF
1.25%-2.85%-2.07%-0.41%3.28%3.38%
IGOV
iShares International Treasury Bond ETF
0.63%-4.84%-0.58%7.78%1.88%0.95%
VEA
Vanguard FTSE Developed Markets ETF
4.11%9.32%25.28%50.40%10.05%6.19%
VTI
Vanguard Total Stock Market ETF
6.28%11.94%23.21%54.15%17.44%14.36%

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 2.66. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 1.76% dividend yield in the last twelve months, as of Apr 18, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.76%1.80%2.22%2.50%2.28%2.22%2.18%2.46%2.31%2.34%3.18%2.99%

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 {{portfolioName}} 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
-7.97%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
-3.58%Sep 8, 201660Dec 1, 201654Feb 21, 2017114

Conservative PortfolioVolatility Chart

Current Conservative Portfolio volatility is 3.90%. 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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