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Conservative Portfolio

Last updated Oct 2, 2022
Expense Ratio

Rank 27 of 54

0.07%
0.00%0.94%
Dividend Yield

Rank 28 of 54

2.27%
0.00%5.13%
10Y Annualized Return

Rank 43 of 54

5.06%
2.78%57.48%
Sharpe Ratio

Rank 49 of 54

-1.24
-1.65-0.52
Maximum Drawdown

Rank 8 of 54

-22.82%
-91.88%-19.55%

Conservative PortfolioAsset Allocation


Conservative PortfolioPerformance

The chart shows the growth of $10,000 invested in Conservative Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,531 for a total return of roughly 75.31%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-15.85%
-21.76%
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioReturns

As of Oct 2, 2022, the Conservative Portfolio returned -22.30% Year-To-Date and 5.06% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%9.53%
Conservative Portfolio-7.04%-15.53%-20.54%-18.84%1.72%3.80%
VEA
Vanguard FTSE Developed Markets ETF
-10.39%-23.07%-27.51%-25.78%-0.63%3.97%
IGOV
iShares International Treasury Bond ETF
-6.80%-21.18%-27.20%-28.18%-5.58%-2.81%
BND
Vanguard Total Bond Market ETF
-4.58%-9.21%-14.51%-14.70%-0.34%0.80%
VTI
Vanguard Total Stock Market ETF
-9.90%-20.52%-24.82%-18.85%8.58%11.34%

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 -1.24. 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.


-2.00-1.50-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.79
-0.77
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 2.27% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.27%1.78%1.78%2.35%2.59%2.32%2.52%2.56%2.94%2.82%3.47%4.05%3.94%

Conservative PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-21.35%
-25.25%
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 21.61%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.61%Nov 10, 2021221Sep 27, 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 12.96%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
15.23%
19.40%
Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

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