Conservative Portfolio
This conservative portfolio consists of four ETFs, diversified across domestic and international equity and bond markets. It emphasizes capital preservation and income generation with a higher allocation to bonds (60%) than equities (40%). Exposure to domestic and international assets offers diversification benefits, while the relatively lower allocation to equities reduces overall risk and volatility. This portfolio is suitable for risk-averse investors seeking modest growth and income over the long term.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Conservative Portfolio, 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
The earliest data available for this chart is Jan 29, 2009, corresponding to the inception date of IGOV
Returns By Period
As of Nov 21, 2024, the Conservative Portfolio returned 7.05% Year-To-Date and 4.72% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Conservative Portfolio | 7.05% | -0.69% | 4.53% | 12.85% | 4.26% | 4.72% |
| Portfolio components: | ||||||
VEA Vanguard FTSE Developed Markets ETF | 4.47% | -4.06% | -1.59% | 11.38% | 5.86% | 5.25% |
IGOV iShares International Treasury Bond ETF | -4.84% | -2.29% | 0.72% | 0.90% | -4.53% | -1.86% |
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
VTI Vanguard Total Stock Market ETF | 24.77% | 1.74% | 12.48% | 32.60% | 14.96% | 12.63% |
Monthly Returns
The table below presents the monthly returns of Conservative Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.34% | 1.00% | 1.84% | -3.17% | 2.88% | 0.91% | 2.45% | 2.00% | 1.53% | -2.57% | 7.05% | ||
| 2023 | 5.09% | -3.04% | 2.91% | 0.99% | -1.33% | 2.41% | 1.36% | -1.63% | -3.50% | -2.03% | 6.61% | 4.56% | 12.47% |
| 2022 | -3.42% | -1.72% | -0.90% | -6.13% | 0.57% | -4.72% | 4.61% | -3.92% | -6.60% | 2.49% | 5.87% | -2.48% | -15.95% |
| 2021 | -0.79% | 0.10% | 0.48% | 2.36% | 0.82% | 0.70% | 1.30% | 0.73% | -2.45% | 2.15% | -1.01% | 1.30% | 5.75% |
| 2020 | 0.63% | -2.29% | -6.38% | 5.83% | 2.71% | 1.58% | 3.14% | 2.20% | -1.42% | -1.25% | 5.90% | 2.40% | 13.09% |
| 2019 | 3.97% | 1.14% | 1.46% | 1.32% | -1.44% | 3.57% | 0.00% | 0.76% | 0.43% | 1.24% | 0.96% | 1.30% | 15.63% |
| 2018 | 1.73% | -2.31% | -0.05% | -0.41% | 0.61% | -0.09% | 1.10% | 0.89% | -0.20% | -3.72% | 0.95% | -1.88% | -3.48% |
| 2017 | 1.25% | 1.40% | 0.49% | 1.18% | 1.36% | 0.44% | 1.47% | 0.58% | 0.60% | 0.68% | 1.07% | 0.90% | 12.04% |
| 2016 | -1.53% | 0.39% | 3.61% | 0.89% | 0.12% | 1.13% | 2.07% | -0.18% | 0.43% | -1.87% | -0.89% | 0.96% | 5.13% |
| 2015 | 0.21% | 1.56% | -0.41% | 0.81% | -0.34% | -1.45% | 1.08% | -2.66% | -0.74% | 3.00% | -0.42% | -0.79% | -0.27% |
| 2014 | -0.75% | 2.53% | 0.03% | 0.79% | 1.30% | 1.02% | -1.15% | 1.68% | -1.90% | 0.93% | 0.98% | -0.60% | 4.88% |
| 2013 | 1.66% | 0.12% | 1.24% | 1.92% | -1.09% | -1.82% | 2.70% | -1.53% | 3.04% | 2.13% | 0.54% | 0.69% | 9.87% |
Expense Ratio
Conservative Portfolio has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Conservative Portfolio is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 0.86 | 1.25 | 1.15 | 1.25 | 4.05 |
IGOV iShares International Treasury Bond ETF | 0.10 | 0.21 | 1.02 | 0.03 | 0.19 |
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
VTI Vanguard Total Stock Market ETF | 2.58 | 3.45 | 1.48 | 3.76 | 16.48 |
Dividends
Dividend yield
Conservative Portfolio provided a 2.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.30% | 2.10% | 1.75% | 1.72% | 2.22% | 2.39% | 2.08% | 2.22% | 2.19% | 2.46% | 2.31% |
| Portfolio components: | ||||||||||||
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Conservative Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Conservative Portfolio was 22.18%, occurring on Oct 14, 2022. Recovery took 462 trading sessions.
The current Conservative Portfolio drawdown is 2.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.18% | Nov 10, 2021 | 234 | Oct 14, 2022 | 462 | Aug 19, 2024 | 696 |
| -15.68% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -9.93% | Feb 10, 2009 | 19 | Mar 9, 2009 | 23 | Apr 9, 2009 | 42 |
| -8.07% | Jan 29, 2018 | 229 | Dec 24, 2018 | 58 | Mar 20, 2019 | 287 |
| -7.26% | Jul 25, 2011 | 50 | Oct 3, 2011 | 83 | Feb 1, 2012 | 133 |
Volatility
Volatility Chart
The current Conservative Portfolio volatility is 1.78%, 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.
Diversification
Asset Correlations Table
| BND | IGOV | VTI | VEA | |
|---|---|---|---|---|
| BND | 1.00 | 0.44 | -0.13 | -0.09 |
| IGOV | 0.44 | 1.00 | 0.13 | 0.33 |
| VTI | -0.13 | 0.13 | 1.00 | 0.84 |
| VEA | -0.09 | 0.33 | 0.84 | 1.00 |