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Conservative Portfolio

Last updated Jun 25, 2022
Expense Ratio

Rank 27 of 54

0.07%
0.00%0.94%
Dividend Yield

Rank 28 of 54

2.17%
0.00%4.52%
10Y Annualized Return

Rank 48 of 54

5.17%
3.08%28.76%
Sharpe Ratio

Rank 52 of 54

-1.48
-1.990.02
Maximum Drawdown

Rank 9 of 54

-17.95%
-54.87%-13.30%

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 $18,845 for a total return of roughly 88.45%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioReturns

As of Jun 25, 2022, the Conservative Portfolio returned -14.59% Year-To-Date and 5.17% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-0.75%-17.93%-17.23%-7.78%9.92%11.55%
Conservative Portfolio-2.55%-14.59%-14.42%-12.57%3.69%5.17%
VEA
Vanguard FTSE Developed Markets ETF
-5.74%-17.36%-16.97%-16.67%3.16%6.62%
IGOV
iShares International Treasury Bond ETF
-5.38%-18.55%-18.65%-21.44%-2.77%-1.11%
BND
Vanguard Total Bond Market ETF
-2.21%-10.86%-10.95%-10.85%0.56%1.39%
VTI
Vanguard Total Stock Market ETF
-0.36%-18.58%-18.03%-10.13%11.20%13.36%

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 -1.48. 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.


Conservative Portfolio
Benchmark (^GSPC)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 2.17% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.17%1.77%1.77%2.34%2.58%2.30%2.51%2.55%2.93%2.81%3.45%4.03%3.92%

Conservative PortfolioDrawdowns Chart

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


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 17.95%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.95%Nov 10, 2021149Jun 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 13.10%. 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 (^GSPC)
Portfolio components

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