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Conservative Portfolio

Expense Ratio

Rank 26 of 53

Dividend Yield

Rank 26 of 53

10Y Annualized Return

Rank 46 of 53

Sharpe Ratio

Rank 49 of 53

Maximum Drawdown

Rank 8 of 53


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 $21,475 for a total return of roughly 114.75%. 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 Jan 19, 2022, the Conservative Portfolio returned -2.67% Year-To-Date and 6.63% of annualized return in the last 10 years.

Conservative Portfolio-2.67%-1.83%-0.62%2.92%7.62%6.63%
Vanguard FTSE Developed Markets ETF
iShares International Treasury Bond ETF
Vanguard Total Bond Market ETF
Vanguard Total Stock Market ETF

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 0.41. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

Conservative Portfolio
Benchmark (S&P 500)
Portfolio components

Conservative PortfolioDividends

Conservative Portfolio granted a 1.79% dividend yield in the last twelve months, as of Jan 19, 2022.


Dividend yield


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 Conservative Portfolio is 15.68%, recorded on Mar 18, 2020. It took 55 trading sessions for the portfolio to recover.



To Bottom


To Recover



-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
-3.66%Nov 10, 202147Jan 18, 2022

Conservative PortfolioVolatility Chart

Current Conservative Portfolio volatility is 14.72%. 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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