PortfoliosLab logo

Conservative Portfolio

Expense Ratio

Rank 26 of 53

0.08%
0.00%0.94%
Dividend Yield

Rank 21 of 53

1.72%
0.00%2.62%
10Y Annualized Return

Rank 45 of 53

6.73%
4.39%40.72%
Sharpe Ratio

Rank 35 of 53

2.06
0.662.96
Maximum Drawdown

Rank 8 of 53

-15.68%
-38.24%-10.21%

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 $21,867 for a total return of roughly 118.67%. 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 Jul 25, 2021, the Conservative Portfolio returned 4.84% Year-To-Date and 6.73% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Conservative Portfolio1.32%3.99%4.84%13.15%8.12%6.75%
VEA
Vanguard FTSE Developed Markets ETF
-0.52%6.63%10.76%29.70%10.47%6.43%
IGOV
iShares International Treasury Bond ETF
0.19%-4.24%-5.39%0.32%1.71%0.71%
BND
Vanguard Total Bond Market ETF
1.08%0.07%-0.90%-0.75%3.27%3.35%
VTI
Vanguard Total Stock Market ETF
3.24%13.76%17.61%39.22%17.51%14.82%

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 2.06. 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 1.72% dividend yield in the last twelve months, as of May 17, 2020.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

1.72%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 Conservative Portfolio 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 16.58%. 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

More Tools for Conservative Portfolio