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A

Last updated Feb 27, 2024

Asset Allocation


BND 20%SHY 20%IAU 20%VTI 20%VNQ 20%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

20%

SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds

20%

IAU
iShares Gold Trust
Precious Metals, Gold

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

20%

VNQ
Vanguard Real Estate ETF
REIT

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in A, 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
5.45%
12.71%
A
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns

As of Feb 27, 2024, the A returned -0.55% Year-To-Date and 5.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
A-0.55%0.46%5.45%9.66%6.08%5.25%
VTI
Vanguard Total Stock Market ETF
5.91%3.77%13.47%27.49%13.75%11.93%
BND
Vanguard Total Bond Market ETF
-1.76%-0.61%2.27%3.25%0.48%1.36%
IAU
iShares Gold Trust
-1.51%0.68%4.74%11.58%8.97%4.16%
VNQ
Vanguard Real Estate ETF
-5.07%-1.25%3.69%2.02%3.75%5.87%
SHY
iShares 1-3 Year Treasury Bond ETF
-0.23%-0.33%2.29%3.94%1.04%0.87%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.02%
20231.63%-1.37%-3.88%-0.02%5.82%4.19%

Sharpe Ratio

The current A Sharpe ratio is 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.17

The Sharpe ratio of A is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.17
2.13
A
Benchmark (^GSPC)
Portfolio components

Dividend yield

A granted a 2.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
A2.37%2.29%1.90%1.20%1.70%2.00%2.26%1.89%1.99%1.80%1.70%1.82%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF
3.20%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.16%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
SHY
iShares 1-3 Year Treasury Bond ETF
3.12%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%0.36%0.26%

Expense Ratio

The A features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.13
A
1.17
VTI
Vanguard Total Stock Market ETF
2.07
BND
Vanguard Total Bond Market ETF
0.40
IAU
iShares Gold Trust
0.88
VNQ
Vanguard Real Estate ETF
0.02
SHY
iShares 1-3 Year Treasury Bond ETF
1.40

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IAUVNQBNDVTISHY
IAU1.000.080.250.050.27
VNQ0.081.00-0.000.70-0.08
BND0.25-0.001.00-0.180.71
VTI0.050.70-0.181.00-0.23
SHY0.27-0.080.71-0.231.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.65%
-0.38%
A
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the A. 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 A was 27.09%, occurring on Nov 20, 2008. Recovery took 248 trading sessions.

The current A drawdown is 2.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.09%May 20, 2008130Nov 20, 2008248Nov 16, 2009378
-18.01%Jan 3, 2022198Oct 14, 2022
-16.96%Feb 24, 202020Mar 20, 202085Jul 22, 2020105
-7.59%Jan 23, 2015149Aug 25, 2015148Mar 29, 2016297
-7.41%Jul 25, 201150Oct 3, 201118Oct 27, 201168

Volatility Chart

The current A volatility is 2.46%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.46%
3.93%
A
Benchmark (^GSPC)
Portfolio components
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