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Retirement Final low drawdown
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Retirement Final low drawdown, 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 Every 3 months.


200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
200.27%
376.52%
Retirement Final low drawdown
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTSNX

Returns By Period

As of May 9, 2025, the Retirement Final low drawdown returned 0.33% Year-To-Date and 7.10% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%3.72%-5.60%8.55%14.11%10.45%
Retirement Final low drawdown0.42%3.37%-1.72%6.20%9.15%7.11%
VBR
Vanguard Small-Cap Value ETF
-5.66%5.09%-11.19%0.72%15.54%7.76%
VDC
Vanguard Consumer Staples ETF
3.82%2.01%2.12%8.65%10.88%8.36%
VIG
Vanguard Dividend Appreciation ETF
-1.37%3.05%-4.46%8.49%13.19%11.20%
XLU
Utilities Select Sector SPDR Fund
6.76%5.62%2.90%15.91%10.84%9.82%
GLD
SPDR Gold Trust
26.73%7.52%23.75%41.43%13.88%10.39%
BSV
Vanguard Short-Term Bond ETF
2.32%0.38%2.72%6.12%1.09%1.76%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
6.08%3.51%7.21%4.85%13.48%1.77%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
1.24%-1.16%-2.76%1.35%-8.52%-0.22%
VFINX
Vanguard 500 Index Fund Investor Shares
-3.39%3.80%-5.04%9.87%15.81%12.34%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
-3.74%4.19%-5.68%9.17%15.13%11.64%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.19%0.31%2.79%6.17%-1.01%1.32%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
10.46%10.25%6.56%10.20%10.76%5.19%
AMFAX
AlphaSimplex Managed Futures Strategy Fund Class A
-17.21%-0.28%-17.03%-26.87%-2.82%-1.99%
*Annualized

Monthly Returns

The table below presents the monthly returns of Retirement Final low drawdown, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.41%0.27%-2.21%-0.64%0.66%0.42%
2024-0.08%2.39%2.99%-2.69%3.25%0.48%2.66%1.65%2.03%-2.10%3.65%-3.07%11.39%
20234.52%-2.72%1.54%1.10%-1.82%3.86%2.36%-2.12%-3.50%-1.86%5.77%4.27%11.38%
2022-2.89%-0.80%1.78%-4.32%0.17%-5.08%5.06%-2.70%-6.97%4.61%5.23%-4.02%-10.37%
2021-0.72%1.64%2.53%3.36%1.32%0.43%1.27%1.36%-2.96%3.68%-1.70%3.53%14.38%
20200.11%-4.64%-7.79%7.10%2.99%1.24%4.26%3.56%-2.06%-0.97%7.69%3.32%14.51%
20195.29%1.99%1.52%2.25%-3.18%4.54%0.62%0.44%1.01%1.02%1.29%1.98%20.21%
20182.62%-3.69%-0.43%-0.30%1.19%0.21%1.78%1.53%-0.34%-4.44%1.54%-4.62%-5.18%
20171.45%2.45%0.01%0.92%0.90%0.10%1.47%0.48%0.92%1.31%1.94%0.84%13.53%
2016-1.59%0.66%4.48%0.64%0.43%1.97%2.11%-0.51%-0.05%-1.82%0.68%1.52%8.69%
20150.05%2.47%-0.55%0.20%0.22%-1.92%0.89%-3.81%-1.19%4.23%-0.39%-1.46%-1.50%
2014-1.73%3.44%0.49%0.83%1.52%1.63%-2.00%3.03%-2.17%2.01%1.83%-0.59%8.38%

Expense Ratio

Retirement Final low drawdown has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Retirement Final low drawdown is 51, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Retirement Final low drawdown is 5151
Overall Rank
The Sharpe Ratio Rank of Retirement Final low drawdown is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of Retirement Final low drawdown is 4646
Sortino Ratio Rank
The Omega Ratio Rank of Retirement Final low drawdown is 4949
Omega Ratio Rank
The Calmar Ratio Rank of Retirement Final low drawdown is 5151
Calmar Ratio Rank
The Martin Ratio Rank of Retirement Final low drawdown is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VBR
Vanguard Small-Cap Value ETF
0.030.281.040.080.25
VDC
Vanguard Consumer Staples ETF
0.671.111.141.053.36
VIG
Vanguard Dividend Appreciation ETF
0.540.951.140.642.62
XLU
Utilities Select Sector SPDR Fund
0.931.551.201.804.59
GLD
SPDR Gold Trust
2.393.301.425.3314.20
BSV
Vanguard Short-Term Bond ETF
2.684.281.542.7710.08
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
0.370.591.070.130.84
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
0.100.221.030.030.18
VFINX
Vanguard 500 Index Fund Investor Shares
0.510.881.130.562.15
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
0.470.821.120.501.92
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
1.352.061.240.533.19
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
0.661.041.140.812.52
AMFAX
AlphaSimplex Managed Futures Strategy Fund Class A
-1.99-2.490.67-0.55-1.76

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Retirement Final low drawdown Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • 5-Year: 0.87
  • 10-Year: 0.68
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Retirement Final low drawdown compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.58
0.44
Retirement Final low drawdown
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Retirement Final low drawdown provided a 2.46% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.46%2.34%3.10%3.06%2.06%2.39%2.29%2.18%2.15%1.97%2.14%2.00%
VBR
Vanguard Small-Cap Value ETF
2.27%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
XLU
Utilities Select Sector SPDR Fund
2.84%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%3.19%
GLD
SPDR 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%
BSV
Vanguard Short-Term Bond ETF
3.56%3.38%2.46%1.50%1.36%1.79%2.29%1.99%1.65%1.49%1.40%1.45%
CCRSX
Credit Suisse Trust Commodity Return Strategy Portfolio
4.55%2.95%26.59%18.97%4.82%5.51%0.86%2.91%9.70%0.00%0.00%0.00%
VUSTX
Vanguard Long-Term Treasury Fund Investor Shares
4.14%4.04%3.33%2.93%4.51%10.37%2.82%2.82%2.63%5.27%5.27%4.34%
VFINX
Vanguard 500 Index Fund Investor Shares
1.23%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.24%1.17%1.34%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%1.65%
VIIGX
Vanguard Intermediate-Term Treasury Index Fund Institutional Shares
3.73%3.67%2.72%1.74%1.13%1.53%2.23%2.07%1.68%1.58%1.68%1.59%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.00%3.36%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%
AMFAX
AlphaSimplex Managed Futures Strategy Fund Class A
1.54%1.28%0.30%10.01%5.74%3.14%6.12%0.00%0.00%0.00%2.08%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.39%
-7.88%
Retirement Final low drawdown
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement Final low drawdown. 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 Retirement Final low drawdown was 21.04%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Retirement Final low drawdown drawdown is 3.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.04%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-15.48%Jan 5, 2022196Oct 14, 2022322Jan 29, 2024518
-11.69%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298
-10.9%May 2, 2011108Oct 3, 201178Jan 25, 2012186
-10.8%Feb 20, 202534Apr 8, 2025

Volatility

Volatility Chart

The current Retirement Final low drawdown volatility is 3.38%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.38%
6.82%
Retirement Final low drawdown
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 9.42, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCAMFAXGLDBSVCCRSXVUSTXVIIGXXLUVDCVTSNXVBRVIGVFINXVTSMXPortfolio
^GSPC1.000.190.03-0.110.27-0.25-0.230.440.680.810.840.931.000.990.94
AMFAX0.191.000.06-0.050.05-0.01-0.040.050.100.180.150.160.190.190.24
GLD0.030.061.000.350.360.250.320.120.050.180.030.030.030.030.17
BSV-0.11-0.050.351.00-0.020.670.860.140.01-0.04-0.12-0.08-0.11-0.110.05
CCRSX0.270.050.36-0.021.00-0.13-0.100.090.140.390.290.230.270.270.35
VUSTX-0.25-0.010.250.67-0.131.000.870.07-0.11-0.22-0.27-0.23-0.25-0.25-0.10
VIIGX-0.23-0.040.320.86-0.100.871.000.09-0.09-0.17-0.24-0.20-0.23-0.23-0.06
XLU0.440.050.120.140.090.070.091.000.600.360.400.520.440.420.52
VDC0.680.100.050.010.14-0.11-0.090.601.000.550.600.780.680.660.72
VTSNX0.810.180.18-0.040.39-0.22-0.170.360.551.000.750.770.810.810.86
VBR0.840.150.03-0.120.29-0.27-0.240.400.600.751.000.840.840.880.88
VIG0.930.160.03-0.080.23-0.23-0.200.520.780.770.841.000.930.920.93
VFINX1.000.190.03-0.110.27-0.25-0.230.440.680.810.840.931.000.990.94
VTSMX0.990.190.03-0.110.27-0.25-0.230.420.660.810.880.920.991.000.95
Portfolio0.940.240.170.050.35-0.10-0.060.520.720.860.880.930.940.951.00
The correlation results are calculated based on daily price changes starting from Nov 30, 2010