ML Simple
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 42% |
CWI SPDR MSCI ACWI ex-US ETF | Foreign Large Cap Equities | 17% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | Large Cap Growth Equities | 41% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ML Simple, 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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Oct 30, 2024, the ML Simple returned 11.63% Year-To-Date and 6.97% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| ML Simple | 11.63% | -0.93% | 10.27% | 25.37% | 7.42% | 6.97% |
| Portfolio components: | ||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 22.24% | 1.83% | 16.36% | 41.90% | 15.04% | 12.75% |
CWI SPDR MSCI ACWI ex-US ETF | 10.73% | -3.56% | 8.09% | 25.70% | 6.43% | 5.15% |
BND Vanguard Total Bond Market ETF | 2.14% | -2.57% | 5.38% | 10.54% | -0.26% | 1.47% |
Monthly Returns
The table below presents the monthly returns of ML Simple, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.08% | 2.21% | 2.27% | -3.23% | 3.41% | 1.52% | 2.13% | 1.95% | 1.79% | 11.63% | |||
| 2023 | 5.69% | -2.83% | 2.73% | 0.98% | -0.90% | 3.58% | 2.04% | -1.93% | -3.58% | -2.25% | 7.15% | 4.54% | 15.53% |
| 2022 | -3.71% | -2.13% | 0.09% | -6.45% | 0.59% | -5.36% | 5.32% | -3.49% | -7.19% | 3.42% | 5.98% | -3.14% | -15.87% |
| 2021 | -0.31% | 1.02% | 1.23% | 2.93% | 0.81% | 1.27% | 0.96% | 1.28% | -2.89% | 3.27% | -1.22% | 2.06% | 10.73% |
| 2020 | 0.19% | -3.68% | -8.47% | 7.67% | 3.23% | 2.06% | 3.69% | 3.26% | -1.94% | -1.39% | 7.50% | 2.89% | 14.73% |
| 2019 | 5.22% | 1.76% | 1.55% | 2.07% | -2.85% | 4.33% | 0.27% | -0.02% | 0.91% | 1.61% | 1.74% | 1.85% | 19.83% |
| 2018 | 2.59% | -2.95% | -0.60% | -0.11% | 1.09% | -0.09% | 1.80% | 1.34% | -0.08% | -4.75% | 1.32% | -3.64% | -4.28% |
| 2017 | 1.59% | 1.92% | 0.55% | 1.08% | 1.28% | 0.50% | 1.53% | 0.51% | 1.12% | 1.22% | 1.33% | 1.02% | 14.54% |
| 2016 | -2.82% | 0.02% | 4.58% | 0.79% | 0.53% | 0.77% | 2.63% | 0.12% | 0.36% | -1.59% | 0.34% | 1.31% | 7.09% |
| 2015 | -0.25% | 2.67% | -0.57% | 1.00% | 0.12% | -1.78% | 1.12% | -3.92% | -1.31% | 4.58% | -0.15% | -1.34% | -0.11% |
| 2014 | -1.68% | 2.98% | 0.34% | 0.80% | 1.65% | 1.29% | -1.04% | 2.30% | -1.81% | 1.35% | 1.39% | -0.31% | 7.38% |
| 2013 | 2.40% | 0.50% | 2.02% | 1.69% | -0.32% | -1.87% | 3.09% | -1.86% | 3.07% | 2.73% | 1.20% | 1.06% | 14.43% |
Expense Ratio
ML Simple has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ML Simple is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 3.49 | 4.59 | 1.65 | 3.34 | 22.58 |
CWI SPDR MSCI ACWI ex-US ETF | 2.10 | 2.93 | 1.37 | 1.63 | 13.50 |
BND Vanguard Total Bond Market ETF | 1.75 | 2.60 | 1.31 | 0.59 | 6.74 |
Dividends
Dividend yield
ML Simple provided a 2.42% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ML Simple | 2.42% | 2.38% | 2.31% | 1.76% | 1.86% | 2.43% | 2.54% | 2.15% | 2.22% | 2.35% | 2.62% | 2.47% |
| Portfolio components: | ||||||||||||
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.24% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
CWI SPDR MSCI ACWI ex-US ETF | 2.58% | 2.80% | 3.17% | 2.65% | 2.07% | 3.05% | 2.81% | 2.29% | 2.45% | 2.62% | 3.21% | 2.69% |
BND Vanguard Total Bond Market ETF | 3.51% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ML Simple. 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 ML Simple was 35.19%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current ML Simple drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.19% | Nov 1, 2007 | 339 | Mar 9, 2009 | 404 | Oct 13, 2010 | 743 |
| -21.89% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -20.71% | Feb 20, 2020 | 22 | Mar 20, 2020 | 80 | Jul 15, 2020 | 102 |
| -11.03% | May 2, 2011 | 108 | Oct 3, 2011 | 84 | Feb 2, 2012 | 192 |
| -10.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 56 | Mar 18, 2019 | 285 |
Volatility
Volatility Chart
The current ML Simple volatility is 1.59%, 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.
Diversification
Asset Correlations Table
| BND | CWI | ITOT | |
|---|---|---|---|
| BND | 1.00 | -0.12 | -0.17 |
| CWI | -0.12 | 1.00 | 0.83 |
| ITOT | -0.17 | 0.83 | 1.00 |