Awesome
To implement the portfolio - 20% Stocks - VTI (alternative might be ITOT). VTI is around $258 and ITOT at $114 with more option action. Comparing VTI to ITOT. Conclusion is they are essentially the same. - 20% Bonds - BND - 20% Cash - Treasuries (a MM mutual fund or T-bills) - 20% Gold - GLD - 20% Real estate - VNQ.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 24% |
GLD SPDR Gold Trust | Precious Metals, Gold | 24% |
PRF Invesco FTSE RAFI US 1000 ETF | Large Cap Blend Equities | 17% |
USD=X USD Cash | 24% | |
VNQ Vanguard Real Estate ETF | REIT | 4% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Awesome, 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 Nov 15, 2024, the Awesome returned 11.50% Year-To-Date and 5.33% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Awesome | 11.50% | -0.92% | 5.57% | 16.97% | 6.33% | 5.33% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.26% | 1.35% |
GLD SPDR Gold Trust | 23.98% | -3.62% | 7.72% | 30.48% | 10.99% | 7.32% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco FTSE RAFI US 1000 ETF | 20.34% | 1.85% | 9.63% | 29.46% | 12.87% | 10.55% |
VTI Vanguard Total Stock Market ETF | 25.21% | 2.68% | 13.00% | 33.95% | 14.39% | 12.32% |
VNQ Vanguard Real Estate ETF | 9.25% | -2.85% | 12.74% | 23.16% | 3.97% | 5.72% |
Monthly Returns
The table below presents the monthly returns of Awesome, 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 | -0.38% | 0.89% | 3.44% | -1.22% | 1.90% | 0.45% | 3.03% | 1.54% | 2.09% | 0.09% | 11.50% | ||
| 2023 | 4.01% | -2.95% | 2.59% | 0.65% | -1.24% | 1.26% | 1.52% | -1.18% | -2.97% | 0.61% | 4.14% | 2.91% | 9.41% |
| 2022 | -1.95% | 0.71% | 0.59% | -3.29% | -0.41% | -3.15% | 2.09% | -2.38% | -4.50% | 1.92% | 4.53% | -1.00% | -6.99% |
| 2021 | -0.50% | -0.83% | 1.31% | 2.42% | 2.43% | -1.46% | 1.24% | 0.59% | -2.12% | 2.02% | -0.78% | 2.42% | 6.80% |
| 2020 | 1.24% | -2.16% | -4.62% | 5.80% | 1.97% | 1.19% | 4.20% | 1.13% | -2.10% | -0.68% | 2.62% | 2.75% | 11.42% |
| 2019 | 3.44% | 0.65% | 0.46% | 0.76% | -0.90% | 4.03% | 0.40% | 2.02% | -0.18% | 1.17% | 0.00% | 1.59% | 14.18% |
| 2018 | 1.40% | -2.15% | -0.01% | -0.23% | 0.47% | -0.55% | 0.32% | 0.36% | -0.31% | -1.36% | 0.82% | -0.84% | -2.11% |
| 2017 | 1.60% | 1.85% | -0.36% | 0.72% | 0.19% | -0.16% | 1.12% | 1.10% | -0.25% | 0.15% | 0.94% | 1.04% | 8.22% |
| 2016 | 0.20% | 3.01% | 1.91% | 1.67% | -1.23% | 2.95% | 1.62% | -0.90% | 0.15% | -1.65% | -1.13% | 0.40% | 7.07% |
| 2015 | 2.10% | -0.73% | -0.61% | -0.09% | 0.20% | -1.29% | -0.93% | -0.93% | -0.76% | 2.66% | -1.62% | -0.60% | -2.66% |
| 2014 | 0.50% | 2.91% | -0.46% | 0.60% | 0.06% | 2.12% | -1.37% | 1.42% | -2.37% | 0.37% | 0.73% | 0.47% | 4.99% |
| 2013 | 1.31% | -0.66% | 1.47% | -0.87% | -1.45% | -3.06% | 3.31% | 0.05% | -0.11% | 1.38% | -0.85% | -0.34% | 0.03% |
Expense Ratio
Awesome has an expense ratio of 0.18%, 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 Awesome is 71, 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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.96 | 1.40 | 1.17 | 0.39 | 3.15 |
GLD SPDR Gold Trust | 1.73 | 2.36 | 1.31 | 3.17 | 10.42 |
USD=X USD Cash | — | — | — | — | — |
PRF Invesco FTSE RAFI US 1000 ETF | 2.59 | 3.60 | 1.48 | 4.81 | 16.83 |
VTI Vanguard Total Stock Market ETF | 2.62 | 3.51 | 1.49 | 3.79 | 16.70 |
VNQ Vanguard Real Estate ETF | 1.32 | 1.89 | 1.24 | 0.82 | 4.68 |
Dividends
Dividend yield
Awesome provided a 1.39% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.39% | 1.31% | 1.24% | 0.93% | 1.12% | 1.25% | 1.39% | 1.17% | 1.30% | 1.30% | 1.23% | 1.23% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.68% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% | 1.56% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VNQ Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 Awesome. 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 Awesome was 20.55%, occurring on Nov 20, 2008. Recovery took 210 trading sessions.
The current Awesome drawdown is 1.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.55% | Feb 29, 2008 | 190 | Nov 20, 2008 | 210 | Sep 10, 2009 | 400 |
| -13.09% | Feb 24, 2020 | 20 | Mar 20, 2020 | 55 | Jun 5, 2020 | 75 |
| -12.25% | Nov 15, 2021 | 240 | Oct 14, 2022 | 303 | Dec 13, 2023 | 543 |
| -6.93% | Jan 23, 2015 | 259 | Jan 20, 2016 | 65 | Apr 19, 2016 | 324 |
| -5.9% | Apr 12, 2013 | 54 | Jun 26, 2013 | 166 | Feb 13, 2014 | 220 |
Volatility
Volatility Chart
The current Awesome volatility is 1.66%, 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
| USD=X | GLD | BND | VNQ | VTI | PRF | |
|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GLD | 0.00 | 1.00 | 0.25 | 0.09 | 0.06 | 0.06 |
| BND | 0.00 | 0.25 | 1.00 | 0.02 | -0.16 | -0.20 |
| VNQ | 0.00 | 0.09 | 0.02 | 1.00 | 0.68 | 0.69 |
| VTI | 0.00 | 0.06 | -0.16 | 0.68 | 1.00 | 0.94 |
| PRF | 0.00 | 0.06 | -0.20 | 0.69 | 0.94 | 1.00 |