C Wagner Vanguard
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 60% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in C Wagner Vanguard , 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 6, 2024, the C Wagner Vanguard returned 9.23% Year-To-Date and 6.31% 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 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| C Wagner Vanguard | 9.23% | 3.10% | 5.99% | 15.84% | 6.23% | 6.31% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 16.41% | 5.23% | 7.44% | 24.99% | 14.91% | 12.69% |
BND Vanguard Total Bond Market ETF | 4.39% | 1.77% | 4.88% | 9.78% | 0.14% | 1.76% |
Monthly Returns
The table below presents the monthly returns of C Wagner Vanguard , 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 | 0.54% | 1.29% | 1.87% | -3.05% | 3.01% | 1.97% | 1.88% | 1.83% | 9.23% | ||||
| 2023 | 4.50% | -2.60% | 3.09% | 0.99% | -0.50% | 2.51% | 1.25% | -1.06% | -3.40% | -1.78% | 6.38% | 3.97% | 13.64% |
| 2022 | -3.33% | -1.86% | -0.21% | -5.88% | 0.61% | -4.22% | 5.09% | -3.35% | -6.24% | 2.52% | 4.44% | -2.89% | -14.98% |
| 2021 | -0.93% | 0.18% | 1.12% | 2.64% | 0.36% | 1.46% | 1.68% | 1.08% | -2.51% | 2.84% | -0.18% | 1.61% | 9.63% |
| 2020 | 1.17% | -2.20% | -5.56% | 6.76% | 2.38% | 1.14% | 3.24% | 2.33% | -1.70% | -1.36% | 5.08% | 1.55% | 12.92% |
| 2019 | 3.84% | 1.30% | 1.92% | 1.61% | -1.54% | 3.49% | 0.68% | 0.99% | 0.43% | 1.06% | 1.45% | 1.18% | 17.58% |
| 2018 | 1.48% | -2.15% | -0.60% | -0.37% | 1.39% | 0.28% | 1.41% | 1.71% | -0.08% | -3.25% | 1.12% | -2.26% | -1.47% |
| 2017 | 0.82% | 1.93% | 0.03% | 0.89% | 0.99% | 0.28% | 1.07% | 0.63% | 0.54% | 0.92% | 1.18% | 0.86% | 10.61% |
| 2016 | -1.23% | 0.45% | 3.16% | 0.38% | 0.70% | 1.34% | 1.84% | -0.14% | 0.07% | -1.28% | -0.05% | 1.07% | 6.40% |
| 2015 | 0.31% | 1.34% | -0.30% | 0.20% | 0.20% | -1.45% | 1.40% | -2.63% | -0.43% | 3.43% | -0.05% | -0.81% | 1.10% |
| 2014 | -0.49% | 2.06% | 0.25% | 0.77% | 1.55% | 0.90% | -0.72% | 2.27% | -0.90% | 1.39% | 1.61% | -0.08% | 8.90% |
| 2013 | 1.68% | 0.87% | 1.56% | 1.45% | -0.21% | -1.58% | 2.34% | -1.77% | 2.04% | 2.30% | 1.04% | 0.71% | 10.82% |
Expense Ratio
C Wagner Vanguard has an expense ratio of 0.03%, 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 C Wagner Vanguard is 73, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.92 | 2.63 | 1.35 | 2.08 | 9.32 |
BND Vanguard Total Bond Market ETF | 1.52 | 2.24 | 1.26 | 0.54 | 5.77 |
Dividends
Dividend yield
C Wagner Vanguard granted a 2.56% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| C Wagner Vanguard | 2.56% | 2.43% | 2.24% | 1.68% | 1.95% | 2.38% | 2.51% | 2.24% | 2.31% | 2.39% | 2.41% | 2.41% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.31% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
BND Vanguard Total Bond Market ETF | 3.39% | 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 C Wagner Vanguard . 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 C Wagner Vanguard was 19.16%, occurring on Oct 14, 2022. Recovery took 363 trading sessions.
The current C Wagner Vanguard drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.16% | Dec 28, 2021 | 202 | Oct 14, 2022 | 363 | Mar 27, 2024 | 565 |
| -15.13% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -7.1% | Aug 30, 2018 | 80 | Dec 24, 2018 | 36 | Feb 15, 2019 | 116 |
| -5.65% | Jul 25, 2011 | 11 | Aug 8, 2011 | 57 | Oct 27, 2011 | 68 |
| -5.18% | Apr 27, 2015 | 85 | Aug 25, 2015 | 68 | Dec 1, 2015 | 153 |
Volatility
Volatility Chart
The current C Wagner Vanguard volatility is 1.82%, 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 | VOO | |
|---|---|---|
| BND | 1.00 | -0.11 |
| VOO | -0.11 | 1.00 |