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MN Three Funds 2

Last updated Mar 2, 2024

Three fund portfolio hypothesis non tips

Asset Allocation


VBTLX 20%VTI 62%VEA 18%BondBondEquityEquity
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

62%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

18%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MN Three Funds 2, 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


180.00%200.00%220.00%240.00%OctoberNovemberDecember2024FebruaryMarch
235.36%
246.48%
MN Three Funds 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA

Returns

As of Mar 2, 2024, the MN Three Funds 2 returned 4.78% Year-To-Date and 8.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
MN Three Funds 24.78%2.91%11.17%19.59%10.42%8.75%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%14.25%11.99%
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.49%9.53%12.57%7.00%4.73%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-1.57%-0.94%2.96%3.68%0.59%1.44%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.45%3.45%
2023-2.03%-4.16%-2.56%8.31%5.04%

Sharpe Ratio

The current MN Three Funds 2 Sharpe ratio is 2.08. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.08

The Sharpe ratio of MN Three Funds 2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.08
2.44
MN Three Funds 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

MN Three Funds 2 granted a 1.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MN Three Funds 21.98%2.08%2.08%1.74%1.73%2.19%2.43%2.07%2.25%2.23%2.27%2.07%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VEA
Vanguard FTSE Developed Markets ETF
3.07%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
2.96%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%

Expense Ratio

The MN Three Funds 2 has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%

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
2.44
MN Three Funds 2
2.08
VTI
Vanguard Total Stock Market ETF
2.31
VEA
Vanguard FTSE Developed Markets ETF
1.07
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.58

Asset Correlations Table

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

VBTLXVEAVTI
VBTLX1.00-0.19-0.25
VEA-0.191.000.84
VTI-0.250.841.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
MN Three Funds 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MN Three Funds 2. 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 MN Three Funds 2 was 46.95%, occurring on Mar 9, 2009. Recovery took 492 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.95%Oct 10, 2007355Mar 9, 2009492Feb 17, 2011847
-28.16%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-23.92%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-16.56%May 2, 2011108Oct 3, 201195Feb 17, 2012203
-15.23%Sep 21, 201865Dec 24, 201870Apr 5, 2019135

Volatility Chart

The current MN Three Funds 2 volatility is 2.96%, 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%OctoberNovemberDecember2024FebruaryMarch
2.96%
3.47%
MN Three Funds 2
Benchmark (^GSPC)
Portfolio components
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