MN Three Funds 2
Three fund portfolio hypothesis non tips
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | Total Bond Market | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 18% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 62% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of Jul 25, 2024, the MN Three Funds 2 returned 9.46% Year-To-Date and 8.80% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| MN Three Funds 2 | 9.08% | 0.00% | 8.20% | 14.81% | 9.73% | 8.79% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.64% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.23% | 0.83% | 1.69% | 4.40% | 0.01% | 1.41% |
Monthly Returns
The table below presents the monthly returns of MN Three Funds 2, 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 | 0.45% | 3.51% | 2.87% | -3.79% | 4.12% | 1.80% | 9.08% | ||||||
| 2023 | 6.55% | -2.63% | 2.67% | 1.25% | -0.62% | 4.92% | 2.83% | -2.03% | -4.16% | -2.56% | 8.31% | 5.04% | 20.37% |
| 2022 | -4.88% | -2.23% | 1.53% | -7.64% | 0.27% | -7.01% | 7.20% | -3.91% | -8.35% | 5.83% | 6.23% | -4.17% | -17.30% |
| 2021 | -0.49% | 2.09% | 2.52% | 3.87% | 0.97% | 1.53% | 1.41% | 1.97% | -3.57% | 4.71% | -1.68% | 3.07% | 17.34% |
| 2020 | -0.16% | -5.95% | -11.22% | 9.71% | 4.52% | 2.20% | 4.36% | 5.20% | -2.59% | -1.97% | 10.08% | 4.02% | 17.28% |
| 2019 | 6.85% | 2.66% | 1.36% | 2.96% | -4.62% | 5.64% | 0.56% | -1.08% | 1.53% | 1.93% | 2.59% | 2.37% | 24.69% |
| 2018 | 3.87% | -3.48% | -1.17% | 0.34% | 1.55% | 0.17% | 2.48% | 1.93% | 0.14% | -6.28% | 1.44% | -6.25% | -5.71% |
| 2017 | 1.87% | 2.61% | 0.58% | 1.21% | 1.38% | 0.71% | 1.76% | 0.27% | 1.86% | 1.69% | 2.01% | 1.12% | 18.44% |
| 2016 | -4.24% | -0.41% | 5.78% | 0.90% | 1.02% | 0.19% | 3.35% | 0.17% | 0.40% | -1.95% | 1.98% | 1.75% | 8.95% |
| 2015 | -1.09% | 4.40% | -0.90% | 1.00% | 0.70% | -1.77% | 1.47% | -5.16% | -2.33% | 6.14% | 0.19% | -1.78% | 0.39% |
| 2014 | -2.59% | 4.14% | 0.18% | 0.48% | 1.83% | 1.84% | -1.71% | 2.84% | -2.18% | 1.83% | 1.68% | -0.65% | 7.72% |
| 2013 | 3.92% | 0.71% | 2.69% | 2.12% | 0.62% | -1.71% | 4.53% | -2.31% | 4.06% | 3.37% | 1.74% | 1.93% | 23.66% |
Expense Ratio
MN Three Funds 2 has an expense ratio of 0.04%, 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 MN Three Funds 2 is 44, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.60 | 0.90 | 1.10 | 0.22 | 1.76 |
Dividends
Dividend yield
MN Three Funds 2 granted a 2.14% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MN Three Funds 2 | 2.14% | 2.08% | 2.08% | 1.74% | 1.73% | 2.19% | 2.43% | 2.07% | 2.25% | 2.23% | 2.27% | 2.07% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 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 | 3.36% | 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 | 3.41% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current MN Three Funds 2 drawdown is 3.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.95% | Oct 10, 2007 | 355 | Mar 9, 2009 | 492 | Feb 17, 2011 | 847 |
| -28.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.92% | Nov 9, 2021 | 235 | Oct 14, 2022 | 322 | Jan 29, 2024 | 557 |
| -16.56% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
| -15.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
Volatility
Volatility Chart
The current MN Three Funds 2 volatility is 2.91%, 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
| VBTLX | VEA | VTI | |
|---|---|---|---|
| VBTLX | 1.00 | -0.18 | -0.23 |
| VEA | -0.18 | 1.00 | 0.84 |
| VTI | -0.23 | 0.84 | 1.00 |