Forever Zen - International
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Forever Zen - International, 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 Jun 4, 2013, corresponding to the inception date of VWOB
Returns By Period
As of Sep 20, 2024, the Forever Zen - International returned 18.26% Year-To-Date and 14.51% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
Forever Zen - International | 18.26% | 1.26% | 9.42% | 32.93% | 16.59% | 14.56% |
Portfolio components: | ||||||
Schwab US Dividend Equity ETF | 13.54% | 2.79% | 8.05% | 22.25% | 13.02% | 11.64% |
Vanguard Total Bond Market ETF | 4.86% | 1.08% | 5.70% | 11.16% | 0.38% | 1.83% |
Schwab U.S. Large-Cap Growth ETF | 25.06% | 0.95% | 11.06% | 42.80% | 20.20% | 16.42% |
Vanguard Total Stock Market ETF | 19.74% | 2.02% | 9.50% | 33.24% | 14.89% | 12.66% |
Vanguard Information Technology ETF | 20.21% | -0.41% | 9.87% | 41.05% | 22.90% | 20.54% |
Vanguard Emerging Markets Government Bond ETF | 8.52% | 2.05% | 7.24% | 17.76% | 0.99% | 3.07% |
Monthly Returns
The table below presents the monthly returns of Forever Zen - International, 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 | 1.24% | 4.15% | 2.63% | -4.50% | 5.11% | 4.29% | 1.37% | 1.79% | 18.26% | ||||
2023 | 6.92% | -1.53% | 4.99% | 0.27% | 2.68% | 5.76% | 3.21% | -1.70% | -5.09% | -2.31% | 9.84% | 5.13% | 30.74% |
2022 | -6.02% | -3.20% | 2.86% | -9.16% | -0.03% | -8.02% | 9.38% | -4.26% | -9.39% | 7.10% | 5.54% | -5.86% | -21.08% |
2021 | -0.71% | 2.29% | 3.15% | 4.55% | 0.17% | 3.67% | 2.16% | 2.80% | -4.57% | 6.35% | 0.17% | 3.42% | 25.60% |
2020 | 1.36% | -7.01% | -10.99% | 12.54% | 5.88% | 3.36% | 5.70% | 7.66% | -3.61% | -2.18% | 11.11% | 4.26% | 28.44% |
2019 | 7.33% | 4.44% | 2.46% | 4.23% | -6.66% | 7.13% | 2.10% | -1.42% | 1.59% | 2.45% | 3.86% | 2.91% | 34.02% |
2018 | 5.47% | -2.58% | -2.32% | -0.14% | 3.77% | 0.27% | 3.02% | 4.70% | 0.49% | -6.96% | 0.91% | -7.47% | -1.81% |
2017 | 2.27% | 3.83% | 0.86% | 1.46% | 2.36% | -0.56% | 2.50% | 1.27% | 1.54% | 3.95% | 2.35% | 0.94% | 25.17% |
2016 | -4.66% | 0.03% | 6.95% | -1.23% | 2.56% | 0.10% | 4.66% | 0.81% | 0.96% | -1.52% | 2.03% | 1.57% | 12.43% |
2015 | -2.40% | 5.94% | -1.57% | 0.74% | 1.39% | -2.62% | 1.75% | -5.31% | -1.82% | 8.26% | 0.60% | -1.99% | 2.20% |
2014 | -2.71% | 4.38% | 0.40% | 0.20% | 2.54% | 2.22% | -0.85% | 3.75% | -1.35% | 2.20% | 3.19% | -0.77% | 13.73% |
2013 | -2.05% | 4.92% | -2.01% | 3.53% | 3.99% | 2.61% | 2.79% | 14.37% |
Expense Ratio
Forever Zen - International has an expense ratio of 0.07%, 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 Forever Zen - International is 60, 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 | |
---|---|---|---|---|---|
Schwab US Dividend Equity ETF | 1.73 | 2.51 | 1.30 | 1.55 | 9.03 |
Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.58 | 6.84 |
Schwab U.S. Large-Cap Growth ETF | 2.31 | 3.00 | 1.41 | 2.66 | 12.40 |
Vanguard Total Stock Market ETF | 2.38 | 3.17 | 1.43 | 2.21 | 14.56 |
Vanguard Information Technology ETF | 1.85 | 2.42 | 1.32 | 2.54 | 9.13 |
Vanguard Emerging Markets Government Bond ETF | 2.09 | 3.04 | 1.38 | 0.80 | 10.81 |
Dividends
Dividend yield
Forever Zen - International granted a 1.45% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Forever Zen - International | 1.45% | 1.75% | 1.85% | 1.42% | 1.63% | 1.86% | 2.07% | 1.76% | 2.00% | 2.03% | 1.83% | 1.67% |
Portfolio components: | ||||||||||||
Schwab US Dividend Equity ETF | 2.57% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Vanguard Total Bond Market ETF | 3.37% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Vanguard Emerging Markets Government Bond ETF | 5.55% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
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 Forever Zen - International. 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 Forever Zen - International was 30.91%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-30.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
-27% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
-18.46% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
-12.28% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
-11.51% | May 22, 2015 | 66 | Aug 25, 2015 | 49 | Nov 3, 2015 | 115 |
Volatility
Volatility Chart
The current Forever Zen - International volatility is 4.64%, 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 | VWOB | SCHD | VGT | SCHG | VTI | |
---|---|---|---|---|---|---|
BND | 1.00 | 0.50 | -0.06 | -0.01 | -0.00 | -0.04 |
VWOB | 0.50 | 1.00 | 0.37 | 0.39 | 0.42 | 0.43 |
SCHD | -0.06 | 0.37 | 1.00 | 0.67 | 0.69 | 0.85 |
VGT | -0.01 | 0.39 | 0.67 | 1.00 | 0.95 | 0.89 |
SCHG | -0.00 | 0.42 | 0.69 | 0.95 | 1.00 | 0.94 |
VTI | -0.04 | 0.43 | 0.85 | 0.89 | 0.94 | 1.00 |