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30-60yo Fund

Last updated Feb 27, 2024

Moderately Aggrssive

Asset Allocation


VGIT 5%VTI 65%AVUV 20%VXUS 10%BondBondEquityEquity
PositionCategory/SectorWeight
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

5%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

65%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

20%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 30-60yo Fund, 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
11.60%
12.71%
30-60yo Fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
30-60yo Fund3.57%2.60%11.60%21.31%N/AN/A
VTI
Vanguard Total Stock Market ETF
5.91%3.77%13.47%27.49%13.69%11.93%
VGIT
Vanguard Intermediate-Term Treasury ETF
-1.56%-0.84%1.73%2.84%0.38%1.03%
VXUS
Vanguard Total International Stock ETF
1.48%2.87%7.11%12.25%5.71%4.24%
AVUV
Avantis U.S. Small Cap Value ETF
-1.60%-0.47%10.14%11.10%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.01%
20234.47%-2.44%-4.26%-3.10%8.80%6.52%

Sharpe Ratio

The current 30-60yo Fund Sharpe ratio is 1.59. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.59

The Sharpe ratio of 30-60yo Fund 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.59
2.13
30-60yo Fund
Benchmark (^GSPC)
Portfolio components

Dividend yield

30-60yo Fund granted a 1.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
30-60yo Fund1.68%1.73%1.83%1.44%1.49%1.65%1.75%1.47%1.63%1.66%1.56%1.48%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGIT
Vanguard Intermediate-Term Treasury ETF
2.86%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
VXUS
Vanguard Total International Stock ETF
3.20%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
AVUV
Avantis U.S. Small Cap Value ETF
1.68%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 30-60yo Fund has an expense ratio of 0.08% 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.


0.25%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
2.13
30-60yo Fund
1.59
VTI
Vanguard Total Stock Market ETF
2.07
VGIT
Vanguard Intermediate-Term Treasury ETF
0.39
VXUS
Vanguard Total International Stock ETF
0.88
AVUV
Avantis U.S. Small Cap Value ETF
0.52

Asset Correlations Table

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

VGITVXUSVTIAVUV
VGIT1.00-0.03-0.05-0.16
VXUS-0.031.000.830.73
VTI-0.050.831.000.78
AVUV-0.160.730.781.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.20%
-0.38%
30-60yo Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 30-60yo Fund. 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 30-60yo Fund was 35.00%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current 30-60yo Fund drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-23.56%Nov 9, 2021225Sep 30, 2022302Dec 13, 2023527
-8.39%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.57%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.34%Mar 16, 20217Mar 24, 20217Apr 5, 202114

Volatility Chart

The current 30-60yo Fund volatility is 3.97%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.97%
3.93%
30-60yo Fund
Benchmark (^GSPC)
Portfolio components
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