Market Return with Lower Risk Portfolio
The Portfolio is a sector focus profolio designed to compete with SPY with lower risk and higher return.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 22.50% |
VDC Vanguard Consumer Staples ETF | Consumer Staples Equities | 22.50% |
VGT Vanguard Information Technology ETF | Technology Equities | 33% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 22% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Market Return with Lower Risk Portfolio, 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 Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Jul 25, 2024, the Market Return with Lower Risk Portfolio returned 10.12% Year-To-Date and 11.67% 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% |
| Market Return with Lower Risk Portfolio | 9.73% | -0.22% | 7.76% | 13.90% | 12.01% | 11.67% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
VHT Vanguard Health Care ETF | 9.85% | 2.56% | 7.99% | 11.92% | 11.13% | 10.85% |
VDC Vanguard Consumer Staples ETF | 9.18% | 0.71% | 8.45% | 7.10% | 8.70% | 8.84% |
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
Monthly Returns
The table below presents the monthly returns of Market Return with Lower Risk Portfolio, 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 | 1.47% | 2.86% | 1.85% | -3.57% | 3.94% | 3.04% | 9.73% | ||||||
| 2023 | 3.27% | -1.54% | 5.11% | 1.47% | 0.51% | 3.64% | 1.76% | -1.66% | -4.05% | -1.82% | 6.91% | 3.99% | 18.39% |
| 2022 | -5.01% | -1.95% | 1.98% | -4.91% | -1.15% | -4.23% | 6.24% | -3.78% | -6.97% | 6.40% | 4.56% | -3.90% | -13.07% |
| 2021 | -0.65% | -0.18% | 2.45% | 3.09% | 0.19% | 2.99% | 2.39% | 1.93% | -4.10% | 4.40% | -0.13% | 4.66% | 18.04% |
| 2020 | 0.79% | -5.40% | -5.54% | 9.45% | 4.27% | 2.07% | 4.76% | 5.32% | -2.45% | -2.62% | 7.85% | 3.35% | 22.57% |
| 2019 | 5.32% | 3.33% | 2.46% | 2.12% | -4.37% | 5.72% | 1.42% | -0.38% | 0.65% | 2.29% | 3.56% | 2.70% | 27.35% |
| 2018 | 4.25% | -2.61% | -1.80% | -0.69% | 2.55% | 1.10% | 2.96% | 4.35% | 0.67% | -4.10% | 1.47% | -6.49% | 1.03% |
| 2017 | 2.36% | 4.11% | 0.70% | 1.48% | 2.12% | -0.30% | 1.71% | 1.26% | 0.32% | 1.95% | 2.15% | 0.38% | 19.75% |
| 2016 | -3.80% | -0.25% | 4.77% | -1.09% | 2.39% | 0.76% | 3.65% | -0.08% | 0.59% | -2.00% | -0.35% | 1.29% | 5.71% |
| 2015 | -0.89% | 4.56% | -0.69% | -0.28% | 2.25% | -1.70% | 2.51% | -4.99% | -1.70% | 6.28% | 0.30% | -0.21% | 5.05% |
| 2014 | -1.44% | 3.82% | -0.10% | 0.05% | 2.31% | 1.64% | -0.72% | 3.70% | -0.44% | 2.81% | 3.60% | -0.68% | 15.31% |
| 2013 | 3.73% | 1.22% | 3.42% | 1.53% | 1.32% | -1.31% | 4.59% | -1.94% | 2.60% | 3.41% | 2.72% | 1.75% | 25.40% |
Expense Ratio
Market Return with Lower Risk Portfolio has an expense ratio of 0.09%, 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 Market Return with Lower Risk Portfolio is 52, 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
VHT Vanguard Health Care ETF | 1.03 | 1.49 | 1.18 | 0.76 | 3.12 |
VDC Vanguard Consumer Staples ETF | 0.61 | 0.94 | 1.11 | 0.50 | 1.40 |
BSV Vanguard Short-Term Bond ETF | 2.01 | 3.17 | 1.38 | 0.93 | 10.53 |
Dividends
Dividend yield
Market Return with Lower Risk Portfolio granted a 1.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Market Return with Lower Risk Portfolio | 1.75% | 1.66% | 1.46% | 1.27% | 1.50% | 1.85% | 1.80% | 1.55% | 1.63% | 1.58% | 1.35% | 1.43% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VHT Vanguard Health Care ETF | 1.30% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
VDC Vanguard Consumer Staples ETF | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
BSV Vanguard Short-Term Bond ETF | 2.99% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
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 Market Return with Lower Risk Portfolio. 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 Market Return with Lower Risk Portfolio was 33.93%, occurring on Mar 9, 2009. Recovery took 257 trading sessions.
The current Market Return with Lower Risk Portfolio drawdown is 2.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.93% | Nov 1, 2007 | 339 | Mar 9, 2009 | 257 | Mar 16, 2010 | 596 |
| -22.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -19.15% | Dec 28, 2021 | 200 | Oct 12, 2022 | 293 | Dec 12, 2023 | 493 |
| -13.36% | Oct 3, 2018 | 57 | Dec 24, 2018 | 55 | Mar 15, 2019 | 112 |
| -11.18% | Jul 8, 2011 | 22 | Aug 8, 2011 | 112 | Jan 18, 2012 | 134 |
Volatility
Volatility Chart
The current Market Return with Lower Risk Portfolio volatility is 2.50%, 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
| BSV | VDC | VGT | VHT | |
|---|---|---|---|---|
| BSV | 1.00 | -0.07 | -0.14 | -0.12 |
| VDC | -0.07 | 1.00 | 0.57 | 0.67 |
| VGT | -0.14 | 0.57 | 1.00 | 0.67 |
| VHT | -0.12 | 0.67 | 0.67 | 1.00 |