Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of May 30, 2025, the Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED returned 3.47% Year-To-Date and 7.80% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED | 3.45% | 2.69% | 0.37% | 11.06% | 10.07% | 7.81% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -4.02% | 5.00% | -11.53% | 4.19% | 14.82% | 7.81% |
VDC Vanguard Consumer Staples ETF | 6.82% | 1.68% | 1.53% | 13.57% | 11.01% | 8.67% |
VIG Vanguard Dividend Appreciation ETF | 1.56% | 3.61% | -2.40% | 12.85% | 13.07% | 11.50% |
GLD SPDR Gold Trust | 25.39% | -0.06% | 23.62% | 40.19% | 13.26% | 10.25% |
BSV Vanguard Short-Term Bond ETF | 2.66% | -0.23% | 2.61% | 6.51% | 1.06% | 1.79% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 3.25% | -0.61% | 4.18% | 0.19% | 12.42% | 1.75% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.21% | -3.23% | -5.20% | 1.32% | -8.66% | -0.32% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.00% | 6.28% | -1.41% | 14.28% | 15.88% | 12.74% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.48% | 6.32% | -2.57% | 13.68% | 15.11% | 12.01% |
DODFX Dodge & Cox International Stock Fund | 18.48% | 5.84% | 14.37% | 15.57% | 14.98% | 5.55% |
FTHRX Fidelity Intermediate Bond Fund | 2.67% | -0.58% | 2.19% | 6.63% | 0.81% | 2.02% |
VIVAX Vanguard Value Index Fund | 1.83% | 2.89% | -4.60% | 10.40% | 13.74% | 9.83% |
Monthly Returns
The table below presents the monthly returns of Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.67% | 0.45% | -1.84% | -0.49% | 2.69% | 3.45% | |||||||
| 2024 | 0.17% | 2.15% | 3.13% | -2.67% | 3.12% | 0.71% | 2.80% | 1.85% | 2.05% | -1.39% | 3.52% | -2.98% | 12.89% |
| 2023 | 4.61% | -2.66% | 1.75% | 0.98% | -1.77% | 4.00% | 2.59% | -1.66% | -3.57% | -1.63% | 5.90% | 4.14% | 12.82% |
| 2022 | -2.47% | -0.74% | 1.33% | -4.65% | 0.30% | -5.69% | 5.12% | -2.81% | -7.03% | 5.08% | 5.21% | -3.12% | -9.99% |
| 2021 | -0.75% | 1.94% | 2.49% | 3.33% | 1.60% | 0.32% | 1.23% | 1.34% | -2.68% | 3.68% | -1.47% | 3.45% | 15.23% |
| 2020 | -0.16% | -4.79% | -9.09% | 7.74% | 3.12% | 1.48% | 4.11% | 3.74% | -2.19% | -1.04% | 7.90% | 3.27% | 13.50% |
| 2019 | 5.58% | 2.02% | 1.00% | 2.18% | -3.39% | 4.84% | 0.63% | -0.07% | 1.12% | 1.32% | 1.45% | 2.12% | 20.18% |
| 2018 | 2.64% | -3.14% | -0.83% | -0.09% | 1.24% | 0.00% | 1.99% | 1.30% | 0.00% | -3.97% | 1.46% | -4.94% | -4.56% |
| 2017 | 1.44% | 2.39% | -0.10% | 0.85% | 0.56% | 0.33% | 1.35% | 0.27% | 1.16% | 0.93% | 1.87% | 1.08% | 12.81% |
| 2016 | -2.30% | 0.87% | 4.48% | 1.25% | 0.44% | 1.67% | 2.21% | -0.04% | 0.03% | -1.45% | 1.31% | 1.34% | 10.10% |
| 2015 | -0.64% | 2.59% | -0.79% | 0.38% | 0.42% | -1.50% | 0.21% | -3.55% | -1.62% | 4.62% | -0.59% | -1.54% | -2.22% |
| 2014 | -1.54% | 3.53% | 0.53% | 0.68% | 1.25% | 1.62% | -1.87% | 2.74% | -2.15% | 1.64% | 1.56% | -0.28% | 7.81% |
Expense Ratio
Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 75, Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED is among the top 25% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 0.19 | 0.34 | 1.05 | 0.12 | 0.34 |
VDC Vanguard Consumer Staples ETF | 1.03 | 1.36 | 1.17 | 1.32 | 4.26 |
VIG Vanguard Dividend Appreciation ETF | 0.80 | 1.12 | 1.16 | 0.77 | 3.10 |
GLD SPDR Gold Trust | 2.25 | 3.08 | 1.39 | 5.05 | 13.68 |
BSV Vanguard Short-Term Bond ETF | 2.81 | 4.28 | 1.55 | 3.56 | 9.96 |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 0.01 | 0.22 | 1.03 | 0.02 | 0.30 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.10 | 0.11 | 1.01 | 0.01 | 0.03 |
VFINX Vanguard 500 Index Fund Investor Shares | 0.72 | 1.07 | 1.16 | 0.71 | 2.71 |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.68 | 1.03 | 1.15 | 0.66 | 2.48 |
DODFX Dodge & Cox International Stock Fund | 0.99 | 1.32 | 1.18 | 1.01 | 2.98 |
FTHRX Fidelity Intermediate Bond Fund | 1.85 | 2.66 | 1.33 | 1.19 | 5.45 |
VIVAX Vanguard Value Index Fund | 0.66 | 0.89 | 1.12 | 0.61 | 2.17 |
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Dividends
Dividend yield
Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED provided a 2.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.31% | 2.20% | 3.29% | 2.70% | 1.82% | 2.91% | 2.05% | 2.21% | 2.24% | 2.04% | 2.10% | 1.85% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.23% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VDC Vanguard Consumer Staples ETF | 2.33% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VIG Vanguard Dividend Appreciation ETF | 1.79% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.55% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.45% | 2.95% | 26.59% | 18.96% | 4.82% | 5.50% | 0.87% | 2.91% | 9.70% | 0.00% | 0.00% | 0.00% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 4.18% | 4.04% | 3.33% | 2.93% | 4.51% | 10.37% | 2.82% | 2.82% | 2.63% | 5.27% | 5.27% | 4.34% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.18% | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.18% | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% |
DODFX Dodge & Cox International Stock Fund | 1.90% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% |
FTHRX Fidelity Intermediate Bond Fund | 3.51% | 3.49% | 2.94% | 2.04% | 1.81% | 4.31% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
VIVAX Vanguard Value Index Fund | 2.16% | 2.19% | 2.33% | 2.39% | 2.02% | 2.44% | 2.39% | 2.59% | 2.18% | 2.33% | 2.46% | 2.08% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED. 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 Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED was 36.95%, occurring on Mar 9, 2009. Recovery took 398 trading sessions.
The current Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED drawdown is 0.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.95% | Nov 1, 2007 | 339 | Mar 9, 2009 | 398 | Oct 5, 2010 | 737 |
| -22.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -16.28% | Jan 5, 2022 | 188 | Sep 30, 2022 | 306 | Dec 14, 2023 | 494 |
| -11.3% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
| -11.22% | Jan 29, 2018 | 231 | Dec 24, 2018 | 59 | Mar 21, 2019 | 290 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 9.14, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | GLD | BSV | CCRSX | FTHRX | VUSTX | VDC | DODFX | VBR | VIG | VIVAX | VFINX | VTSMX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | -0.15 | 0.28 | -0.20 | -0.28 | 0.72 | 0.78 | 0.86 | 0.94 | 0.93 | 1.00 | 0.99 | 0.95 |
| GLD | 0.05 | 1.00 | 0.26 | 0.39 | 0.24 | 0.20 | 0.04 | 0.15 | 0.05 | 0.05 | 0.05 | 0.05 | 0.06 | 0.20 |
| BSV | -0.15 | 0.26 | 1.00 | -0.05 | 0.77 | 0.65 | -0.06 | -0.11 | -0.16 | -0.13 | -0.18 | -0.15 | -0.15 | -0.03 |
| CCRSX | 0.28 | 0.39 | -0.05 | 1.00 | -0.07 | -0.15 | 0.16 | 0.39 | 0.29 | 0.24 | 0.29 | 0.28 | 0.29 | 0.39 |
| FTHRX | -0.20 | 0.24 | 0.77 | -0.07 | 1.00 | 0.79 | -0.10 | -0.15 | -0.21 | -0.18 | -0.22 | -0.20 | -0.20 | -0.07 |
| VUSTX | -0.28 | 0.20 | 0.65 | -0.15 | 0.79 | 1.00 | -0.16 | -0.26 | -0.29 | -0.26 | -0.31 | -0.28 | -0.28 | -0.16 |
| VDC | 0.72 | 0.04 | -0.06 | 0.16 | -0.10 | -0.16 | 1.00 | 0.57 | 0.64 | 0.81 | 0.75 | 0.71 | 0.70 | 0.74 |
| DODFX | 0.78 | 0.15 | -0.11 | 0.39 | -0.15 | -0.26 | 0.57 | 1.00 | 0.76 | 0.75 | 0.79 | 0.78 | 0.79 | 0.83 |
| VBR | 0.86 | 0.05 | -0.16 | 0.29 | -0.21 | -0.29 | 0.64 | 0.76 | 1.00 | 0.85 | 0.90 | 0.86 | 0.90 | 0.90 |
| VIG | 0.94 | 0.05 | -0.13 | 0.24 | -0.18 | -0.26 | 0.81 | 0.75 | 0.85 | 1.00 | 0.93 | 0.94 | 0.93 | 0.93 |
| VIVAX | 0.93 | 0.05 | -0.18 | 0.29 | -0.22 | -0.31 | 0.75 | 0.79 | 0.90 | 0.93 | 1.00 | 0.93 | 0.92 | 0.93 |
| VFINX | 1.00 | 0.05 | -0.15 | 0.28 | -0.20 | -0.28 | 0.71 | 0.78 | 0.86 | 0.94 | 0.93 | 1.00 | 0.99 | 0.95 |
| VTSMX | 0.99 | 0.06 | -0.15 | 0.29 | -0.20 | -0.28 | 0.70 | 0.79 | 0.90 | 0.93 | 0.92 | 0.99 | 1.00 | 0.96 |
| Portfolio | 0.95 | 0.20 | -0.03 | 0.39 | -0.07 | -0.16 | 0.74 | 0.83 | 0.90 | 0.93 | 0.93 | 0.95 | 0.96 | 1.00 |