Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED, 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 every 3 months.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Apr 22, 2025, the Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED returned -3.09% Year-To-Date and 6.98% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED | -5.77% | -5.24% | -6.45% | 6.77% | 10.57% | 7.62% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -13.76% | -9.20% | -14.88% | -3.16% | 15.63% | 6.60% |
VDC Vanguard Consumer Staples ETF | 3.63% | 2.88% | 2.28% | 12.65% | 10.76% | 8.23% |
VIG Vanguard Dividend Appreciation ETF | -7.55% | -6.76% | -9.07% | 5.38% | 12.14% | 10.38% |
GLD SPDR Gold Trust | 30.34% | 13.32% | 25.62% | 42.78% | 14.24% | 10.79% |
BSV Vanguard Short-Term Bond ETF | 2.17% | 0.42% | 2.34% | 6.80% | 1.10% | 1.71% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.99% | -2.89% | 5.70% | 3.61% | 13.75% | 1.94% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | -0.39% | -4.44% | -3.89% | 1.95% | -9.26% | -1.04% |
VFINX Vanguard 500 Index Fund Investor Shares | -11.99% | -8.92% | -11.36% | 5.11% | 14.63% | 11.16% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -12.50% | -9.08% | -11.70% | 4.29% | 14.11% | 10.42% |
DODFX Dodge & Cox International Stock Fund | 5.95% | -5.67% | -1.14% | 10.41% | 14.75% | 4.19% |
FTHRX Fidelity Intermediate Bond Fund | 1.87% | -0.09% | 1.59% | 6.64% | 0.53% | 1.63% |
VIVAX Vanguard Value Index Fund | -5.71% | -7.54% | -8.86% | 4.08% | 13.40% | 9.00% |
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 | 2.96% | -0.21% | -3.18% | -5.27% | -5.77% | ||||||||
| 2024 | 0.42% | 3.30% | 3.48% | -3.39% | 3.66% | 1.27% | 3.01% | 2.18% | 1.98% | -1.17% | 4.77% | -3.50% | 16.76% |
| 2023 | 5.00% | -2.62% | 1.84% | 1.22% | -1.60% | 4.96% | 2.87% | -1.91% | -4.13% | -1.89% | 6.98% | 4.68% | 15.72% |
| 2022 | -3.67% | -1.30% | 1.80% | -5.66% | 0.02% | -6.39% | 6.13% | -3.09% | -7.76% | 6.61% | 5.51% | -3.82% | -12.27% |
| 2021 | -1.05% | 1.91% | 3.27% | 3.67% | 1.49% | 0.50% | 1.43% | 1.78% | -3.47% | 4.65% | -1.30% | 4.13% | 18.04% |
| 2020 | 0.06% | -5.68% | -9.79% | 8.53% | 3.14% | 1.36% | 4.58% | 4.01% | -2.31% | -1.64% | 8.33% | 3.28% | 12.96% |
| 2019 | 5.96% | 2.28% | 1.17% | 2.56% | -3.92% | 5.34% | 0.92% | -0.15% | 1.26% | 1.28% | 1.90% | 2.13% | 22.42% |
| 2018 | 2.98% | -3.50% | -0.93% | -0.24% | 1.48% | 0.32% | 2.41% | 1.76% | -0.02% | -4.61% | 1.81% | -6.06% | -4.97% |
| 2017 | 1.45% | 2.69% | -0.11% | 0.93% | 0.63% | 0.36% | 1.30% | 0.22% | 1.32% | 0.98% | 2.31% | 1.07% | 13.94% |
| 2016 | -2.28% | 1.00% | 4.63% | 0.89% | 0.54% | 1.84% | 2.37% | -0.10% | -0.13% | -1.65% | 1.30% | 1.41% | 10.08% |
| 2015 | -0.60% | 2.69% | -0.71% | 0.09% | 0.58% | -1.65% | 0.72% | -3.75% | -1.60% | 4.82% | -0.38% | -1.39% | -1.44% |
| 2014 | -1.61% | 3.56% | 0.52% | 0.66% | 1.32% | 1.74% | -1.94% | 2.95% | -2.11% | 1.83% | 1.82% | -0.01% | 8.88% |
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
The current rank of Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED is 70, indicating average performance compared to other portfolios on our website. Here’s 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 | -0.13 | 0.98 | -0.17 | -0.58 |
VDC Vanguard Consumer Staples ETF | 0.89 | 1.35 | 1.17 | 1.29 | 4.23 |
VIG Vanguard Dividend Appreciation ETF | 0.30 | 0.52 | 1.07 | 0.31 | 1.42 |
GLD SPDR Gold Trust | 2.83 | 3.73 | 1.49 | 5.71 | 15.57 |
BSV Vanguard Short-Term Bond ETF | 2.99 | 4.88 | 1.62 | 2.42 | 11.09 |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 0.29 | 0.48 | 1.06 | 0.07 | 0.67 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.16 | 0.31 | 1.04 | 0.05 | 0.31 |
VFINX Vanguard 500 Index Fund Investor Shares | 0.22 | 0.44 | 1.06 | 0.22 | 0.97 |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.17 | 0.38 | 1.06 | 0.17 | 0.75 |
DODFX Dodge & Cox International Stock Fund | 0.57 | 0.85 | 1.11 | 0.61 | 1.77 |
FTHRX Fidelity Intermediate Bond Fund | 1.90 | 3.01 | 1.37 | 0.84 | 6.11 |
VIVAX Vanguard Value Index Fund | 0.22 | 0.41 | 1.06 | 0.23 | 0.94 |
Dividends
Dividend yield
Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED provided a 2.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.20% | 3.29% | 2.70% | 1.79% | 2.52% | 2.05% | 2.21% | 2.24% | 2.04% | 2.10% | 1.85% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.49% | 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 | 2.40% | 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 | 1.97% | 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 | 3.51% | 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 | 4.58% | 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 | 1.35% | 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 | 1.36% | 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 | 2.13% | 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% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
VIVAX Vanguard Value Index Fund | 2.33% | 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.
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 33.37%, occurring on Mar 9, 2009. Recovery took 401 trading sessions.
The current Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED drawdown is 7.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.37% | Nov 1, 2007 | 339 | Mar 9, 2009 | 401 | Oct 8, 2010 | 740 |
| -25.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -19.28% | Jan 5, 2022 | 188 | Sep 30, 2022 | 306 | Dec 14, 2023 | 494 |
| -13.42% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.07% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
Volatility
Volatility Chart
The current Retirement Final Sharpe 2.76 high CAGR FINAL OPTIMIZED volatility is 9.70%, 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
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
| GLD | CCRSX | BSV | FTHRX | VUSTX | VDC | DODFX | VBR | VIG | VFINX | VTSMX | VIVAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.39 | 0.26 | 0.24 | 0.20 | 0.04 | 0.15 | 0.06 | 0.05 | 0.06 | 0.06 | 0.05 |
| CCRSX | 0.39 | 1.00 | -0.05 | -0.07 | -0.15 | 0.16 | 0.39 | 0.29 | 0.25 | 0.28 | 0.29 | 0.30 |
| BSV | 0.26 | -0.05 | 1.00 | 0.77 | 0.65 | -0.06 | -0.12 | -0.16 | -0.14 | -0.15 | -0.15 | -0.18 |
| FTHRX | 0.24 | -0.07 | 0.77 | 1.00 | 0.79 | -0.10 | -0.15 | -0.21 | -0.19 | -0.21 | -0.20 | -0.22 |
| VUSTX | 0.20 | -0.15 | 0.65 | 0.79 | 1.00 | -0.16 | -0.27 | -0.29 | -0.26 | -0.28 | -0.28 | -0.31 |
| VDC | 0.04 | 0.16 | -0.06 | -0.10 | -0.16 | 1.00 | 0.57 | 0.64 | 0.81 | 0.72 | 0.70 | 0.75 |
| DODFX | 0.15 | 0.39 | -0.12 | -0.15 | -0.27 | 0.57 | 1.00 | 0.76 | 0.75 | 0.78 | 0.79 | 0.79 |
| VBR | 0.06 | 0.29 | -0.16 | -0.21 | -0.29 | 0.64 | 0.76 | 1.00 | 0.85 | 0.86 | 0.90 | 0.90 |
| VIG | 0.05 | 0.25 | -0.14 | -0.19 | -0.26 | 0.81 | 0.75 | 0.85 | 1.00 | 0.94 | 0.93 | 0.93 |
| VFINX | 0.06 | 0.28 | -0.15 | -0.21 | -0.28 | 0.72 | 0.78 | 0.86 | 0.94 | 1.00 | 0.99 | 0.93 |
| VTSMX | 0.06 | 0.29 | -0.15 | -0.20 | -0.28 | 0.70 | 0.79 | 0.90 | 0.93 | 0.99 | 1.00 | 0.93 |
| VIVAX | 0.05 | 0.30 | -0.18 | -0.22 | -0.31 | 0.75 | 0.79 | 0.90 | 0.93 | 0.93 | 0.93 | 1.00 |