XX/YY ?
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VBMFX Vanguard Total Bond Market Index Fund | Intermediate Core Bond | 30% |
VFINX Vanguard 500 Index Fund Investor Shares | Large Cap Blend Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in XX/YY ?, 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 Aug 3, 1987, corresponding to the inception date of VBMFX
Returns By Period
As of Sep 20, 2024, the XX/YY ? returned 15.86% Year-To-Date and 9.83% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| XX/YY ? | 15.86% | 1.57% | 8.60% | 26.64% | 11.20% | 9.87% |
| Portfolio components: | ||||||
VFINX Vanguard 500 Index Fund Investor Shares | 20.89% | 1.77% | 9.82% | 33.71% | 15.64% | 13.14% |
VBMFX Vanguard Total Bond Market Index Fund | 4.47% | 1.11% | 5.74% | 11.01% | 0.34% | 1.70% |
Monthly Returns
The table below presents the monthly returns of XX/YY ?, 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 | 1.09% | 3.33% | 2.53% | -3.60% | 3.96% | 2.79% | 1.54% | 2.09% | 15.86% | ||||
| 2023 | 5.34% | -2.48% | 3.33% | 1.25% | -0.03% | 4.54% | 2.23% | -1.30% | -4.10% | -1.95% | 7.72% | 4.29% | 19.72% |
| 2022 | -4.28% | -2.43% | 1.67% | -7.25% | 0.30% | -6.17% | 7.12% | -3.71% | -7.75% | 5.21% | 5.04% | -4.32% | -16.60% |
| 2021 | -0.95% | 1.48% | 2.69% | 4.01% | 0.56% | 1.87% | 2.02% | 2.07% | -3.57% | 4.87% | -0.41% | 3.06% | 18.86% |
| 2020 | 0.60% | -5.22% | -8.64% | 9.43% | 3.56% | 1.58% | 4.42% | 4.97% | -2.59% | -2.06% | 7.96% | 2.78% | 16.37% |
| 2019 | 5.91% | 2.27% | 1.93% | 2.85% | -3.98% | 5.22% | 1.07% | -0.29% | 1.11% | 1.57% | 2.53% | 2.09% | 24.28% |
| 2018 | 3.66% | -2.93% | -1.69% | 0.02% | 1.87% | 0.44% | 2.61% | 2.45% | 0.24% | -5.01% | 1.56% | -5.66% | -2.93% |
| 2017 | 1.40% | 2.98% | 0.05% | 0.94% | 1.18% | 0.43% | 1.55% | 0.46% | 1.28% | 1.66% | 2.11% | 0.92% | 15.99% |
| 2016 | -3.04% | 0.11% | 4.92% | 0.37% | 1.25% | 0.76% | 2.77% | 0.04% | -0.02% | -1.53% | 1.79% | 1.48% | 9.05% |
| 2015 | -1.40% | 3.59% | -1.05% | 0.55% | 0.76% | -1.66% | 1.69% | -4.35% | -1.46% | 5.93% | 0.13% | -1.23% | 1.11% |
| 2014 | -1.97% | 3.29% | 0.47% | 0.74% | 1.95% | 1.48% | -1.05% | 3.12% | -1.21% | 1.98% | 2.08% | -0.14% | 11.11% |
| 2013 | 3.43% | 1.11% | 2.64% | 1.61% | 1.13% | -1.43% | 3.60% | -2.25% | 2.49% | 3.44% | 2.04% | 1.60% | 21.01% |
Expense Ratio
XX/YY ? has an expense ratio of 0.14%, 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 XX/YY ? is 75, 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 | |
|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 2.37 | 3.17 | 1.43 | 2.56 | 14.10 |
VBMFX Vanguard Total Bond Market Index Fund | 1.64 | 2.40 | 1.29 | 0.57 | 6.47 |
Dividends
Dividend yield
XX/YY ? granted a 1.80% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XX/YY ? | 1.80% | 1.85% | 1.85% | 1.40% | 1.97% | 2.03% | 2.10% | 1.92% | 2.08% | 2.07% | 1.96% | 1.96% |
| Portfolio components: | ||||||||||||
VFINX Vanguard 500 Index Fund Investor Shares | 1.17% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% | 1.73% |
VBMFX Vanguard Total Bond Market Index Fund | 3.28% | 2.99% | 2.49% | 2.01% | 2.29% | 2.63% | 2.48% | 2.46% | 2.43% | 2.28% | 2.48% | 2.48% |
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 XX/YY ?. 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 XX/YY ? was 40.76%, occurring on Mar 9, 2009. Recovery took 477 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.76% | Oct 10, 2007 | 355 | Mar 9, 2009 | 477 | Jan 27, 2011 | 832 |
| -31.34% | Sep 5, 2000 | 525 | Oct 9, 2002 | 605 | Mar 7, 2005 | 1130 |
| -24.68% | Aug 26, 1987 | 39 | Oct 19, 1987 | 392 | Apr 19, 1989 | 431 |
| -24.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -21.75% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
Volatility
Volatility Chart
The current XX/YY ? volatility is 3.02%, 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
| VBMFX | VFINX | |
|---|---|---|
| VBMFX | 1.00 | -0.04 |
| VFINX | -0.04 | 1.00 |