90-10 rule
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 90-10 rule, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the 90-10 rule returned 24.50% Year-To-Date and 12.30% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| 90-10 rule | 24.50% | 2.00% | 12.33% | 31.79% | 14.54% | 12.30% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.55% | 0.38% | 2.55% | 5.27% | 2.26% | 1.55% |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
Monthly Returns
The table below presents the monthly returns of 90-10 rule, 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 | 1.49% | 4.73% | 3.01% | -3.56% | 4.55% | 3.25% | 1.09% | 2.20% | 2.00% | -0.81% | 24.50% | ||
| 2023 | 5.69% | -2.23% | 3.38% | 1.47% | 0.47% | 5.91% | 3.00% | -1.42% | -4.24% | -1.91% | 8.28% | 4.19% | 24.10% |
| 2022 | -4.72% | -2.67% | 3.38% | -7.89% | 0.23% | -7.36% | 8.28% | -3.73% | -8.29% | 7.31% | 5.01% | -5.18% | -16.24% |
| 2021 | -0.92% | 2.49% | 4.12% | 4.76% | 0.60% | 2.04% | 2.20% | 2.66% | -4.22% | 6.33% | -0.67% | 4.13% | 25.68% |
| 2020 | -0.02% | -7.28% | -11.10% | 11.49% | 4.30% | 1.66% | 5.30% | 6.32% | -3.43% | -2.29% | 9.83% | 3.39% | 16.87% |
| 2019 | 7.15% | 2.97% | 1.76% | 3.65% | -5.72% | 6.29% | 1.33% | -1.46% | 1.79% | 1.98% | 3.28% | 2.70% | 28.22% |
| 2018 | 5.04% | -3.36% | -2.21% | 0.32% | 2.19% | 0.70% | 3.22% | 2.92% | 0.54% | -6.14% | 1.70% | -7.89% | -3.75% |
| 2017 | 1.61% | 3.50% | 0.12% | 0.94% | 1.27% | 0.58% | 1.86% | 0.27% | 1.85% | 2.10% | 2.76% | 1.17% | 19.53% |
| 2016 | -4.41% | -0.19% | 6.15% | 0.32% | 1.58% | 0.29% | 3.32% | 0.11% | 0.03% | -1.61% | 3.35% | 1.87% | 10.92% |
| 2015 | -2.58% | 5.00% | -1.42% | 0.90% | 1.12% | -1.75% | 1.96% | -5.54% | -2.20% | 7.62% | 0.39% | -1.57% | 1.25% |
| 2014 | -3.18% | 4.10% | 0.79% | 0.65% | 2.07% | 1.89% | -1.24% | 3.57% | -1.25% | 2.16% | 2.49% | -0.27% | 12.15% |
| 2013 | 4.66% | 1.20% | 3.27% | 1.88% | 2.10% | -1.36% | 4.77% | -2.79% | 3.06% | 4.02% | 2.70% | 2.39% | 28.85% |
Expense Ratio
90-10 rule has an expense ratio of 0.04%, 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 risk-adjusted rank of 90-10 rule is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.36 | 273.01 | 158.62 | 482.85 | 4,446.78 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
Dividends
Dividend yield
90-10 rule provided a 1.63% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.63% | 1.80% | 1.66% | 1.12% | 1.42% | 1.90% | 2.02% | 1.67% | 1.82% | 1.89% | 1.67% | 1.65% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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 90-10 rule. 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 90-10 rule was 30.72%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 90-10 rule drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -22.18% | Jan 4, 2022 | 195 | Oct 12, 2022 | 292 | Dec 11, 2023 | 487 |
| -17.49% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -16.99% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -11.67% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
Volatility
Volatility Chart
The current 90-10 rule volatility is 3.50%, 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
| BIL | VOO | |
|---|---|---|
| BIL | 1.00 | 0.00 |
| VOO | 0.00 | 1.00 |