reta_11_7_24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in reta_11_7_24, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of May 10, 2025, the reta_11_7_24 returned 3.35% Year-To-Date and 7.85% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| reta_11_7_24 | 3.35% | 2.72% | 1.90% | 11.45% | 9.16% | 7.85% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 3.53% | -5.68% | 9.27% | 15.26% | 11.77% |
MUB iShares National AMT-Free Muni Bond ETF | -1.09% | 1.20% | -1.43% | 0.44% | 0.87% | 1.99% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.17% | 1.19% | 5.24% | -0.84% | 1.51% |
BNDX Vanguard Total International Bond ETF | 1.10% | 1.05% | 1.65% | 5.21% | 0.06% | 2.07% |
GLD SPDR Gold Trust | 26.73% | 7.52% | 23.75% | 41.43% | 13.88% | 10.39% |
VDC Vanguard Consumer Staples ETF | 3.82% | 2.01% | 2.12% | 8.65% | 10.88% | 8.36% |
VIG Vanguard Dividend Appreciation ETF | -1.37% | 3.05% | -4.46% | 8.49% | 13.19% | 11.20% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.51% | 0.54% | 3.64% | 7.00% | 3.99% | 2.86% |
SPY SPDR S&P 500 ETF | -3.42% | 2.87% | -5.06% | 9.87% | 15.76% | 12.35% |
Monthly Returns
The table below presents the monthly returns of reta_11_7_24, 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 | 2.43% | 0.79% | -0.90% | 0.59% | 0.41% | 3.35% | |||||||
| 2024 | 0.41% | 1.83% | 2.82% | -1.67% | 2.19% | 1.23% | 2.51% | 1.89% | 1.97% | -0.49% | 2.61% | -2.07% | 13.90% |
| 2023 | 3.45% | -2.53% | 3.36% | 1.11% | -1.12% | 2.55% | 1.64% | -1.14% | -3.35% | 0.03% | 5.24% | 3.09% | 12.62% |
| 2022 | -3.10% | -0.39% | 0.80% | -3.75% | -0.47% | -3.86% | 4.01% | -3.02% | -5.62% | 3.94% | 5.07% | -2.18% | -8.87% |
| 2021 | -1.42% | -0.41% | 2.54% | 2.70% | 1.83% | -0.56% | 1.99% | 0.92% | -2.87% | 3.23% | -0.42% | 3.21% | 11.05% |
| 2020 | 1.23% | -3.47% | -5.62% | 6.24% | 2.89% | 0.97% | 4.51% | 2.87% | -1.66% | -1.22% | 4.24% | 2.59% | 13.69% |
| 2019 | 3.90% | 1.75% | 1.10% | 1.77% | -1.83% | 4.44% | 1.12% | 1.51% | 0.10% | 0.81% | 0.83% | 1.82% | 18.59% |
| 2018 | 2.39% | -2.35% | -0.46% | -0.54% | 0.84% | 0.03% | 1.56% | 1.11% | 0.27% | -2.45% | 1.54% | -2.81% | -1.03% |
| 2017 | 1.54% | 2.54% | -0.01% | 0.99% | 0.98% | -0.40% | 1.10% | 0.78% | 0.25% | 0.82% | 1.82% | 1.15% | 12.14% |
| 2016 | -0.41% | 2.04% | 2.93% | 0.73% | -0.22% | 2.66% | 1.56% | -0.49% | -0.14% | -1.49% | -0.79% | 0.91% | 7.42% |
| 2015 | 0.47% | 1.28% | -1.09% | -0.05% | 0.45% | -1.45% | 0.50% | -2.44% | -0.88% | 3.84% | -0.78% | -0.36% | -0.65% |
| 2014 | -0.96% | 3.21% | -0.05% | 0.86% | 0.84% | 1.67% | -1.58% | 2.16% | -1.52% | 0.95% | 1.54% | 0.16% | 7.38% |
Expense Ratio
reta_11_7_24 has an expense ratio of 0.11%, 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 90, reta_11_7_24 is among the top 10% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
MUB iShares National AMT-Free Muni Bond ETF | 0.09 | 0.14 | 1.02 | 0.08 | 0.27 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
BNDX Vanguard Total International Bond ETF | 1.40 | 1.97 | 1.24 | 0.57 | 6.11 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
VDC Vanguard Consumer Staples ETF | 0.67 | 1.11 | 1.14 | 1.05 | 3.36 |
VIG Vanguard Dividend Appreciation ETF | 0.54 | 0.95 | 1.14 | 0.64 | 2.62 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.63 | 5.96 | 1.84 | 7.36 | 24.70 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
Dividends
Dividend yield
reta_11_7_24 provided a 2.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.11% | 2.03% | 2.17% | 2.31% | 2.02% | 1.38% | 1.85% | 2.04% | 1.68% | 1.63% | 1.59% | 1.57% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
MUB iShares National AMT-Free Muni Bond ETF | 3.14% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.29% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
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% |
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 | 1.85% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.76% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 reta_11_7_24. 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 reta_11_7_24 was 17.24%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current reta_11_7_24 drawdown is 0.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -14.69% | Jan 5, 2022 | 186 | Sep 30, 2022 | 294 | Dec 1, 2023 | 480 |
| -7.3% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -6.86% | Sep 21, 2018 | 65 | Dec 24, 2018 | 33 | Feb 12, 2019 | 98 |
| -6.29% | Jan 23, 2015 | 149 | Aug 25, 2015 | 131 | Mar 3, 2016 | 280 |
Volatility
Volatility Chart
The current reta_11_7_24 volatility is 2.30%, 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 9 assets, with an effective number of assets of 6.92, 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 | BNDX | MUB | VTIP | BND | VDC | VIG | VTI | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | -0.01 | -0.03 | 0.08 | -0.03 | 0.65 | 0.93 | 0.99 | 1.00 | 0.87 |
| GLD | -0.00 | 1.00 | 0.26 | 0.29 | 0.36 | 0.37 | 0.04 | 0.00 | 0.01 | -0.00 | 0.35 |
| BNDX | -0.01 | 0.26 | 1.00 | 0.58 | 0.39 | 0.72 | 0.07 | 0.01 | -0.01 | -0.01 | 0.19 |
| MUB | -0.03 | 0.29 | 0.58 | 1.00 | 0.42 | 0.72 | 0.06 | -0.01 | -0.03 | -0.03 | 0.19 |
| VTIP | 0.08 | 0.36 | 0.39 | 0.42 | 1.00 | 0.56 | 0.09 | 0.08 | 0.08 | 0.08 | 0.28 |
| BND | -0.03 | 0.37 | 0.72 | 0.72 | 0.56 | 1.00 | 0.08 | -0.01 | -0.03 | -0.03 | 0.22 |
| VDC | 0.65 | 0.04 | 0.07 | 0.06 | 0.09 | 0.08 | 1.00 | 0.76 | 0.63 | 0.65 | 0.72 |
| VIG | 0.93 | 0.00 | 0.01 | -0.01 | 0.08 | -0.01 | 0.76 | 1.00 | 0.92 | 0.93 | 0.89 |
| VTI | 0.99 | 0.01 | -0.01 | -0.03 | 0.08 | -0.03 | 0.63 | 0.92 | 1.00 | 0.99 | 0.87 |
| SPY | 1.00 | -0.00 | -0.01 | -0.03 | 0.08 | -0.03 | 0.65 | 0.93 | 0.99 | 1.00 | 0.88 |
| Portfolio | 0.87 | 0.35 | 0.19 | 0.19 | 0.28 | 0.22 | 0.72 | 0.89 | 0.87 | 0.88 | 1.00 |