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ALL Final

Last updated Feb 27, 2024

Asset Allocation


VV 13.33%VTI 13.33%VT 13.33%VO 13.33%VEU 13.33%SDY 13.33%SCHD 13.33%VB 6.66%EquityEquity
PositionCategory/SectorWeight
VV
Vanguard Large-Cap ETF
Large Cap Growth Equities

13.33%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

13.33%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

13.33%

VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

13.33%

VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities

13.33%

SDY
SPDR S&P Dividend ETF
All Cap Equities, Dividend

13.33%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

13.33%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

6.66%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in ALL Final, 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
9.34%
12.71%
ALL Final
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 27, 2024, the ALL Final returned 3.10% Year-To-Date and 9.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
ALL Final3.10%2.69%9.34%15.74%10.67%9.62%
VV
Vanguard Large-Cap ETF
6.59%3.85%14.08%30.02%14.56%12.51%
VTI
Vanguard Total Stock Market ETF
5.91%3.77%13.47%27.49%13.75%11.93%
VT
Vanguard Total World Stock ETF
4.24%3.46%11.05%21.53%10.47%8.47%
VO
Vanguard Mid-Cap ETF
2.18%3.04%9.30%12.53%10.08%9.29%
VEU
Vanguard FTSE All-World ex-US ETF
1.83%3.12%7.37%12.70%5.97%4.35%
VB
Vanguard Small-Cap ETF
1.70%3.19%9.39%11.77%8.63%8.34%
SDY
SPDR S&P Dividend ETF
-0.10%0.73%4.19%2.28%7.86%9.42%
SCHD
Schwab US Dividend Equity ETF
1.76%0.58%6.06%7.33%12.18%11.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.35%
20233.76%-2.85%-4.58%-3.34%8.52%5.93%

Sharpe Ratio

The current ALL Final Sharpe ratio is 1.21. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.21

The Sharpe ratio of ALL Final is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.21
2.13
ALL Final
Benchmark (^GSPC)
Portfolio components

Dividend yield

ALL Final granted a 2.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ALL Final2.17%2.22%2.26%1.93%1.94%2.22%2.45%2.34%2.35%2.76%2.52%2.20%
VV
Vanguard Large-Cap ETF
1.33%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VT
Vanguard Total World Stock ETF
2.00%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
VO
Vanguard Mid-Cap ETF
1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VEU
Vanguard FTSE All-World ex-US ETF
3.26%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
VB
Vanguard Small-Cap ETF
1.53%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
SDY
SPDR S&P Dividend ETF
2.64%2.64%2.55%2.63%2.85%2.45%2.73%4.69%3.30%6.20%4.74%3.95%
SCHD
Schwab US Dividend Equity ETF
3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The ALL Final has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.13
ALL Final
1.21
VV
Vanguard Large-Cap ETF
2.33
VTI
Vanguard Total Stock Market ETF
2.07
VT
Vanguard Total World Stock ETF
1.68
VO
Vanguard Mid-Cap ETF
0.82
VEU
Vanguard FTSE All-World ex-US ETF
0.90
VB
Vanguard Small-Cap ETF
0.60
SDY
SPDR S&P Dividend ETF
0.16
SCHD
Schwab US Dividend Equity ETF
0.54

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VEUSDYSCHDVBVVVOVTVTI
VEU1.000.740.760.770.830.810.940.83
SDY0.741.000.930.850.840.870.830.85
SCHD0.760.931.000.820.870.850.850.87
VB0.770.850.821.000.880.960.880.92
VV0.830.840.870.881.000.940.950.99
VO0.810.870.850.960.941.000.920.96
VT0.940.830.850.880.950.921.000.96
VTI0.830.850.870.920.990.960.961.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.34%
-0.38%
ALL Final
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ALL Final. 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 ALL Final was 35.48%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current ALL Final drawdown is 0.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.48%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-22.69%Jan 5, 2022186Sep 30, 2022332Jan 29, 2024518
-18.18%Sep 24, 201864Dec 24, 201871Apr 8, 2019135
-15.83%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-10.49%Oct 28, 201120Nov 25, 201135Jan 18, 201255

Volatility Chart

The current ALL Final volatility is 3.49%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.49%
3.93%
ALL Final
Benchmark (^GSPC)
Portfolio components
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