ALL Final
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Dec 10, 2024, the ALL Final returned 20.29% Year-To-Date and 10.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.90% | 0.96% | 12.91% | 31.46% | 14.06% | 11.73% |
| ALL Final | 20.29% | 0.66% | 12.26% | 25.86% | 11.74% | 10.79% |
| Portfolio components: | ||||||
VV Vanguard Large-Cap ETF | 29.02% | 1.34% | 14.19% | 33.79% | 15.89% | 13.71% |
VTI Vanguard Total Stock Market ETF | 27.97% | 1.28% | 14.66% | 33.22% | 15.27% | 13.26% |
VT Vanguard Total World Stock ETF | 20.88% | 1.16% | 10.35% | 26.12% | 11.45% | 10.02% |
VO Vanguard Mid-Cap ETF | 22.38% | 1.35% | 16.61% | 29.35% | 11.81% | 10.63% |
VEU Vanguard FTSE All-World ex-US ETF | 10.22% | 1.01% | 3.44% | 15.27% | 5.96% | 5.78% |
VB Vanguard Small-Cap ETF | 21.51% | 1.39% | 18.24% | 29.88% | 11.25% | 10.25% |
SDY SPDR S&P Dividend ETF | 14.20% | -0.95% | 9.99% | 18.63% | 8.61% | 9.79% |
SCHD Schwab US Dividend Equity ETF | 16.58% | -1.00% | 13.24% | 22.38% | 12.41% | 11.86% |
Monthly Returns
The table below presents the monthly returns of ALL Final, 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 | -0.35% | 3.95% | 3.85% | -3.99% | 3.63% | 0.66% | 3.64% | 2.42% | 2.10% | -1.54% | 5.26% | 20.29% | |
| 2023 | 6.44% | -2.97% | 0.93% | 0.62% | -2.30% | 6.27% | 3.76% | -2.85% | -4.58% | -3.34% | 8.52% | 5.82% | 16.28% |
| 2022 | -4.76% | -1.98% | 2.38% | -6.99% | 1.04% | -8.01% | 7.24% | -3.37% | -9.20% | 8.10% | 7.15% | -4.52% | -14.04% |
| 2021 | -0.27% | 4.03% | 4.26% | 4.02% | 1.57% | 0.74% | 0.70% | 2.27% | -4.16% | 5.31% | -2.41% | 4.82% | 22.41% |
| 2020 | -1.42% | -8.17% | -15.05% | 11.65% | 5.15% | 2.08% | 5.00% | 5.13% | -2.77% | -0.95% | 12.62% | 4.44% | 15.25% |
| 2019 | 8.11% | 3.51% | 1.14% | 3.35% | -6.28% | 6.68% | 0.75% | -2.24% | 2.57% | 2.06% | 2.82% | 2.81% | 27.45% |
| 2018 | 4.56% | -4.50% | -1.07% | 0.04% | 1.49% | 0.28% | 3.28% | 1.90% | 0.21% | -7.27% | 2.53% | -8.19% | -7.41% |
| 2017 | 1.99% | 2.96% | 0.60% | 1.11% | 1.28% | 0.67% | 2.02% | -0.07% | 2.51% | 2.09% | 2.88% | 1.40% | 21.22% |
| 2016 | -5.09% | 0.26% | 7.60% | 0.85% | 1.18% | 0.79% | 3.85% | 0.11% | 0.34% | -2.37% | 3.20% | 1.82% | 12.69% |
| 2015 | -2.12% | 5.41% | -0.56% | 0.56% | 0.73% | -2.18% | 1.00% | -5.98% | -2.85% | 7.40% | 0.16% | -2.09% | -1.23% |
| 2014 | -3.68% | 4.88% | 0.66% | 0.54% | 1.83% | 2.33% | -2.26% | 3.55% | -2.65% | 2.49% | 2.07% | -0.73% | 9.01% |
| 2013 | 5.18% | 0.96% | 3.63% | 2.24% | 0.81% | -1.68% | 5.39% | -3.02% | 4.59% | 4.08% | 1.91% | 2.27% | 29.31% |
Expense Ratio
ALL Final has an expense ratio of 0.09%, 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 ALL Final is 60, 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 | |
|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 2.75 | 3.65 | 1.51 | 3.99 | 17.99 |
VTI Vanguard Total Stock Market ETF | 2.71 | 3.60 | 1.50 | 3.95 | 17.31 |
VT Vanguard Total World Stock ETF | 2.28 | 3.10 | 1.41 | 3.26 | 14.56 |
VO Vanguard Mid-Cap ETF | 2.42 | 3.33 | 1.42 | 2.36 | 14.50 |
VEU Vanguard FTSE All-World ex-US ETF | 1.22 | 1.74 | 1.22 | 1.58 | 5.40 |
VB Vanguard Small-Cap ETF | 1.80 | 2.52 | 1.31 | 2.28 | 9.81 |
SDY SPDR S&P Dividend ETF | 1.80 | 2.56 | 1.32 | 2.83 | 10.14 |
SCHD Schwab US Dividend Equity ETF | 2.03 | 2.96 | 1.36 | 3.78 | 10.93 |
Dividends
Dividend yield
ALL Final provided a 2.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.01% | 2.22% | 2.26% | 1.93% | 1.94% | 2.22% | 2.45% | 2.34% | 2.35% | 2.76% | 2.52% | 2.20% |
| Portfolio components: | ||||||||||||
VV Vanguard Large-Cap ETF | 1.22% | 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 | 1.24% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VT Vanguard Total World Stock ETF | 1.81% | 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 | 1.78% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
VEU Vanguard FTSE All-World ex-US ETF | 2.90% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VB Vanguard Small-Cap ETF | 1.29% | 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 | 2.94% | 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 | 2.54% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 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 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.48% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -22.69% | Jan 5, 2022 | 186 | Sep 30, 2022 | 332 | Jan 29, 2024 | 518 |
| -18.18% | Sep 24, 2018 | 64 | Dec 24, 2018 | 71 | Apr 8, 2019 | 135 |
| -15.83% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
| -10.49% | Oct 28, 2011 | 20 | Nov 25, 2011 | 35 | Jan 18, 2012 | 55 |
Volatility
Volatility Chart
The current ALL Final volatility is 2.08%, 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
| VEU | SDY | SCHD | VB | VV | VO | VT | VTI | |
|---|---|---|---|---|---|---|---|---|
| VEU | 1.00 | 0.73 | 0.75 | 0.77 | 0.82 | 0.80 | 0.94 | 0.82 |
| SDY | 0.73 | 1.00 | 0.92 | 0.85 | 0.82 | 0.87 | 0.82 | 0.84 |
| SCHD | 0.75 | 0.92 | 1.00 | 0.81 | 0.85 | 0.85 | 0.84 | 0.86 |
| VB | 0.77 | 0.85 | 0.81 | 1.00 | 0.88 | 0.95 | 0.88 | 0.91 |
| VV | 0.82 | 0.82 | 0.85 | 0.88 | 1.00 | 0.93 | 0.95 | 0.99 |
| VO | 0.80 | 0.87 | 0.85 | 0.95 | 0.93 | 1.00 | 0.92 | 0.95 |
| VT | 0.94 | 0.82 | 0.84 | 0.88 | 0.95 | 0.92 | 1.00 | 0.96 |
| VTI | 0.82 | 0.84 | 0.86 | 0.91 | 0.99 | 0.95 | 0.96 | 1.00 |