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ALL Final
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
13.33%
SDY
SPDR S&P Dividend ETF
All Cap Equities, Dividend
13.33%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities
6.66%
VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities
13.33%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
13.33%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities
13.33%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
13.33%
VV
Vanguard Large-Cap ETF
Large Cap Growth Equities
13.33%

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


0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
12.26%
12.91%
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 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.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.90%0.96%12.91%31.46%14.06%11.73%
ALL Final20.29%0.66%12.26%25.86%11.74%10.79%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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%
20236.44%-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%
20198.11%3.51%1.14%3.35%-6.28%6.68%0.75%-2.24%2.57%2.06%2.82%2.81%27.45%
20184.56%-4.50%-1.07%0.04%1.49%0.28%3.28%1.90%0.21%-7.27%2.53%-8.19%-7.41%
20171.99%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%
20135.18%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.


Expense ratio chart for SDY: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


The Risk-Adjusted Performance Rank of ALL Final is 6060
Overall Rank
The Sharpe Ratio Rank of ALL Final is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ALL Final is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ALL Final is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ALL Final is 7272
Calmar Ratio Rank
The Martin Ratio Rank of ALL Final is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for ALL Final, currently valued at 2.41, compared to the broader market-6.00-4.00-2.000.002.004.006.002.412.62
The chart of Sortino ratio for ALL Final, currently valued at 3.31, compared to the broader market-6.00-4.00-2.000.002.004.006.003.313.48
The chart of Omega ratio for ALL Final, currently valued at 1.43, compared to the broader market0.501.001.501.431.48
The chart of Calmar ratio for ALL Final, currently valued at 4.21, compared to the broader market0.005.0010.0015.004.213.77
The chart of Martin ratio for ALL Final, currently valued at 15.89, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.8916.74
ALL Final
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VV
Vanguard Large-Cap ETF
2.753.651.513.9917.99
VTI
Vanguard Total Stock Market ETF
2.713.601.503.9517.31
VT
Vanguard Total World Stock ETF
2.283.101.413.2614.56
VO
Vanguard Mid-Cap ETF
2.423.331.422.3614.50
VEU
Vanguard FTSE All-World ex-US ETF
1.221.741.221.585.40
VB
Vanguard Small-Cap ETF
1.802.521.312.289.81
SDY
SPDR S&P Dividend ETF
1.802.561.322.8310.14
SCHD
Schwab US Dividend Equity ETF
2.032.961.363.7810.93

The current ALL Final Sharpe ratio is 2.41. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.72, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ALL Final with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.41
2.62
ALL Final
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ALL Final provided a 2.01% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.01%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
1.22%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.59%
-0.61%
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 0.59%.


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

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.08%
2.24%
ALL Final
Benchmark (^GSPC)
Portfolio components

Diversification

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
VEU1.000.730.750.770.820.800.940.82
SDY0.731.000.920.850.820.870.820.84
SCHD0.750.921.000.810.850.850.840.86
VB0.770.850.811.000.880.950.880.91
VV0.820.820.850.881.000.930.950.99
VO0.800.870.850.950.931.000.920.95
VT0.940.820.840.880.950.921.000.96
VTI0.820.840.860.910.990.950.961.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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