PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

current m1

Last updated Feb 21, 2024

Asset Allocation


BND 13%BNDX 5%VOO 43%VEA 15%SCHD 13%SPEM 5%SCHA 3%VNQ 3%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

13%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

5%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

43%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

15%

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

13%

SPEM
SPDR Portfolio Emerging Markets ETF
Emerging Markets Equities

5%

SCHA
Schwab U.S. Small-Cap ETF
Small Cap Growth Equities

3%

VNQ
Vanguard Real Estate ETF
REIT

3%

Performance

The chart shows the growth of an initial investment of $10,000 in current m1, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.22%
13.40%
current m1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns

As of Feb 21, 2024, the current m1 returned 1.72% Year-To-Date and 8.69% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
current m11.72%1.96%10.22%13.14%9.53%8.69%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
VEA
Vanguard FTSE Developed Markets ETF
0.69%3.10%10.13%10.11%6.65%4.64%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%
BND
Vanguard Total Bond Market ETF
-1.70%-0.51%3.83%2.61%0.49%1.41%
SPEM
SPDR Portfolio Emerging Markets ETF
-0.03%3.69%6.60%6.02%3.12%3.89%
BNDX
Vanguard Total International Bond ETF
-1.21%-0.05%4.68%5.60%0.39%2.14%
SCHA
Schwab U.S. Small-Cap ETF
-1.19%2.50%9.56%5.26%7.03%7.32%
VNQ
Vanguard Real Estate ETF
-4.69%-1.38%7.70%-1.39%3.68%6.06%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.06%
20232.92%-2.08%-4.08%-2.61%7.84%5.06%

Sharpe Ratio

The current current m1 Sharpe ratio is 1.28. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.28

The Sharpe ratio of current m1 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.28
1.75
current m1
Benchmark (^GSPC)
Portfolio components

Dividend yield

current m1 granted a 2.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
current m12.47%2.48%2.35%2.08%1.97%2.47%2.61%2.19%2.39%2.43%2.39%2.16%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VEA
Vanguard FTSE Developed Markets ETF
3.13%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
BND
Vanguard Total Bond Market ETF
3.20%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
SPEM
SPDR Portfolio Emerging Markets ETF
2.80%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%1.91%
BNDX
Vanguard Total International Bond ETF
4.53%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
SCHA
Schwab U.S. Small-Cap ETF
1.44%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%1.14%
VNQ
Vanguard Real Estate ETF
4.15%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Expense Ratio

The current m1 has an expense ratio of 0.05% 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.


0.12%
0.00%2.15%
0.11%
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%
0.03%
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
VOO
Vanguard S&P 500 ETF
1.91
VEA
Vanguard FTSE Developed Markets ETF
0.75
SCHD
Schwab US Dividend Equity ETF
0.33
BND
Vanguard Total Bond Market ETF
0.39
SPEM
SPDR Portfolio Emerging Markets ETF
0.36
BNDX
Vanguard Total International Bond ETF
1.06
SCHA
Schwab U.S. Small-Cap ETF
0.26
VNQ
Vanguard Real Estate ETF
-0.09

Asset Correlations Table

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

BNDXBNDVNQSPEMVEASCHASCHDVOO
BNDX1.000.720.16-0.01-0.02-0.05-0.05-0.03
BND0.721.000.20-0.01-0.02-0.08-0.08-0.05
VNQ0.160.201.000.430.540.610.610.61
SPEM-0.01-0.010.431.000.800.640.620.69
VEA-0.02-0.020.540.801.000.750.760.82
SCHA-0.05-0.080.610.640.751.000.790.85
SCHD-0.05-0.080.610.620.760.791.000.87
VOO-0.03-0.050.610.690.820.850.871.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.54%
-1.08%
current m1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the current m1. 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 current m1 was 28.53%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current current m1 drawdown is 0.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.53%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-22.42%Jan 5, 2022194Oct 12, 2022324Jan 29, 2024518
-14.57%Jan 29, 2018229Dec 24, 201866Apr 1, 2019295
-12.14%May 22, 2015183Feb 11, 201680Jun 7, 2016263
-6.75%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility Chart

The current current m1 volatility is 2.78%, 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
2.78%
3.37%
current m1
Benchmark (^GSPC)
Portfolio components
0 comments