current m1
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Jul 25, 2024, the current m1 returned 8.87% Year-To-Date and 8.68% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| current m1 | 8.69% | 0.74% | 8.02% | 13.76% | 9.45% | 8.69% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.64% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
SPEM SPDR Portfolio Emerging Markets ETF | 6.60% | -0.75% | 9.16% | 8.03% | 3.79% | 3.10% |
BNDX Vanguard Total International Bond ETF | 0.55% | 0.97% | 1.86% | 5.66% | -0.37% | 1.97% |
SCHA Schwab U.S. Small-Cap ETF | 7.51% | 7.81% | 10.00% | 13.63% | 8.23% | 8.21% |
VNQ Vanguard Real Estate ETF | 1.73% | 6.97% | 5.82% | 8.37% | 3.80% | 5.64% |
Monthly Returns
The table below presents the monthly returns of current m1, 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 | 0.05% | 3.09% | 3.03% | -3.60% | 3.74% | 1.59% | 8.69% | ||||||
| 2023 | 5.89% | -3.01% | 2.28% | 1.01% | -1.33% | 4.81% | 2.92% | -2.08% | -4.08% | -2.61% | 7.84% | 5.06% | 17.06% |
| 2022 | -4.01% | -2.45% | 1.66% | -6.68% | 0.84% | -6.91% | 6.26% | -3.83% | -8.27% | 6.01% | 6.72% | -3.94% | -15.05% |
| 2021 | -0.55% | 2.45% | 3.60% | 3.52% | 1.40% | 1.03% | 1.20% | 1.95% | -3.61% | 4.47% | -1.56% | 3.96% | 19.00% |
| 2020 | -0.69% | -6.21% | -11.37% | 9.70% | 3.95% | 1.86% | 4.48% | 4.63% | -2.52% | -1.59% | 9.99% | 3.58% | 14.57% |
| 2019 | 6.70% | 2.42% | 1.61% | 2.79% | -4.78% | 5.57% | 0.62% | -0.90% | 1.86% | 1.92% | 2.21% | 2.56% | 24.52% |
| 2018 | 3.91% | -3.83% | -1.21% | -0.04% | 1.29% | 0.17% | 2.72% | 1.54% | 0.24% | -5.88% | 1.87% | -6.08% | -5.72% |
| 2017 | 1.55% | 2.71% | 0.59% | 1.05% | 1.48% | 0.53% | 1.95% | 0.43% | 1.67% | 1.88% | 2.18% | 1.32% | 18.76% |
| 2016 | -3.65% | -0.25% | 6.08% | 0.57% | 0.89% | 0.98% | 3.23% | 0.05% | 0.36% | -1.79% | 1.40% | 1.83% | 9.80% |
| 2015 | -0.98% | 4.05% | -1.09% | 1.14% | 0.40% | -2.21% | 1.24% | -5.34% | -1.76% | 6.52% | -0.01% | -1.46% | -0.01% |
| 2014 | -2.95% | 3.86% | 0.75% | 0.97% | 1.85% | 1.63% | -1.27% | 2.83% | -1.99% | 1.90% | 1.74% | -0.83% | 8.59% |
| 2013 | -2.07% | 4.07% | -2.64% | 3.84% | 3.66% | 1.57% | 1.65% | 10.30% |
Expense Ratio
current m1 has an expense ratio of 0.05%, 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 current m1 is 40, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.58 | 0.91 | 1.11 | 0.29 | 1.65 |
BNDX Vanguard Total International Bond ETF | 1.15 | 1.78 | 1.19 | 0.39 | 4.13 |
SCHA Schwab U.S. Small-Cap ETF | 0.69 | 1.12 | 1.13 | 0.44 | 2.01 |
VNQ Vanguard Real Estate ETF | 0.35 | 0.64 | 1.08 | 0.19 | 0.90 |
Dividends
Dividend yield
current m1 granted a 2.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| current m1 | 2.51% | 2.48% | 2.35% | 2.08% | 1.97% | 2.47% | 2.61% | 2.19% | 2.39% | 2.43% | 2.39% | 2.16% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 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 | 3.36% | 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 | 3.49% | 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 | 3.41% | 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 | 2.68% | 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 | 4.70% | 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 | 1.30% | 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 | 4.04% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 2.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.53% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -22.42% | Jan 5, 2022 | 194 | Oct 12, 2022 | 324 | Jan 29, 2024 | 518 |
| -14.57% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -12.14% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
| -6.75% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current current m1 volatility is 2.52%, 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
| BNDX | BND | SPEM | VNQ | VEA | SCHA | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.72 | -0.01 | 0.17 | -0.01 | -0.03 | -0.04 | -0.01 |
| BND | 0.72 | 1.00 | -0.00 | 0.21 | 0.00 | -0.05 | -0.06 | -0.04 |
| SPEM | -0.01 | -0.00 | 1.00 | 0.43 | 0.80 | 0.64 | 0.61 | 0.69 |
| VNQ | 0.17 | 0.21 | 0.43 | 1.00 | 0.54 | 0.61 | 0.61 | 0.61 |
| VEA | -0.01 | 0.00 | 0.80 | 0.54 | 1.00 | 0.75 | 0.76 | 0.82 |
| SCHA | -0.03 | -0.05 | 0.64 | 0.61 | 0.75 | 1.00 | 0.79 | 0.84 |
| SCHD | -0.04 | -0.06 | 0.61 | 0.61 | 0.76 | 0.79 | 1.00 | 0.86 |
| VOO | -0.01 | -0.04 | 0.69 | 0.61 | 0.82 | 0.84 | 0.86 | 1.00 |