my van curr
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in my van curr, 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 Nov 14, 2024, the my van curr returned 13.03% Year-To-Date and 7.29% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| my van curr | 13.03% | -0.12% | 6.69% | 19.95% | 7.73% | 7.29% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VEU Vanguard FTSE All-World ex-US ETF | 6.59% | -5.68% | -1.28% | 13.53% | 5.41% | 4.92% |
VUG Vanguard Growth ETF | 31.93% | 4.20% | 16.57% | 39.73% | 19.31% | 15.83% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
BNDX Vanguard Total International Bond ETF | 2.78% | -0.12% | 2.97% | 7.26% | -0.08% | 2.00% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 3.18% | -1.32% | 3.44% | 9.47% | 0.24% | 1.81% |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.43% | -0.67% | 3.47% | 7.36% | 1.89% | 2.14% |
VXUS Vanguard Total International Stock ETF | 6.31% | -5.47% | -1.23% | 13.51% | 5.34% | 4.87% |
Monthly Returns
The table below presents the monthly returns of my van curr, 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 | 0.12% | 2.39% | 2.37% | -2.99% | 3.21% | 1.52% | 2.12% | 1.79% | 1.85% | -1.78% | 13.03% | ||
| 2023 | 5.65% | -2.65% | 2.71% | 1.01% | -0.66% | 3.60% | 2.28% | -1.71% | -3.46% | -2.07% | 7.09% | 4.46% | 16.76% |
| 2022 | -3.81% | -2.04% | 0.23% | -6.40% | 0.32% | -5.53% | 5.70% | -3.54% | -7.13% | 3.81% | 5.81% | -3.42% | -15.84% |
| 2021 | -0.34% | 1.15% | 1.49% | 2.86% | 0.82% | 1.27% | 1.01% | 1.37% | -2.87% | 3.19% | -1.23% | 2.01% | 11.11% |
| 2020 | 0.14% | -4.00% | -9.44% | 7.88% | 3.64% | 2.12% | 3.69% | 3.67% | -1.85% | -1.27% | 7.51% | 2.99% | 14.65% |
| 2019 | 5.43% | 1.91% | 1.45% | 2.23% | -3.18% | 4.51% | 0.46% | -0.38% | 1.01% | 1.55% | 1.73% | 1.96% | 20.07% |
| 2018 | 2.86% | -2.76% | -0.65% | 0.06% | 1.01% | 0.01% | 1.92% | 1.25% | 0.00% | -4.79% | 1.26% | -4.01% | -4.09% |
| 2017 | 1.49% | 2.09% | 0.58% | 1.10% | 1.24% | 0.42% | 1.57% | 0.49% | 1.18% | 1.37% | 1.37% | 0.99% | 14.78% |
| 2016 | -2.92% | -0.07% | 4.73% | 0.75% | 0.65% | 0.68% | 2.75% | 0.14% | 0.41% | -1.58% | 0.72% | 1.22% | 7.55% |
| 2015 | -0.28% | 3.10% | -0.60% | 0.95% | 0.21% | -1.63% | 0.99% | -4.07% | -1.48% | 4.62% | -0.01% | -1.46% | 0.07% |
| 2014 | -1.74% | 3.19% | 0.28% | 0.54% | 1.61% | 1.52% | -1.12% | 2.37% | -1.93% | 1.43% | 1.28% | -0.68% | 6.80% |
| 2013 | -2.00% | 3.41% | -1.87% | 3.41% | 2.79% | 1.16% | 1.13% | 8.16% |
Expense Ratio
my van curr 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 my van curr is 66, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VEU Vanguard FTSE All-World ex-US ETF | 1.27 | 1.83 | 1.23 | 1.41 | 7.13 |
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
BNDX Vanguard Total International Bond ETF | 1.93 | 2.96 | 1.34 | 0.71 | 7.14 |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 1.87 | 2.82 | 1.34 | 0.68 | 7.66 |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 2.82 | 4.62 | 1.60 | 1.94 | 16.79 |
VXUS Vanguard Total International Stock ETF | 1.26 | 1.82 | 1.22 | 1.36 | 7.18 |
Dividends
Dividend yield
my van curr provided a 2.75% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 2.65% | 2.18% | 2.07% | 1.76% | 2.51% | 2.62% | 2.18% | 2.27% | 2.29% | 2.31% | 2.10% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VEU Vanguard FTSE All-World ex-US ETF | 2.99% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
VFIDX Vanguard Intermediate-Term Investment-Grade Fund Admiral Shares | 4.52% | 3.89% | 3.21% | 2.36% | 2.59% | 3.12% | 3.32% | 2.91% | 2.98% | 3.21% | 3.26% | 3.38% |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.02% | 3.14% | 2.03% | 1.73% | 2.33% | 2.92% | 2.78% | 2.10% | 2.05% | 2.07% | 2.00% | 1.93% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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 my van curr. 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 my van curr was 22.23%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current my van curr drawdown is 0.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -21.81% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -10.72% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -10.06% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
| -6.29% | Jan 29, 2018 | 9 | Feb 8, 2018 | 140 | Aug 29, 2018 | 149 |
Volatility
Volatility Chart
The current my van curr volatility is 2.11%, 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 | VFSUX | BND | VFIDX | VUG | VXUS | VEU | VTI | |
|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.56 | 0.73 | 0.68 | 0.03 | 0.00 | 0.00 | -0.01 |
| VFSUX | 0.56 | 1.00 | 0.74 | 0.84 | 0.00 | 0.03 | 0.03 | -0.03 |
| BND | 0.73 | 0.74 | 1.00 | 0.89 | 0.01 | 0.01 | 0.01 | -0.04 |
| VFIDX | 0.68 | 0.84 | 0.89 | 1.00 | -0.02 | 0.00 | 0.00 | -0.06 |
| VUG | 0.03 | 0.00 | 0.01 | -0.02 | 1.00 | 0.74 | 0.75 | 0.94 |
| VXUS | 0.00 | 0.03 | 0.01 | 0.00 | 0.74 | 1.00 | 1.00 | 0.81 |
| VEU | 0.00 | 0.03 | 0.01 | 0.00 | 0.75 | 1.00 | 1.00 | 0.82 |
| VTI | -0.01 | -0.03 | -0.04 | -0.06 | 0.94 | 0.81 | 0.82 | 1.00 |