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Default

Last updated Mar 2, 2024

Asset Allocation


VTI 100%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

100%

S&P 500

Performance

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


200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
568.79%
309.06%
Default
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 31, 2001, corresponding to the inception date of VTI

Returns

As of Mar 2, 2024, the Default returned 7.45% Year-To-Date and 11.99% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Default7.45%6.27%14.35%29.27%13.89%11.99%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%5.30%
2023-1.93%-4.80%-2.65%9.42%5.29%

Sharpe Ratio

The current Default Sharpe ratio is 2.31. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.31

The Sharpe ratio of Default 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.31
2.44
Default
Benchmark (^GSPC)
Portfolio components

Dividend yield

Default granted a 1.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Default1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Expense Ratio

The Default has an expense ratio of 0.03% 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.


0.03%
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
^GSPC
S&P 500
2.44
Default
2.31
VTI
Vanguard Total Stock Market ETF
2.31

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Default
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Default. 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 Default was 55.45%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.45%Oct 10, 2007355Mar 9, 2009760Mar 13, 20121115
-37.01%Jun 6, 2001336Oct 9, 2002522Nov 4, 2004858
-35%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.36%Jan 4, 2022195Oct 12, 2022298Dec 19, 2023493
-20.05%Sep 21, 201865Dec 24, 201881Apr 23, 2019146

Volatility Chart

The current Default volatility is 3.59%, 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%OctoberNovemberDecember2024FebruaryMarch
3.59%
3.47%
Default
Benchmark (^GSPC)
Portfolio components
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