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Kiplinger

Last updated Mar 2, 2024

Asset Allocation


BKLN 5%IVV 30%SUSA 20%SCHD 15%IJR 10%IJH 10%VXUS 5%VGK 5%BondBondEquityEquity
PositionCategory/SectorWeight
BKLN
Invesco Senior Loan ETF
High Yield Bonds

5%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

30%

SUSA
iShares MSCI USA ESG Select ETF
Large Cap Growth Equities

20%

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

15%

IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities

10%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

10%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

5%

VGK
Vanguard FTSE Europe ETF
Europe Equities

5%

S&P 500

Performance

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


240.00%260.00%280.00%300.00%320.00%340.00%360.00%OctoberNovemberDecember2024FebruaryMarch
358.35%
322.67%
Kiplinger
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the Kiplinger returned 4.77% Year-To-Date and 11.12% 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%
Kiplinger4.77%3.37%11.11%18.45%12.89%11.11%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.90%12.65%
IJR
iShares Core S&P Small-Cap ETF
-0.32%3.07%6.78%5.14%7.97%8.32%
IJH
iShares Core S&P Mid-Cap ETF
4.91%5.35%13.93%19.12%17.89%16.34%
SUSA
iShares MSCI USA ESG Select ETF
6.37%3.82%12.57%24.08%14.63%12.15%
VXUS
Vanguard Total International Stock ETF
2.31%3.85%8.19%11.16%5.89%4.23%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.42%11.39%
VGK
Vanguard FTSE Europe ETF
2.00%3.25%9.59%11.68%7.51%4.23%
BKLN
Invesco Senior Loan ETF
1.12%1.23%4.49%9.51%3.67%3.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.07%4.01%
2023-2.12%-4.44%-3.38%8.42%6.31%

Sharpe Ratio

The current Kiplinger Sharpe ratio is 1.68. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.68

The Sharpe ratio of Kiplinger 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
1.68
2.44
Kiplinger
Benchmark (^GSPC)
Portfolio components

Dividend yield

Kiplinger granted a 2.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Kiplinger2.18%2.25%2.19%1.71%1.81%2.21%2.38%1.88%2.18%2.22%2.05%1.89%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IJR
iShares Core S&P Small-Cap ETF
1.32%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%
IJH
iShares Core S&P Mid-Cap ETF
1.39%1.46%1.68%1.18%1.28%1.62%1.72%1.19%1.60%1.56%1.34%1.29%
SUSA
iShares MSCI USA ESG Select ETF
1.24%1.32%1.52%0.98%1.17%1.52%1.73%1.40%1.56%1.42%1.21%1.30%
VXUS
Vanguard Total International Stock ETF
3.17%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VGK
Vanguard FTSE Europe ETF
3.09%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%
BKLN
Invesco Senior Loan ETF
8.71%8.59%4.93%3.11%3.56%4.84%4.52%3.50%4.54%4.12%4.12%4.40%

Expense Ratio

The Kiplinger features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.65%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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
Kiplinger
1.68
IVV
iShares Core S&P 500 ETF
2.60
IJR
iShares Core S&P Small-Cap ETF
0.33
IJH
iShares Core S&P Mid-Cap ETF
1.22
SUSA
iShares MSCI USA ESG Select ETF
2.10
VXUS
Vanguard Total International Stock ETF
0.99
SCHD
Schwab US Dividend Equity ETF
0.72
VGK
Vanguard FTSE Europe ETF
0.91
BKLN
Invesco Senior Loan ETF
2.85

Asset Correlations Table

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

BKLNVGKIJRVXUSSCHDIJHSUSAIVV
BKLN1.000.490.470.510.480.490.520.52
VGK0.491.000.690.940.740.730.770.79
IJR0.470.691.000.730.800.940.810.82
VXUS0.510.940.731.000.760.760.800.82
SCHD0.480.740.800.761.000.830.860.88
IJH0.490.730.940.760.831.000.860.87
SUSA0.520.770.810.800.860.861.000.96
IVV0.520.790.820.820.880.870.961.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the Kiplinger. 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 Kiplinger was 34.63%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.63%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-22.95%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-18.77%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-13.81%May 22, 2015183Feb 11, 201677Jun 2, 2016260
-10.08%Apr 3, 201243Jun 4, 201266Sep 6, 2012109

Volatility Chart

The current Kiplinger volatility is 3.23%, 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%OctoberNovemberDecember2024FebruaryMarch
3.23%
3.47%
Kiplinger
Benchmark (^GSPC)
Portfolio components
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