Simple Path EDV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 75% |
Performance
The chart shows the growth of an initial investment of $10,000 in Simple Path EDV, 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 Dec 13, 2007, corresponding to the inception date of EDV
Returns
As of Dec 9, 2023, the Simple Path EDV returned 14.72% Year-To-Date and 9.63% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Simple Path EDV | 14.72% | 8.12% | 3.97% | 10.24% | 9.61% | 9.76% |
| Portfolio components: | ||||||
EDV Vanguard Extended Duration Treasury ETF | -3.96% | 8.49% | -7.89% | -15.49% | -3.56% | 1.96% |
VTI Vanguard Total Stock Market ETF | 21.08% | 5.90% | 7.78% | 17.27% | 13.03% | 11.32% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.74% | 5.36% | 1.75% | -2.58% | -6.32% | -3.74% | 10.54% |
Dividend yield
Simple Path EDV granted a 2.33% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Simple Path EDV | 2.33% | 2.07% | 1.40% | 2.45% | 2.21% | 2.26% | 2.01% | 2.77% | 2.55% | 2.10% | 2.57% | 3.48% |
| Portfolio components: | ||||||||||||
EDV Vanguard Extended Duration Treasury ETF | 4.93% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% | 7.54% |
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
Expense Ratio
The Simple Path EDV has an expense ratio of 0.04% 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -0.62 | ||||
VTI Vanguard Total Stock Market ETF | 1.30 |
Asset Correlations Table
| EDV | VTI | |
|---|---|---|
| EDV | 1.00 | -0.30 |
| VTI | -0.30 | 1.00 |
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 Simple Path EDV. 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 Simple Path EDV was 37.10%, occurring on Mar 9, 2009. Recovery took 391 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.1% | Dec 26, 2007 | 302 | Mar 9, 2009 | 391 | Sep 24, 2010 | 693 |
| -29.43% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -22.48% | Feb 21, 2020 | 21 | Mar 20, 2020 | 53 | Jun 5, 2020 | 74 |
| -14.3% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -9.5% | Mar 23, 2015 | 109 | Aug 25, 2015 | 159 | Apr 13, 2016 | 268 |
Volatility Chart
The current Simple Path EDV volatility is 3.10%, 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.