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Simple Path EDV

Last updated Dec 9, 2023

Asset Allocation


EDV 25%VTI 75%BondBondEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds25%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities75%

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


200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
312.40%
209.35%
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Simple Path EDV14.72%8.12%3.97%10.24%9.61%9.76%
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.74%5.36%1.75%-2.58%-6.32%-3.74%10.54%

Sharpe Ratio

The current Simple Path EDV Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.71

The Sharpe ratio of Simple Path EDV is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.71
1.25
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

Dividend yield

Simple Path EDV granted a 2.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Simple Path EDV2.33%2.07%1.40%2.45%2.21%2.26%2.01%2.77%2.55%2.10%2.57%3.48%
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.


0.06%
0.00%2.15%
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
EDV
Vanguard Extended Duration Treasury ETF
-0.62
VTI
Vanguard Total Stock Market ETF
1.30

Asset Correlations Table

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

EDVVTI
EDV1.00-0.30
VTI-0.301.00

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-14.28%
-4.01%
Simple Path EDV
Benchmark (^GSPC)
Portfolio components

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, 2007302Mar 9, 2009391Sep 24, 2010693
-29.43%Dec 28, 2021202Oct 14, 2022
-22.48%Feb 21, 202021Mar 20, 202053Jun 5, 202074
-14.3%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-9.5%Mar 23, 2015109Aug 25, 2015159Apr 13, 2016268

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.10%
2.77%
Simple Path EDV
Benchmark (^GSPC)
Portfolio components
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