CTP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 0% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 100% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CTP, 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 Every 3 months.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 9, 2025, the CTP returned 10.16% Year-To-Date and 5.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| CTP | 10.16% | 16.35% | 4.75% | 10.51% | 10.78% | 5.22% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.64% | 14.17% | -5.14% | 10.03% | 15.30% | 11.75% |
VEU Vanguard FTSE All-World ex-US ETF | 10.16% | 16.35% | 4.75% | 10.51% | 10.78% | 5.22% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
Monthly Returns
The table below presents the monthly returns of CTP, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.41% | 2.07% | 0.41% | 2.77% | 1.14% | 10.16% | |||||||
| 2024 | -1.66% | 3.17% | 3.35% | -2.51% | 3.95% | -0.57% | 2.54% | 2.58% | 2.55% | -4.54% | -0.38% | -2.60% | 5.56% |
| 2023 | 8.70% | -4.39% | 2.84% | 1.89% | -3.41% | 4.56% | 3.77% | -4.39% | -3.37% | -3.20% | 8.23% | 4.91% | 15.88% |
| 2022 | -2.40% | -3.06% | -0.49% | -6.48% | 1.63% | -7.66% | 3.38% | -4.39% | -9.68% | 3.40% | 13.15% | -2.19% | -15.58% |
| 2021 | 0.38% | 2.08% | 1.74% | 2.57% | 3.17% | -0.48% | -1.42% | 1.52% | -3.35% | 2.74% | -4.30% | 3.68% | 8.27% |
| 2020 | -3.40% | -6.61% | -15.13% | 6.80% | 4.68% | 4.37% | 3.93% | 4.41% | -1.69% | -2.06% | 12.61% | 5.71% | 11.10% |
| 2019 | 7.57% | 1.63% | 1.01% | 2.85% | -5.54% | 5.89% | -1.80% | -2.44% | 2.81% | 3.45% | 1.05% | 4.17% | 21.83% |
| 2018 | 5.70% | -5.31% | -0.44% | 0.57% | -1.99% | -2.12% | 2.89% | -2.34% | 0.45% | -8.30% | 1.47% | -4.95% | -14.18% |
| 2017 | 4.14% | 1.26% | 2.99% | 2.09% | 3.05% | 0.51% | 3.38% | 0.64% | 1.84% | 1.95% | 0.63% | 2.05% | 27.40% |
| 2016 | -5.60% | -2.44% | 8.30% | 2.11% | -0.79% | -0.73% | 4.25% | 0.69% | 1.57% | -1.69% | -2.13% | 1.94% | 4.88% |
| 2015 | -0.02% | 5.85% | -1.41% | 4.74% | -1.04% | -2.81% | -0.29% | -7.75% | -4.03% | 6.69% | -1.32% | -2.52% | -4.78% |
| 2014 | -5.80% | 5.63% | 0.47% | 1.47% | 1.92% | 1.67% | -1.47% | 1.01% | -4.88% | 0.20% | -0.32% | -3.95% | -4.53% |
Expense Ratio
CTP has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CTP is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.51 | 0.84 | 1.12 | 0.52 | 1.99 |
VEU Vanguard FTSE All-World ex-US ETF | 0.63 | 0.98 | 1.13 | 0.75 | 2.36 |
BND Vanguard Total Bond Market ETF | 1.03 | 1.48 | 1.18 | 0.43 | 2.60 |
Dividends
Dividend yield
CTP provided a 2.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.91% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VEU Vanguard FTSE All-World ex-US ETF | 2.91% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 CTP. 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 CTP was 61.52%, occurring on Mar 9, 2009. Recovery took 1338 trading sessions.
The current CTP drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.52% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1338 | Jul 1, 2014 | 1677 |
| -34.98% | Jan 29, 2018 | 541 | Mar 23, 2020 | 163 | Nov 11, 2020 | 704 |
| -29.32% | Jun 15, 2021 | 336 | Oct 12, 2022 | 395 | May 9, 2024 | 731 |
| -25.03% | Jul 7, 2014 | 405 | Feb 11, 2016 | 307 | May 2, 2017 | 712 |
| -13.69% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
Volatility
Volatility Chart
The current CTP volatility is 7.95%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BND | VEU | VTI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | 0.84 | 0.99 | 0.84 |
| BND | -0.16 | 1.00 | -0.11 | -0.16 | -0.11 |
| VEU | 0.84 | -0.11 | 1.00 | 0.84 | 1.00 |
| VTI | 0.99 | -0.16 | 0.84 | 1.00 | 0.84 |
| Portfolio | 0.84 | -0.11 | 1.00 | 0.84 | 1.00 |