CTP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 100% |
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the CTP returned 8.34% Year-To-Date and 3.84% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| CTP | 1.43% | 4.45% | 8.34% | 17.62% | 3.30% | 3.84% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 0.40% | 12.10% | 15.20% | 16.72% | 9.51% | 11.42% |
VEU Vanguard FTSE All-World ex-US ETF | 1.43% | 4.45% | 8.34% | 17.62% | 3.30% | 3.84% |
BND Vanguard Total Bond Market ETF | 0.27% | -3.11% | 0.29% | -0.33% | 0.34% | 1.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BND | VEU | VTI | |
|---|---|---|---|
| BND | 1.00 | -0.16 | -0.20 |
| VEU | -0.16 | 1.00 | 0.85 |
| VTI | -0.20 | 0.85 | 1.00 |
Dividend yield
CTP granted a 3.08% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTP | 3.08% | 3.18% | 3.23% | 2.16% | 3.44% | 3.74% | 3.14% | 3.60% | 3.70% | 4.53% | 3.54% | 4.02% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.90% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VEU Vanguard FTSE All-World ex-US ETF | 3.08% | 3.18% | 3.23% | 2.16% | 3.44% | 3.74% | 3.14% | 3.60% | 3.70% | 4.53% | 3.54% | 4.02% |
BND Vanguard Total Bond Market ETF | 3.00% | 2.65% | 2.06% | 2.36% | 2.97% | 3.15% | 2.93% | 2.97% | 3.12% | 3.46% | 3.56% | 4.26% |
Expense Ratio
The CTP has an expense ratio of 0.07% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.83 | ||||
VEU Vanguard FTSE All-World ex-US ETF | 0.87 | ||||
BND Vanguard Total Bond Market ETF | -0.07 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the CTP. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the CTP is 61.52%, recorded on Mar 9, 2009. It took 1338 trading sessions for the portfolio to recover.
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 | — | — | — |
| -25.03% | Jul 7, 2014 | 405 | Feb 11, 2016 | 307 | May 2, 2017 | 712 |
| -13.08% | Jul 24, 2007 | 18 | Aug 16, 2007 | 29 | Sep 27, 2007 | 47 |
Volatility Chart
The current CTP volatility is 3.11%, 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.