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A 5-Fund Portfolio

Last updated Feb 24, 2024

Asset Allocation


BND 10%VUG 50%SPDW 20%VBR 10%VO 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

10%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

50%

SPDW
SPDR Portfolio World ex-US ETF
Foreign Large Cap Equities

20%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

10%

VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in A 5-Fund Portfolio, 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%SeptemberOctoberNovemberDecember2024February
310.12%
240.56%
A 5-Fund Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 26, 2007, corresponding to the inception date of SPDW

Returns

As of Feb 24, 2024, the A 5-Fund Portfolio returned 5.05% Year-To-Date and 10.48% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
A 5-Fund Portfolio5.05%3.56%15.55%28.61%12.74%10.43%
VUG
Vanguard Growth ETF
8.99%4.96%21.60%47.95%18.29%14.73%
VBR
Vanguard Small-Cap Value ETF
0.76%1.77%11.50%9.59%8.80%8.39%
VO
Vanguard Mid-Cap ETF
2.38%3.24%11.71%13.04%10.13%9.32%
SPDW
SPDR Portfolio World ex-US ETF
2.15%3.12%11.00%14.66%6.51%4.60%
BND
Vanguard Total Bond Market ETF
-1.58%-0.43%3.28%3.61%0.45%1.37%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.48%
20233.20%-2.11%-4.87%-2.69%9.89%5.31%

Sharpe Ratio

The current A 5-Fund Portfolio Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.18

The Sharpe ratio of A 5-Fund Portfolio 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.18
2.23
A 5-Fund Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

A 5-Fund Portfolio granted a 1.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
A 5-Fund Portfolio1.48%1.51%1.60%1.33%1.24%1.73%1.97%1.51%1.89%1.81%1.89%1.65%
VUG
Vanguard Growth ETF
0.53%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VBR
Vanguard Small-Cap Value ETF
2.10%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VO
Vanguard Mid-Cap ETF
1.48%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
SPDW
SPDR Portfolio World ex-US ETF
2.69%2.75%3.12%3.04%1.87%3.13%3.07%1.86%3.11%2.79%3.51%2.36%
BND
Vanguard Total Bond Market ETF
3.19%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The A 5-Fund Portfolio 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.


0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.23
A 5-Fund Portfolio
2.18
VUG
Vanguard Growth ETF
2.92
VBR
Vanguard Small-Cap Value ETF
0.51
VO
Vanguard Mid-Cap ETF
0.86
SPDW
SPDR Portfolio World ex-US ETF
1.01
BND
Vanguard Total Bond Market ETF
0.48

Asset Correlations Table

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

BNDSPDWVUGVBRVO
BND1.00-0.13-0.14-0.21-0.17
SPDW-0.131.000.760.740.79
VUG-0.140.761.000.790.90
VBR-0.210.740.791.000.93
VO-0.170.790.900.931.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
A 5-Fund Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the A 5-Fund Portfolio. 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 A 5-Fund Portfolio was 49.95%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.95%Nov 1, 2007339Mar 9, 2009480Feb 1, 2011819
-31.18%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-29.6%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-19.09%May 2, 2011108Oct 3, 201195Feb 17, 2012203
-18.66%Aug 30, 201880Dec 24, 201875Apr 12, 2019155

Volatility Chart

The current A 5-Fund Portfolio volatility is 4.03%, 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%SeptemberOctoberNovemberDecember2024February
4.03%
3.90%
A 5-Fund Portfolio
Benchmark (^GSPC)
Portfolio components
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