A 5-Fund Portfolio
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 26, 2007, corresponding to the inception date of SPDW
Returns By Period
As of Jul 25, 2024, the A 5-Fund Portfolio returned 11.24% Year-To-Date and 10.59% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| A 5-Fund Portfolio | 10.68% | -1.21% | 9.11% | 17.64% | 12.15% | 10.57% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 15.67% | -4.61% | 11.39% | 25.54% | 16.92% | 14.89% |
VBR Vanguard Small-Cap Value ETF | 8.80% | 6.99% | 9.89% | 15.33% | 10.24% | 8.87% |
VO Vanguard Mid-Cap ETF | 6.63% | 1.98% | 7.52% | 10.96% | 9.23% | 9.38% |
SPDW SPDR Portfolio World ex-US ETF | 5.36% | 0.57% | 6.37% | 8.72% | 6.61% | 4.50% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
Monthly Returns
The table below presents the monthly returns of A 5-Fund Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.47% | 4.90% | 2.42% | -4.07% | 4.96% | 2.92% | 10.68% | ||||||
| 2023 | 9.06% | -2.16% | 4.05% | 0.91% | 1.13% | 6.14% | 3.20% | -2.11% | -4.87% | -2.69% | 9.89% | 5.31% | 30.15% |
| 2022 | -6.96% | -2.81% | 2.08% | -9.67% | -0.64% | -8.23% | 9.75% | -4.51% | -9.61% | 5.19% | 6.40% | -5.78% | -24.06% |
| 2021 | -0.53% | 2.23% | 2.11% | 5.05% | 0.25% | 2.98% | 1.73% | 2.62% | -4.12% | 5.88% | -1.07% | 2.42% | 20.96% |
| 2020 | 0.84% | -6.48% | -12.49% | 11.92% | 5.93% | 3.65% | 5.41% | 6.85% | -3.34% | -1.91% | 11.25% | 4.32% | 25.69% |
| 2019 | 8.40% | 3.14% | 1.77% | 3.66% | -5.48% | 6.11% | 0.97% | -1.21% | 1.30% | 2.25% | 2.85% | 2.69% | 29.08% |
| 2018 | 4.86% | -3.44% | -1.22% | 0.35% | 2.57% | 0.45% | 2.18% | 2.56% | 0.13% | -8.12% | 1.00% | -7.18% | -6.53% |
| 2017 | 2.85% | 3.01% | 1.18% | 1.79% | 2.05% | 0.20% | 2.15% | 0.42% | 1.72% | 2.01% | 2.00% | 0.96% | 22.31% |
| 2016 | -5.48% | -0.31% | 6.76% | 0.40% | 1.49% | -0.53% | 4.20% | -0.01% | 0.70% | -2.44% | 1.56% | 1.46% | 7.55% |
| 2015 | -1.04% | 5.36% | -1.69% | 1.69% | 0.89% | -1.85% | 1.93% | -5.57% | -2.86% | 7.08% | 0.00% | -2.46% | 0.81% |
| 2014 | -2.93% | 5.13% | -0.78% | 0.19% | 2.65% | 2.24% | -1.97% | 3.44% | -2.71% | 2.30% | 1.98% | -0.87% | 8.63% |
| 2013 | 4.13% | 0.53% | 3.10% | 1.78% | 0.61% | -2.13% | 5.14% | -1.93% | 4.95% | 3.58% | 1.77% | 2.63% | 26.64% |
Expense Ratio
A 5-Fund Portfolio has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of A 5-Fund Portfolio is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 1.54 | 2.11 | 1.28 | 1.32 | 7.79 |
VBR Vanguard Small-Cap Value ETF | 0.91 | 1.41 | 1.16 | 0.93 | 2.86 |
VO Vanguard Mid-Cap ETF | 0.76 | 1.16 | 1.14 | 0.43 | 2.05 |
SPDW SPDR Portfolio World ex-US ETF | 0.70 | 1.07 | 1.13 | 0.49 | 2.04 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
Dividends
Dividend yield
A 5-Fund Portfolio granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A 5-Fund Portfolio | 1.52% | 1.51% | 1.60% | 1.33% | 1.24% | 1.73% | 1.97% | 1.51% | 1.89% | 1.81% | 1.89% | 1.65% |
| Portfolio components: | ||||||||||||
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 | 2.06% | 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 | 1.57% | 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 | 2.75% | 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 | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
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 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.
The current A 5-Fund Portfolio drawdown is 4.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.95% | Nov 1, 2007 | 339 | Mar 9, 2009 | 480 | Feb 1, 2011 | 819 |
| -31.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -29.6% | Nov 9, 2021 | 235 | Oct 14, 2022 | 322 | Jan 29, 2024 | 557 |
| -19.09% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
| -18.66% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
Volatility
Volatility Chart
The current A 5-Fund Portfolio volatility is 3.99%, 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
Asset Correlations Table
| BND | SPDW | VUG | VBR | VO | |
|---|---|---|---|---|---|
| BND | 1.00 | -0.11 | -0.13 | -0.19 | -0.15 |
| SPDW | -0.11 | 1.00 | 0.76 | 0.74 | 0.79 |
| VUG | -0.13 | 0.76 | 1.00 | 0.78 | 0.90 |
| VBR | -0.19 | 0.74 | 0.78 | 1.00 | 0.93 |
| VO | -0.15 | 0.79 | 0.90 | 0.93 | 1.00 |