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2023 Mix

Last updated Mar 2, 2024

2023 Mix

Asset Allocation


VGSH 10%VGIT 5%IAUM 10%VOO 35%VTI 25%VXUS 10%VAW 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

5%

IAUM
iShares Gold Trust Micro ETF of Benef Interest
Precious Metals, Gold

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

35%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

25%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10%

VAW
Vanguard Materials ETF
Materials

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 2023 Mix, 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


-5.00%0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
15.38%
19.54%
2023 Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
2023 Mix5.03%3.17%10.94%19.97%N/AN/A
VGSH
Vanguard Short-Term Treasury ETF
0.09%-0.03%2.62%4.51%1.21%0.98%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.77%12.70%
VAW
Vanguard Materials ETF
2.11%5.43%6.12%5.18%11.59%8.20%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.89%11.99%
VXUS
Vanguard Total International Stock ETF
2.31%3.85%8.19%11.16%5.90%4.34%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.88%-0.59%2.59%3.83%0.59%1.11%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
0.92%2.26%7.33%12.20%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.37%3.67%
2023-1.76%-4.04%-1.23%7.28%4.12%

Sharpe Ratio

The current 2023 Mix Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.34

The Sharpe ratio of 2023 Mix 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.34
2.44
2023 Mix
Benchmark (^GSPC)
Portfolio components

Dividend yield

2023 Mix granted a 1.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
2023 Mix1.71%1.75%1.62%1.27%1.48%1.85%1.93%1.60%1.73%1.78%1.64%1.56%
VGSH
Vanguard Short-Term Treasury ETF
3.58%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VAW
Vanguard Materials ETF
1.68%1.72%1.98%1.44%1.67%1.94%2.03%1.63%1.67%2.30%1.76%1.84%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.17%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VGIT
Vanguard Intermediate-Term Treasury ETF
2.90%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
IAUM
iShares Gold Trust Micro ETF of Benef Interest
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 2023 Mix has an expense ratio of 0.05% 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.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

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
2.44
2023 Mix
2.34
VGSH
Vanguard Short-Term Treasury ETF
1.70
VOO
Vanguard S&P 500 ETF
2.61
VAW
Vanguard Materials ETF
0.48
VTI
Vanguard Total Stock Market ETF
2.31
VXUS
Vanguard Total International Stock ETF
0.99
VGIT
Vanguard Intermediate-Term Treasury ETF
0.61
IAUM
iShares Gold Trust Micro ETF of Benef Interest
1.04

Asset Correlations Table

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

VGITIAUMVGSHVAWVOOVTIVXUS
VGIT1.000.470.890.050.070.070.11
IAUM0.471.000.480.230.100.100.30
VGSH0.890.481.000.070.080.080.12
VAW0.050.230.071.000.800.810.80
VOO0.070.100.080.801.000.990.79
VTI0.070.100.080.810.991.000.81
VXUS0.110.300.120.800.790.811.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
2023 Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2023 Mix. 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 2023 Mix was 20.80%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.8%Jan 5, 2022196Oct 14, 2022292Dec 13, 2023488
-4.31%Sep 7, 202118Sep 30, 202117Oct 25, 202135
-4.01%Nov 17, 202110Dec 1, 202117Dec 27, 202127
-2.29%Jul 13, 20215Jul 19, 20214Jul 23, 20219
-1.78%Dec 28, 20235Jan 4, 202412Jan 23, 202417

Volatility Chart

The current 2023 Mix volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.80%
3.47%
2023 Mix
Benchmark (^GSPC)
Portfolio components
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