2023 Mix
2023 Mix
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM
Returns By Period
| 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% |
| 2023 Mix | 10.66% | 0.01% | 9.72% | 16.32% | N/A | N/A |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 1.91% | 0.85% | 1.84% | 5.04% | 1.16% | 1.15% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
VAW Vanguard Materials ETF | 5.19% | 2.66% | 9.20% | 8.07% | 10.97% | 7.96% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
VXUS Vanguard Total International Stock ETF | 5.35% | 0.35% | 6.79% | 8.27% | 5.88% | 4.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.82% | 1.15% | 1.55% | 4.21% | 0.01% | 1.21% |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 14.37% | 2.75% | 16.98% | 21.32% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 2023 Mix, 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 | 0.37% | 3.67% | 3.51% | -2.79% | 3.82% | 1.82% | 10.66% | ||||||
| 2023 | 6.05% | -2.79% | 3.29% | 1.12% | -0.62% | 4.64% | 2.91% | -1.76% | -4.04% | -1.23% | 7.28% | 4.12% | 19.86% |
| 2022 | -4.31% | -1.33% | 2.17% | -6.57% | -0.02% | -6.63% | 6.14% | -3.51% | -7.66% | 5.44% | 6.12% | -3.75% | -14.31% |
| 2021 | 1.58% | 1.98% | -3.84% | 4.85% | -1.14% | 3.59% | 6.96% |
Expense Ratio
2023 Mix has an expense ratio of 0.05%, 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 2023 Mix is 67, 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 2.75 | 4.52 | 1.57 | 1.47 | 18.60 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VAW Vanguard Materials ETF | 0.49 | 0.78 | 1.09 | 0.44 | 1.34 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
VXUS Vanguard Total International Stock ETF | 0.66 | 1.01 | 1.12 | 0.43 | 1.89 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.70 | 1.06 | 1.12 | 0.26 | 2.21 |
IAUM iShares Gold Trust Micro ETF of Benef Interest | 1.47 | 2.11 | 1.27 | 1.77 | 7.17 |
Dividends
Dividend yield
2023 Mix granted a 1.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 Mix | 1.75% | 1.75% | 1.62% | 1.27% | 1.48% | 1.85% | 1.93% | 1.60% | 1.73% | 1.78% | 1.64% | 1.56% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 3.93% | 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 | 1.34% | 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 | 1.64% | 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 | 1.37% | 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 | 3.06% | 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 | 3.23% | 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% |
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 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.
The current 2023 Mix drawdown is 3.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.8% | Jan 5, 2022 | 196 | Oct 14, 2022 | 292 | Dec 13, 2023 | 488 |
| -4.31% | Sep 7, 2021 | 18 | Sep 30, 2021 | 17 | Oct 25, 2021 | 35 |
| -4.01% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -3.72% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -3.4% | Apr 10, 2024 | 8 | Apr 19, 2024 | 14 | May 9, 2024 | 22 |
Volatility
Volatility Chart
The current 2023 Mix volatility is 2.88%, 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
| IAUM | VGIT | VGSH | VAW | VOO | VTI | VXUS | |
|---|---|---|---|---|---|---|---|
| IAUM | 1.00 | 0.43 | 0.44 | 0.24 | 0.11 | 0.12 | 0.32 |
| VGIT | 0.43 | 1.00 | 0.89 | 0.08 | 0.09 | 0.09 | 0.14 |
| VGSH | 0.44 | 0.89 | 1.00 | 0.09 | 0.10 | 0.10 | 0.14 |
| VAW | 0.24 | 0.08 | 0.09 | 1.00 | 0.77 | 0.79 | 0.79 |
| VOO | 0.11 | 0.09 | 0.10 | 0.77 | 1.00 | 0.99 | 0.79 |
| VTI | 0.12 | 0.09 | 0.10 | 0.79 | 0.99 | 1.00 | 0.81 |
| VXUS | 0.32 | 0.14 | 0.14 | 0.79 | 0.79 | 0.81 | 1.00 |