Final Portfolio - Accumulation 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | Large Cap Blend Equities | 60% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Final Portfolio - Accumulation 1, 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Sep 20, 2024, the Final Portfolio - Accumulation 1 returned 16.37% Year-To-Date and 9.60% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Final Portfolio - Accumulation 1 | 16.37% | 2.16% | 8.44% | 25.78% | 11.62% | 9.60% |
| Portfolio components: | ||||||
VXUS Vanguard Total International Stock ETF | 11.37% | 2.36% | 6.70% | 19.20% | 7.16% | 4.97% |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | 20.88% | 2.20% | 9.68% | 31.83% | 15.51% | 13.01% |
BND Vanguard Total Bond Market ETF | 4.87% | 1.31% | 6.07% | 10.48% | 0.39% | 1.84% |
Monthly Returns
The table below presents the monthly returns of Final Portfolio - Accumulation 1, 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 | 0.46% | 3.96% | 2.99% | -3.40% | 4.33% | 1.99% | 1.74% | 2.33% | 16.37% | ||||
| 2023 | 6.68% | -3.03% | 3.31% | 1.55% | -0.91% | 5.29% | 3.08% | -2.36% | -4.15% | -2.44% | 8.40% | 4.77% | 21.04% |
| 2022 | -4.17% | -2.76% | 1.81% | -7.58% | 0.64% | -7.49% | 6.84% | -4.08% | -8.92% | 5.75% | 7.58% | -4.34% | -17.07% |
| 2021 | -0.63% | 2.19% | 3.07% | 4.12% | 1.33% | 1.39% | 1.20% | 2.24% | -3.95% | 5.05% | -1.67% | 3.81% | 19.32% |
| 2020 | -0.86% | -6.76% | -12.26% | 10.23% | 4.45% | 2.51% | 4.77% | 5.58% | -2.90% | -1.65% | 9.66% | 4.10% | 15.44% |
| 2019 | 7.23% | 2.42% | 1.58% | 3.26% | -5.30% | 6.06% | 0.27% | -1.34% | 1.86% | 2.54% | 2.29% | 3.13% | 26.09% |
| 2018 | 5.02% | -3.93% | -1.59% | 0.27% | 1.02% | -0.25% | 2.98% | 1.30% | 0.34% | -7.37% | 2.45% | -6.56% | -6.88% |
| 2017 | 2.37% | 2.83% | 0.97% | 1.30% | 1.80% | 0.55% | 2.27% | 0.43% | 1.75% | 1.99% | 2.01% | 1.33% | 21.43% |
| 2016 | -4.49% | -0.73% | 6.58% | 0.90% | 0.77% | 0.07% | 3.61% | 0.19% | 0.51% | -1.76% | 1.36% | 1.81% | 8.75% |
| 2015 | -1.48% | 5.00% | -1.35% | 1.97% | 0.43% | -2.11% | 1.18% | -5.88% | -2.50% | 6.93% | -0.26% | -1.62% | -0.33% |
| 2014 | -3.56% | 4.44% | 0.62% | 0.90% | 2.08% | 1.81% | -1.38% | 2.86% | -2.40% | 1.50% | 1.56% | -1.27% | 7.07% |
| 2013 | 3.77% | 0.53% | 2.57% | 2.31% | 0.21% | -2.05% | 4.47% | -2.43% | 4.26% | 3.93% | 1.85% | 1.92% | 23.19% |
Expense Ratio
Final Portfolio - Accumulation 1 has an expense ratio of 0.14%, 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 Final Portfolio - Accumulation 1 is 68, 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 | |
|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 1.49 | 2.09 | 1.26 | 1.05 | 9.00 |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | 2.53 | 3.43 | 1.46 | 2.61 | 15.89 |
BND Vanguard Total Bond Market ETF | 1.65 | 2.42 | 1.29 | 0.58 | 6.85 |
Dividends
Dividend yield
Final Portfolio - Accumulation 1 granted a 14.89% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Final Portfolio - Accumulation 1 | 14.89% | 17.76% | 12.18% | 8.87% | 3.65% | 4.20% | 5.04% | 2.59% | 2.87% | 2.69% | 2.32% | 2.11% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.86% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
DSPIX BNY Mellon Institutional S&P 500 Stock Index Fund | 22.82% | 27.46% | 18.33% | 12.91% | 4.64% | 5.01% | 6.33% | 2.53% | 2.91% | 2.63% | 1.70% | 1.71% |
BND Vanguard Total Bond Market ETF | 3.37% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Final Portfolio - Accumulation 1. 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 Final Portfolio - Accumulation 1 was 30.53%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -24.49% | Jan 4, 2022 | 195 | Oct 12, 2022 | 303 | Dec 27, 2023 | 498 |
| -19.03% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -16.96% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
| -15% | May 22, 2015 | 183 | Feb 11, 2016 | 117 | Jul 29, 2016 | 300 |
Volatility
Volatility Chart
The current Final Portfolio - Accumulation 1 volatility is 3.80%, 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.
Diversification
Asset Correlations Table
| BND | VXUS | DSPIX | |
|---|---|---|---|
| BND | 1.00 | -0.07 | -0.11 |
| VXUS | -0.07 | 1.00 | 0.82 |
| DSPIX | -0.11 | 0.82 | 1.00 |