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Gary
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VSBSX 20%VBTLX 20%VTI 20%VFIAX 20%VTSAX 20%BondBondEquityEquity
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

20%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

20%

VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
Government Bonds

20%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

20%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

20%

S&P 500

Performance

Performance Chart

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


250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
252.56%
397.63%
Gary
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VSBSX

Returns By Period

As of Jul 22, 2024, the Gary returned 9.61% Year-To-Date and 8.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Gary9.61%0.97%9.18%14.95%9.02%8.16%
VTI
Vanguard Total Stock Market ETF
15.07%1.38%13.96%22.01%13.94%12.18%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
1.86%0.71%1.86%4.76%1.10%1.13%
VFIAX
Vanguard 500 Index Fund Admiral Shares
16.27%0.82%14.52%23.13%14.72%12.78%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
14.99%1.32%13.87%21.93%13.92%12.16%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.33%0.62%1.90%3.64%0.03%1.45%

Monthly Returns

The table below presents the monthly returns of Gary, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.81%2.85%2.20%-3.12%3.35%2.27%9.61%
20234.81%-2.11%2.64%0.90%-0.03%3.89%2.15%-1.14%-3.40%-1.72%6.65%4.03%17.39%
2022-4.02%-1.89%1.11%-6.22%0.18%-5.27%6.11%-3.05%-6.69%4.56%4.11%-3.72%-14.74%
2021-0.49%1.51%2.06%3.30%0.39%1.62%1.44%1.72%-2.97%4.00%-0.68%2.34%14.99%
20200.50%-4.33%-7.62%8.17%3.35%1.47%3.75%4.24%-2.34%-1.48%7.18%2.72%15.43%
20195.30%2.13%1.48%2.45%-3.41%4.49%0.89%-0.44%0.92%1.39%2.24%1.78%20.68%
20182.97%-2.48%-1.15%0.05%1.79%0.41%2.09%2.22%0.06%-4.45%1.38%-4.82%-2.27%
20171.22%2.42%0.06%0.81%0.84%0.49%1.28%0.34%1.25%1.34%1.78%0.76%13.32%
2016-2.84%0.13%4.28%0.42%1.04%0.66%2.45%0.06%0.08%-1.42%1.90%1.27%8.14%
2015-1.12%3.10%-0.67%0.33%0.72%-1.25%1.25%-3.73%-1.38%4.86%0.20%-1.25%0.79%
2014-1.61%2.91%0.27%0.35%1.56%1.49%-1.14%2.71%-1.28%1.83%1.69%-0.07%8.93%
20133.11%0.92%2.37%1.25%1.07%-1.15%3.33%-1.92%2.40%2.80%1.70%1.47%18.61%

Expense Ratio

Gary 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.


Expense ratio chart for VSBSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VBTLX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Gary is 65, 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.


The Risk-Adjusted Performance Rank of Gary is 6565
Gary
The Sharpe Ratio Rank of Gary is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of Gary is 7575Sortino Ratio Rank
The Omega Ratio Rank of Gary is 7474Omega Ratio Rank
The Calmar Ratio Rank of Gary is 4545Calmar Ratio Rank
The Martin Ratio Rank of Gary is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Gary
Sharpe ratio
The chart of Sharpe ratio for Gary, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for Gary, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for Gary, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Gary, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.001.30
Martin ratio
The chart of Martin ratio for Gary, currently valued at 6.58, compared to the broader market0.0010.0020.0030.0040.006.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.822.581.321.506.62
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
2.564.131.531.3217.27
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.982.801.351.927.75
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.812.571.321.496.57
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.480.731.080.171.42

Sharpe Ratio

The current Gary Sharpe ratio is 1.89. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Gary with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.89
1.82
Gary
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gary granted a 2.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gary2.26%2.14%1.74%1.28%1.70%2.08%2.14%1.77%1.85%1.83%1.69%1.65%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.90%3.29%1.12%0.63%1.72%2.26%1.79%1.10%0.83%0.71%0.45%0.34%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.30%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.41%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.87%
-2.86%
Gary
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gary. 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 Gary was 20.91%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Gary drawdown is 1.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.91%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-19.23%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-11.43%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-11.16%Jul 8, 201161Oct 3, 201178Jan 25, 2012139
-9.01%Apr 26, 201049Jul 2, 201071Oct 13, 2010120

Volatility

Volatility Chart

The current Gary volatility is 1.76%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.76%
2.76%
Gary
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VSBSXVBTLXVTIVFIAXVTSAX
VSBSX1.000.71-0.17-0.18-0.17
VBTLX0.711.00-0.21-0.21-0.21
VTI-0.17-0.211.000.991.00
VFIAX-0.18-0.210.991.000.99
VTSAX-0.17-0.211.000.991.00
The correlation results are calculated based on daily price changes starting from Nov 24, 2009