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Gary

Last updated Dec 8, 2023

Asset Allocation


VSBSX 20%VBTLX 20%VTI 20%VFIAX 20%VTSAX 20%BondBondEquityEquity
PositionCategory/SectorWeight
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
Government Bonds20%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market20%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities20%
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities20%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities20%

Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.09%
6.79%
Gary
Benchmark (^GSPC)
Portfolio components

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

Returns

As of Dec 8, 2023, the Gary returned 13.60% Year-To-Date and 7.55% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Gary13.60%4.07%5.09%11.48%8.67%7.55%
VTI
Vanguard Total Stock Market ETF
20.50%5.38%7.38%17.72%12.93%11.23%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.40%0.95%1.99%3.28%1.16%0.88%
VFIAX
Vanguard 500 Index Fund Admiral Shares
21.27%4.95%7.63%18.48%13.63%11.81%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
20.46%5.43%7.36%17.72%12.91%11.22%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.24%3.66%0.93%0.94%0.87%1.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.03%3.89%2.15%-1.14%-3.40%-1.72%6.65%

Sharpe Ratio

The current Gary Sharpe ratio is 1.31. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.31

The Sharpe ratio of Gary 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 Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.31
1.20
Gary
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gary granted a 2.13% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Gary2.13%1.74%1.28%1.70%2.08%2.14%1.77%1.85%1.83%1.69%1.65%2.02%
VTI
Vanguard Total Stock Market ETF
1.47%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
3.16%1.12%0.63%1.72%2.26%1.79%1.10%0.83%0.71%0.45%0.34%0.52%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.47%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%2.17%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.46%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%2.13%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.10%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%3.14%

Expense Ratio

The Gary 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.


0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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
VTI
Vanguard Total Stock Market ETF
1.25
VSBSX
Vanguard Short-Term Treasury Index Fund Admiral Shares
1.27
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.34
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.24
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.18

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
VSBSX1.000.70-0.20-0.20-0.20
VBTLX0.701.00-0.24-0.24-0.23
VTI-0.20-0.241.000.991.00
VFIAX-0.20-0.240.991.000.99
VTSAX-0.20-0.231.000.991.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-3.47%
-4.40%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.91%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-19.23%Dec 28, 2021202Oct 14, 2022
-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 Chart

The current Gary volatility is 2.20%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.20%
2.98%
Gary
Benchmark (^GSPC)
Portfolio components
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