Gary
Asset Allocation
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
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VSBSX
Returns By Period
As of Oct 18, 2024, the Gary returned 14.81% Year-To-Date and 8.87% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Gary | 15.10% | 1.36% | 12.40% | 27.29% | 9.94% | 8.70% |
Portfolio components: | ||||||
Vanguard Total Stock Market ETF | 23.02% | 2.96% | 17.43% | 40.59% | 15.50% | 13.06% |
Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.74% | -0.42% | 3.82% | 6.12% | 1.32% | 1.27% |
Vanguard 500 Index Fund Admiral Shares | 24.28% | 2.93% | 17.82% | 40.80% | 16.17% | 13.62% |
Vanguard Total Stock Market Index Fund Admiral Shares | 22.98% | 2.98% | 17.51% | 40.55% | 15.48% | 13.05% |
Vanguard Total Bond Market Index Fund Admiral Shares | 2.85% | -1.63% | 6.22% | 12.07% | 0.02% | 1.48% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.81% | 2.85% | 2.20% | -3.12% | 3.35% | 2.27% | 1.69% | 1.79% | 1.67% | 15.10% | |||
2023 | 4.81% | -2.11% | 2.63% | 0.90% | -0.03% | 3.89% | 2.15% | -1.14% | -3.40% | -1.72% | 6.66% | 4.03% | 17.40% |
2022 | -4.02% | -1.89% | 1.10% | -6.22% | 0.18% | -5.27% | 6.11% | -3.05% | -6.69% | 4.56% | 4.12% | -3.72% | -14.76% |
2021 | -0.48% | 1.51% | 2.05% | 3.30% | 0.39% | 1.62% | 1.44% | 1.72% | -2.96% | 4.00% | -0.68% | 2.31% | 14.94% |
2020 | 0.50% | -4.33% | -7.62% | 8.17% | 3.35% | 1.47% | 3.75% | 4.19% | -2.29% | -1.48% | 7.18% | 2.69% | 15.40% |
2019 | 5.30% | 2.13% | 1.48% | 2.45% | -3.41% | 4.49% | 0.90% | -0.44% | 0.92% | 1.39% | 2.24% | 1.78% | 20.68% |
2018 | 2.97% | -2.48% | -1.15% | 0.05% | 1.79% | 0.41% | 2.09% | 2.22% | 0.06% | -4.45% | 1.38% | -4.82% | -2.28% |
2017 | 1.22% | 2.42% | 0.05% | 0.81% | 0.84% | 0.49% | 1.28% | 0.34% | 1.25% | 1.34% | 1.78% | 0.76% | 13.31% |
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% | 8.13% |
2015 | -1.12% | 3.10% | -0.64% | 0.33% | 0.72% | -1.25% | 1.25% | -3.73% | -1.38% | 4.86% | 0.20% | -1.27% | 0.81% |
2014 | -1.61% | 2.91% | 0.32% | 0.35% | 1.56% | 1.49% | -1.14% | 2.70% | -1.28% | 1.83% | 1.69% | -0.12% | 8.92% |
2013 | 3.11% | 0.92% | 2.38% | 1.25% | 1.07% | -1.15% | 3.33% | -1.92% | 2.40% | 2.80% | 1.70% | 1.45% | 18.60% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Gary is 74, 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 | |
---|---|---|---|---|---|
Vanguard Total Stock Market ETF | 2.96 | 3.93 | 1.54 | 2.67 | 19.15 |
Vanguard Short-Term Treasury Index Fund Admiral Shares | 3.35 | 5.40 | 1.77 | 2.14 | 22.16 |
Vanguard 500 Index Fund Admiral Shares | 3.05 | 4.03 | 1.56 | 3.24 | 20.06 |
Vanguard Total Stock Market Index Fund Admiral Shares | 2.94 | 3.90 | 1.53 | 2.66 | 19.01 |
Vanguard Total Bond Market Index Fund Admiral Shares | 2.01 | 2.99 | 1.37 | 0.66 | 8.16 |
Dividends
Dividend yield
Gary granted a 2.28% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Gary | 2.28% | 2.14% | 1.73% | 1.24% | 1.66% | 2.08% | 2.14% | 1.76% | 1.84% | 1.85% | 1.68% | 1.65% |
Portfolio components: | ||||||||||||
Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Short-Term Treasury Index Fund Admiral Shares | 4.04% | 3.29% | 1.12% | 0.63% | 1.72% | 2.26% | 1.79% | 1.10% | 0.83% | 0.71% | 0.45% | 0.34% |
Vanguard 500 Index Fund Admiral Shares | 1.25% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Total Bond Market Index Fund Admiral Shares | 3.51% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% | 2.56% |
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 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 0.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-20.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
-19.24% | Dec 28, 2021 | 202 | Oct 14, 2022 | 316 | Jan 19, 2024 | 518 |
-11.43% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
-11.16% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
-9.01% | Apr 26, 2010 | 49 | Jul 2, 2010 | 71 | Oct 13, 2010 | 120 |
Volatility
Volatility Chart
The current Gary volatility is 1.48%, 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
VSBSX | VBTLX | VTI | VTSAX | VFIAX | |
---|---|---|---|---|---|
VSBSX | 1.00 | 0.71 | -0.17 | -0.17 | -0.17 |
VBTLX | 0.71 | 1.00 | -0.21 | -0.20 | -0.21 |
VTI | -0.17 | -0.21 | 1.00 | 1.00 | 0.99 |
VTSAX | -0.17 | -0.20 | 1.00 | 1.00 | 0.99 |
VFIAX | -0.17 | -0.21 | 0.99 | 0.99 | 1.00 |