Gary
Asset Allocation
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Gary | 13.60% | 4.07% | 5.09% | 11.48% | 8.67% | 7.55% |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.03% | 3.89% | 2.15% | -1.14% | -3.40% | -1.72% | 6.65% |
Dividend yield
Gary granted a 2.13% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gary | 2.13% | 1.74% | 1.28% | 1.70% | 2.08% | 2.14% | 1.77% | 1.85% | 1.83% | 1.69% | 1.65% | 2.02% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| VSBSX | VBTLX | VTI | VFIAX | VTSAX | |
|---|---|---|---|---|---|
| VSBSX | 1.00 | 0.70 | -0.20 | -0.20 | -0.20 |
| VBTLX | 0.70 | 1.00 | -0.24 | -0.24 | -0.23 |
| VTI | -0.20 | -0.24 | 1.00 | 0.99 | 1.00 |
| VFIAX | -0.20 | -0.24 | 0.99 | 1.00 | 0.99 |
| VTSAX | -0.20 | -0.23 | 1.00 | 0.99 | 1.00 |
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 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, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -19.23% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -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 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.