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BF

Last updated Dec 9, 2023

Asset Allocation


IEI 20%VEA 35%VTI 25%VIOV 8%EEM 8%FNDC 4%BondBondEquityEquity
PositionCategory/SectorWeight
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds20%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities35%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities25%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
Small Cap Blend Equities8%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities8%
FNDC
Schwab Fundamental International Small Co. Index ETF
Foreign Small & Mid Cap Equities4%

Performance

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


80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
86.81%
177.15%
BF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 15, 2013, corresponding to the inception date of FNDC

Returns

As of Dec 9, 2023, the BF returned 11.19% Year-To-Date and 5.81% 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
BF11.19%5.64%2.85%9.54%7.39%5.92%
VTI
Vanguard Total Stock Market ETF
21.08%5.90%7.78%17.27%13.03%11.32%
VEA
Vanguard FTSE Developed Markets ETF
12.52%6.12%2.03%11.03%6.88%4.40%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
6.34%10.02%2.21%2.60%7.97%7.63%
EEM
iShares MSCI Emerging Markets ETF
3.74%1.48%-2.13%1.62%1.78%1.36%
IEI
iShares 3-7 Year Treasury Bond ETF
2.35%1.52%0.56%1.28%0.63%0.96%
FNDC
Schwab Fundamental International Small Co. Index ETF
8.89%6.52%1.46%9.77%4.81%4.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.05%4.18%3.18%-2.96%-3.72%-2.88%7.61%

Sharpe Ratio

The current BF Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.87

The Sharpe ratio of BF 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
0.87
1.25
BF
Benchmark (^GSPC)
Portfolio components

Dividend yield

BF granted a 2.33% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
BF2.33%2.13%1.95%1.60%2.37%2.50%2.04%2.14%2.15%2.32%1.76%1.98%
VTI
Vanguard Total Stock Market ETF
1.46%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
VEA
Vanguard FTSE Developed Markets ETF
3.00%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%2.97%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.85%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%1.27%0.91%1.31%
EEM
iShares MSCI Emerging Markets ETF
2.29%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%1.67%
IEI
iShares 3-7 Year Treasury Bond ETF
2.31%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%0.87%
FNDC
Schwab Fundamental International Small Co. Index ETF
3.02%1.98%2.58%1.77%2.71%2.68%1.94%1.95%1.30%1.61%0.64%0.00%

Expense Ratio

The BF features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.39%
0.00%2.15%
0.15%
0.00%2.15%
0.05%
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
1.30
VEA
Vanguard FTSE Developed Markets ETF
0.83
VIOV
Vanguard S&P Small-Cap 600 Value ETF
0.15
EEM
iShares MSCI Emerging Markets ETF
0.18
IEI
iShares 3-7 Year Treasury Bond ETF
0.15
FNDC
Schwab Fundamental International Small Co. Index ETF
0.74

Asset Correlations Table

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

IEIVIOVEEMVTIFNDCVEA
IEI1.00-0.22-0.12-0.19-0.13-0.13
VIOV-0.221.000.570.800.680.69
EEM-0.120.571.000.700.780.81
VTI-0.190.800.701.000.790.82
FNDC-0.130.680.780.791.000.95
VEA-0.130.690.810.820.951.00

Drawdowns Chart

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


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.15%
-4.01%
BF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BF. 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 BF was 27.60%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.6%Jan 21, 202044Mar 23, 2020109Aug 26, 2020153
-24.36%Nov 9, 2021235Oct 14, 2022
-16.65%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-15.78%May 22, 2015183Feb 11, 2016208Dec 7, 2016391
-8.02%Jul 7, 201473Oct 16, 201488Feb 24, 2015161

Volatility Chart

The current BF volatility is 2.93%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.93%
2.77%
BF
Benchmark (^GSPC)
Portfolio components
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