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eightytwenty

Last updated Mar 2, 2024

s&p 500 + vgt

Asset Allocation


VOO 75%VGT 25%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

75%

VGT
Vanguard Information Technology ETF
Technology Equities

25%

S&P 500

Performance

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


300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
617.91%
365.24%
eightytwenty
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Mar 2, 2024, the eightytwenty returned 8.19% Year-To-Date and 14.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
eightytwenty8.19%3.93%15.60%33.54%17.13%14.62%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.67%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.72%5.11%
2023-1.77%-5.19%-2.06%10.21%4.67%

Sharpe Ratio

The current eightytwenty Sharpe ratio is 2.77. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.77

The Sharpe ratio of eightytwenty 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.77
2.44
eightytwenty
Benchmark (^GSPC)
Portfolio components

Dividend yield

eightytwenty granted a 1.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
eightytwenty1.16%1.25%1.50%1.09%1.36%1.69%1.87%1.58%1.84%1.90%1.67%1.64%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Expense Ratio

The eightytwenty 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.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
eightytwenty
2.77
VOO
Vanguard S&P 500 ETF
2.61
VGT
Vanguard Information Technology ETF
2.89

Asset Correlations Table

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

VGTVOO
VGT1.000.89
VOO0.891.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
eightytwenty
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the eightytwenty. 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 eightytwenty was 33.43%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.43%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-27.21%Dec 28, 2021200Oct 12, 2022291Dec 8, 2023491
-20.46%Oct 4, 201856Dec 24, 201870Apr 5, 2019126
-18.2%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13.54%Dec 2, 201549Feb 11, 201646Apr 19, 201695

Volatility Chart

The current eightytwenty volatility is 3.92%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.92%
3.47%
eightytwenty
Benchmark (^GSPC)
Portfolio components
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