Miller 2023 Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Miller 2023 Portfolio, 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 Jul 26, 2007, corresponding to the inception date of VEA
Returns By Period
As of Oct 17, 2024, the Miller 2023 Portfolio returned 16.62% Year-To-Date and 12.53% 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 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
Miller 2023 Portfolio | 16.62% | 2.31% | 14.03% | 30.34% | 13.99% | 12.43% |
Portfolio components: | ||||||
iShares Core U.S. Aggregate Bond ETF | 3.50% | -1.61% | 6.86% | 12.61% | 0.13% | 1.57% |
Invesco QQQ | 20.39% | 3.82% | 16.29% | 36.03% | 21.56% | 18.93% |
Vanguard FTSE Developed Markets ETF | 9.57% | -0.11% | 9.10% | 23.92% | 7.43% | 6.20% |
Vanguard Total Stock Market ETF | 22.57% | 3.83% | 17.22% | 37.03% | 15.53% | 13.36% |
Monthly Returns
The table below presents the monthly returns of Miller 2023 Portfolio, 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 | 0.89% | 3.70% | 2.14% | -3.89% | 4.61% | 3.37% | 0.86% | 1.72% | 1.99% | 16.62% | |||
2023 | 7.72% | -1.82% | 5.15% | 0.93% | 2.31% | 4.97% | 2.95% | -1.72% | -4.37% | -2.30% | 8.88% | 5.12% | 30.41% |
2022 | -5.96% | -2.90% | 2.17% | -9.38% | -0.28% | -7.15% | 8.68% | -4.31% | -8.77% | 4.58% | 5.79% | -5.60% | -22.43% |
2021 | -0.25% | 0.99% | 1.96% | 4.29% | 0.12% | 3.16% | 1.88% | 2.58% | -4.11% | 5.41% | -0.20% | 2.09% | 19.08% |
2020 | 1.15% | -5.35% | -8.82% | 10.87% | 4.98% | 3.54% | 5.13% | 6.79% | -3.57% | -2.22% | 9.70% | 4.00% | 27.06% |
2019 | 7.08% | 2.54% | 2.35% | 3.55% | -5.36% | 5.90% | 1.14% | -1.04% | 1.12% | 2.64% | 2.90% | 2.73% | 28.08% |
2018 | 5.14% | -2.48% | -2.08% | 0.28% | 2.94% | 0.52% | 2.36% | 3.18% | -0.08% | -6.59% | 0.82% | -6.27% | -2.97% |
2017 | 2.85% | 3.07% | 1.04% | 1.73% | 2.21% | -0.45% | 2.43% | 0.98% | 0.87% | 2.57% | 1.82% | 0.89% | 21.89% |
2016 | -4.71% | -0.65% | 5.66% | -0.60% | 2.08% | -0.52% | 4.43% | 0.45% | 1.03% | -1.68% | 1.06% | 1.41% | 7.81% |
2015 | -1.20% | 4.91% | -1.28% | 1.21% | 1.15% | -1.97% | 2.51% | -5.34% | -1.98% | 7.47% | 0.29% | -1.55% | 3.63% |
2014 | -2.00% | 4.15% | -0.86% | 0.23% | 2.71% | 2.11% | -0.57% | 3.47% | -1.52% | 2.06% | 2.61% | -1.14% | 11.58% |
2013 | 3.10% | 0.58% | 2.62% | 2.17% | 1.41% | -1.94% | 4.79% | -1.53% | 4.10% | 3.71% | 2.23% | 2.09% | 25.70% |
Expense Ratio
Miller 2023 Portfolio has an expense ratio of 0.10%, 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 Miller 2023 Portfolio is 42, 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 | |
---|---|---|---|---|---|
iShares Core U.S. Aggregate Bond ETF | 1.84 | 2.70 | 1.33 | 0.64 | 7.79 |
Invesco QQQ | 1.93 | 2.56 | 1.34 | 2.44 | 8.91 |
Vanguard FTSE Developed Markets ETF | 1.66 | 2.35 | 1.29 | 1.31 | 10.45 |
Vanguard Total Stock Market ETF | 2.75 | 3.66 | 1.50 | 2.50 | 16.71 |
Dividends
Dividend yield
Miller 2023 Portfolio granted a 1.67% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Miller 2023 Portfolio | 1.67% | 1.66% | 1.63% | 1.24% | 1.32% | 1.73% | 1.96% | 1.63% | 1.83% | 1.82% | 1.96% | 1.69% |
Portfolio components: | ||||||||||||
iShares Core U.S. Aggregate Bond ETF | 3.52% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Vanguard FTSE Developed Markets ETF | 2.91% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 Miller 2023 Portfolio. 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 Miller 2023 Portfolio was 45.45%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.
The current Miller 2023 Portfolio drawdown is 0.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-45.45% | Nov 1, 2007 | 339 | Mar 9, 2009 | 452 | Dec 21, 2010 | 791 |
-27.18% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
-25.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
-16.38% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
-13.58% | Jul 25, 2011 | 50 | Oct 3, 2011 | 78 | Jan 25, 2012 | 128 |
Volatility
Volatility Chart
The current Miller 2023 Portfolio volatility is 2.77%, 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
AGG | VEA | QQQ | VTI | |
---|---|---|---|---|
AGG | 1.00 | -0.09 | -0.10 | -0.15 |
VEA | -0.09 | 1.00 | 0.73 | 0.84 |
QQQ | -0.10 | 0.73 | 1.00 | 0.89 |
VTI | -0.15 | 0.84 | 0.89 | 1.00 |