Investments
Step 1 Bonds 20% ETF 40+40%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 20% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 40% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Blend Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Investments, 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 Sep 24, 2010, corresponding to the inception date of VONG
Returns By Period
As of Sep 19, 2024, the Investments returned 16.90% Year-To-Date and 12.03% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| Investments | 16.90% | 0.18% | 7.84% | 26.57% | 13.91% | 12.03% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 5.19% | 1.96% | 6.51% | 10.75% | 0.48% | 1.93% |
VONG Vanguard Russell 1000 Growth ETF | 20.71% | -0.88% | 7.98% | 33.02% | 18.82% | 15.90% |
SPY SPDR S&P 500 ETF | 18.86% | 0.32% | 8.21% | 28.13% | 15.23% | 12.80% |
Monthly Returns
The table below presents the monthly returns of Investments, 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 | 1.58% | 4.54% | 2.20% | -3.78% | 4.76% | 4.28% | 0.28% | 2.05% | 16.90% | ||||
| 2023 | 6.51% | -2.04% | 4.81% | 1.15% | 1.82% | 5.23% | 2.71% | -1.14% | -4.64% | -1.75% | 8.94% | 4.37% | 28.18% |
| 2022 | -5.95% | -3.08% | 2.46% | -9.09% | -0.64% | -6.72% | 8.95% | -4.12% | -8.36% | 5.23% | 4.74% | -5.54% | -21.58% |
| 2021 | -0.83% | 0.78% | 2.35% | 5.02% | -0.26% | 3.56% | 2.51% | 2.67% | -4.35% | 6.27% | 0.00% | 2.62% | 21.82% |
| 2020 | 1.26% | -5.52% | -8.96% | 11.38% | 4.80% | 2.57% | 5.74% | 6.81% | -3.53% | -2.31% | 8.60% | 3.30% | 24.53% |
| 2019 | 6.90% | 2.78% | 2.27% | 3.41% | -4.75% | 5.71% | 1.53% | -0.49% | 0.72% | 2.02% | 3.24% | 2.38% | 28.38% |
| 2018 | 4.83% | -2.70% | -2.07% | 0.10% | 2.88% | 0.62% | 2.67% | 3.58% | 0.36% | -6.49% | 1.25% | -6.32% | -2.01% |
| 2017 | 2.09% | 3.34% | 0.53% | 1.47% | 1.74% | 0.14% | 1.95% | 1.02% | 1.21% | 2.52% | 2.41% | 0.94% | 21.13% |
| 2016 | -4.01% | 0.18% | 5.48% | -0.17% | 1.45% | 0.28% | 3.56% | -0.18% | 0.13% | -1.79% | 1.85% | 1.37% | 8.11% |
| 2015 | -1.39% | 4.68% | -1.00% | 0.52% | 0.99% | -1.76% | 2.44% | -4.90% | -1.91% | 6.91% | 0.20% | -1.33% | 2.96% |
| 2014 | -2.29% | 3.93% | -0.01% | 0.37% | 2.39% | 1.63% | -1.15% | 3.52% | -1.13% | 2.10% | 2.58% | -0.56% | 11.75% |
| 2013 | 3.70% | 0.99% | 3.11% | 1.83% | 1.30% | -1.62% | 4.32% | -2.17% | 3.28% | 3.91% | 2.19% | 2.09% | 25.22% |
Expense Ratio
Investments has an expense ratio of 0.08%, 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 Investments is 65, 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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.60 | 2.34 | 1.28 | 0.59 | 6.51 |
VONG Vanguard Russell 1000 Growth ETF | 1.93 | 2.55 | 1.34 | 2.09 | 9.40 |
SPY SPDR S&P 500 ETF | 2.21 | 2.98 | 1.40 | 2.39 | 12.08 |
Dividends
Dividend yield
Investments granted a 1.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Investments | 1.31% | 1.47% | 1.53% | 1.07% | 1.34% | 1.65% | 1.88% | 1.66% | 1.88% | 1.91% | 1.80% | 1.70% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.42% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
VONG Vanguard Russell 1000 Growth ETF | 0.63% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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 Investments. 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 Investments was 26.69%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current Investments drawdown is 0.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.69% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -26% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -16.19% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -13.95% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
| -10.13% | Dec 2, 2015 | 49 | Feb 11, 2016 | 42 | Apr 13, 2016 | 91 |
Volatility
Volatility Chart
The current Investments volatility is 3.60%, 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 | VONG | SPY | |
|---|---|---|---|
| AGG | 1.00 | -0.04 | -0.08 |
| VONG | -0.04 | 1.00 | 0.93 |
| SPY | -0.08 | 0.93 | 1.00 |