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Brian's Aggressive Mix

Last updated Mar 2, 2024

Asset Allocation


VOO 40%MGK 30%VTIAX 10%VTWO 10%VIG 10%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

40%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

30%

VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities

10%

VTWO
Vanguard Russell 2000 ETF
Small Cap Blend Equities

10%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Brian's Aggressive Mix, 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


250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
418.66%
332.50%
Brian's Aggressive Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX

Returns

As of Mar 2, 2024, the Brian's Aggressive Mix returned 7.41% Year-To-Date and 12.18% 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%
Brian's Aggressive Mix7.41%3.98%14.45%30.18%14.84%12.18%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.68%
MGK
Vanguard Mega Cap Growth ETF
10.69%4.08%19.37%50.56%19.86%15.69%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
2.48%3.81%8.41%11.08%5.89%4.28%
VTWO
Vanguard Russell 2000 ETF
2.56%5.89%8.85%9.35%7.71%7.10%
VIG
Vanguard Dividend Appreciation ETF
5.23%2.84%10.82%18.73%12.88%11.27%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.97%5.35%
2023-2.00%-5.00%-2.38%9.67%5.05%

Sharpe Ratio

The current Brian's Aggressive Mix Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.57

The Sharpe ratio of Brian's Aggressive Mix 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
2.57
2.44
Brian's Aggressive Mix
Benchmark (^GSPC)
Portfolio components

Dividend yield

Brian's Aggressive Mix granted a 1.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Brian's Aggressive Mix1.31%1.39%1.53%1.20%1.28%1.62%1.83%1.66%1.90%1.91%1.76%1.68%
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%
MGK
Vanguard Mega Cap Growth ETF
0.45%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.14%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%3.40%2.71%
VTWO
Vanguard Russell 2000 ETF
1.41%1.45%1.48%1.13%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Expense Ratio

The Brian's Aggressive Mix has an expense ratio of 0.06% 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%0.11%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
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
Brian's Aggressive Mix
2.57
VOO
Vanguard S&P 500 ETF
2.61
MGK
Vanguard Mega Cap Growth ETF
3.39
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
1.03
VTWO
Vanguard Russell 2000 ETF
0.54
VIG
Vanguard Dividend Appreciation ETF
2.00

Asset Correlations Table

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

VTIAXVTWOMGKVIGVOO
VTIAX1.000.740.750.770.82
VTWO0.741.000.760.800.84
MGK0.750.761.000.840.94
VIG0.770.800.841.000.94
VOO0.820.840.940.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Brian's Aggressive Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Brian's Aggressive Mix. 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 Brian's Aggressive Mix was 33.48%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.48%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-27.52%Jan 4, 2022197Oct 14, 2022296Dec 19, 2023493
-20.07%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-19.52%May 2, 2011108Oct 3, 201187Feb 7, 2012195
-15.01%Jul 21, 2015143Feb 11, 2016103Jul 11, 2016246

Volatility Chart

The current Brian's Aggressive Mix volatility is 3.74%, 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
3.74%
3.47%
Brian's Aggressive Mix
Benchmark (^GSPC)
Portfolio components
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