Lowest 2008 drawdowns edited
doesn't include managed futures which should help
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lowest 2008 drawdowns edited, 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 every 3 months.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV
Returns By Period
As of Apr 22, 2025, the Lowest 2008 drawdowns edited returned -3.73% Year-To-Date and 6.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Lowest 2008 drawdowns edited | -6.53% | -5.74% | -7.23% | 5.62% | 9.88% | 7.18% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -13.76% | -9.20% | -14.88% | -3.16% | 15.63% | 6.60% |
VDC Vanguard Consumer Staples ETF | 3.63% | 2.88% | 2.28% | 12.65% | 10.76% | 8.23% |
VIG Vanguard Dividend Appreciation ETF | -7.55% | -6.76% | -9.07% | 5.38% | 12.14% | 10.38% |
GLD SPDR Gold Trust | 30.34% | 13.32% | 25.62% | 42.78% | 14.24% | 10.79% |
BSV Vanguard Short-Term Bond ETF | 2.17% | 0.42% | 2.34% | 6.80% | 1.10% | 1.71% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.99% | -2.89% | 5.70% | 3.61% | 13.75% | 1.94% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | -0.39% | -4.44% | -3.89% | 1.95% | -9.26% | -1.04% |
VFINX Vanguard 500 Index Fund Investor Shares | -11.99% | -8.92% | -11.36% | 5.11% | 14.63% | 11.16% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | -12.50% | -9.08% | -11.70% | 4.29% | 14.11% | 10.42% |
DODFX Dodge & Cox International Stock Fund | 5.95% | -5.67% | -1.14% | 10.41% | 14.75% | 4.19% |
FTHRX Fidelity Intermediate Bond Fund | 1.87% | -0.09% | 1.59% | 6.64% | 0.53% | 1.63% |
VIVAX Vanguard Value Index Fund | -5.71% | -7.54% | -8.86% | 4.08% | 13.40% | 9.00% |
Monthly Returns
The table below presents the monthly returns of Lowest 2008 drawdowns edited, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.82% | -0.17% | -3.48% | -5.66% | -6.53% | ||||||||
| 2024 | 0.36% | 3.22% | 3.27% | -3.57% | 3.64% | 1.17% | 3.08% | 2.17% | 1.85% | -1.40% | 4.92% | -3.63% | 15.68% |
| 2023 | 4.97% | -2.52% | 1.58% | 1.21% | -1.67% | 5.03% | 2.80% | -1.94% | -4.05% | -2.20% | 7.06% | 4.84% | 15.37% |
| 2022 | -3.70% | -1.51% | 1.54% | -5.69% | 0.11% | -6.31% | 6.15% | -3.06% | -7.76% | 6.64% | 5.44% | -3.86% | -12.59% |
| 2021 | -0.98% | 2.03% | 3.20% | 3.49% | 1.32% | 0.66% | 1.32% | 1.74% | -3.42% | 4.55% | -1.34% | 4.00% | 17.52% |
| 2020 | 0.04% | -5.52% | -9.75% | 8.24% | 3.02% | 1.29% | 4.19% | 3.86% | -2.10% | -1.65% | 8.68% | 3.06% | 12.46% |
| 2019 | 5.85% | 2.30% | 1.23% | 2.55% | -3.82% | 5.09% | 0.89% | -0.21% | 1.33% | 1.17% | 1.97% | 1.96% | 21.93% |
| 2018 | 2.79% | -3.49% | -0.87% | -0.26% | 1.45% | 0.43% | 2.48% | 1.76% | -0.06% | -4.66% | 1.83% | -6.02% | -4.98% |
| 2017 | 1.33% | 2.57% | -0.03% | 0.95% | 0.68% | 0.43% | 1.22% | 0.11% | 1.43% | 0.94% | 2.26% | 1.02% | 13.65% |
| 2016 | -2.38% | 0.69% | 4.66% | 0.69% | 0.72% | 1.60% | 2.41% | 0.05% | -0.19% | -1.58% | 1.39% | 1.42% | 9.71% |
| 2015 | -0.66% | 2.79% | -0.52% | 0.00% | 0.55% | -1.69% | 1.04% | -3.88% | -1.53% | 4.67% | -0.13% | -1.41% | -1.02% |
| 2014 | -1.67% | 3.30% | 0.63% | 0.62% | 1.54% | 1.50% | -1.78% | 3.01% | -1.89% | 1.96% | 1.92% | 0.01% | 9.36% |
Expense Ratio
Lowest 2008 drawdowns edited has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Lowest 2008 drawdowns edited is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | -0.19 | -0.13 | 0.98 | -0.17 | -0.58 |
VDC Vanguard Consumer Staples ETF | 0.89 | 1.35 | 1.17 | 1.29 | 4.23 |
VIG Vanguard Dividend Appreciation ETF | 0.30 | 0.52 | 1.07 | 0.31 | 1.42 |
GLD SPDR Gold Trust | 2.83 | 3.73 | 1.49 | 5.71 | 15.57 |
BSV Vanguard Short-Term Bond ETF | 2.99 | 4.88 | 1.62 | 2.42 | 11.09 |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 0.29 | 0.48 | 1.06 | 0.07 | 0.67 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.16 | 0.31 | 1.04 | 0.05 | 0.31 |
VFINX Vanguard 500 Index Fund Investor Shares | 0.22 | 0.44 | 1.06 | 0.22 | 0.97 |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.17 | 0.38 | 1.06 | 0.17 | 0.75 |
DODFX Dodge & Cox International Stock Fund | 0.57 | 0.85 | 1.11 | 0.61 | 1.77 |
FTHRX Fidelity Intermediate Bond Fund | 1.90 | 3.01 | 1.37 | 0.84 | 6.11 |
VIVAX Vanguard Value Index Fund | 0.22 | 0.41 | 1.06 | 0.23 | 0.94 |
Dividends
Dividend yield
Lowest 2008 drawdowns edited provided a 2.51% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.51% | 2.33% | 2.67% | 2.26% | 1.79% | 2.59% | 2.21% | 2.28% | 2.07% | 2.22% | 2.26% | 2.00% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.49% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VDC Vanguard Consumer Staples ETF | 2.40% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VIG Vanguard Dividend Appreciation ETF | 1.97% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.51% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.58% | 2.95% | 26.59% | 18.96% | 4.82% | 5.50% | 0.87% | 2.91% | 9.70% | 0.00% | 0.00% | 0.00% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 4.18% | 4.04% | 3.33% | 2.93% | 4.51% | 10.37% | 2.82% | 2.82% | 2.63% | 5.27% | 5.27% | 4.34% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.35% | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.36% | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% |
DODFX Dodge & Cox International Stock Fund | 2.13% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% |
FTHRX Fidelity Intermediate Bond Fund | 3.51% | 3.49% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
VIVAX Vanguard Value Index Fund | 2.33% | 2.19% | 2.33% | 2.39% | 2.02% | 2.44% | 2.39% | 2.59% | 2.18% | 2.33% | 2.46% | 2.08% |
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 Lowest 2008 drawdowns edited. 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 Lowest 2008 drawdowns edited was 33.28%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current Lowest 2008 drawdowns edited drawdown is 7.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.28% | Oct 10, 2007 | 355 | Mar 9, 2009 | 404 | Oct 13, 2010 | 759 |
| -25.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -19.5% | Jan 5, 2022 | 188 | Sep 30, 2022 | 309 | Dec 19, 2023 | 497 |
| -13.46% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.01% | Sep 24, 2018 | 64 | Dec 24, 2018 | 69 | Apr 4, 2019 | 133 |
Volatility
Volatility Chart
The current Lowest 2008 drawdowns edited volatility is 9.63%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 8.90, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| GLD | CCRSX | BSV | FTHRX | VUSTX | VDC | DODFX | VBR | VIG | VFINX | VTSMX | VIVAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.39 | 0.26 | 0.24 | 0.20 | 0.04 | 0.15 | 0.06 | 0.05 | 0.06 | 0.06 | 0.05 |
| CCRSX | 0.39 | 1.00 | -0.05 | -0.07 | -0.15 | 0.16 | 0.39 | 0.29 | 0.25 | 0.28 | 0.29 | 0.30 |
| BSV | 0.26 | -0.05 | 1.00 | 0.77 | 0.65 | -0.06 | -0.12 | -0.16 | -0.14 | -0.15 | -0.15 | -0.18 |
| FTHRX | 0.24 | -0.07 | 0.77 | 1.00 | 0.79 | -0.10 | -0.15 | -0.21 | -0.19 | -0.21 | -0.20 | -0.22 |
| VUSTX | 0.20 | -0.15 | 0.65 | 0.79 | 1.00 | -0.16 | -0.27 | -0.29 | -0.26 | -0.28 | -0.28 | -0.31 |
| VDC | 0.04 | 0.16 | -0.06 | -0.10 | -0.16 | 1.00 | 0.57 | 0.64 | 0.81 | 0.72 | 0.70 | 0.75 |
| DODFX | 0.15 | 0.39 | -0.12 | -0.15 | -0.27 | 0.57 | 1.00 | 0.76 | 0.75 | 0.78 | 0.79 | 0.79 |
| VBR | 0.06 | 0.29 | -0.16 | -0.21 | -0.29 | 0.64 | 0.76 | 1.00 | 0.85 | 0.86 | 0.90 | 0.90 |
| VIG | 0.05 | 0.25 | -0.14 | -0.19 | -0.26 | 0.81 | 0.75 | 0.85 | 1.00 | 0.94 | 0.93 | 0.93 |
| VFINX | 0.06 | 0.28 | -0.15 | -0.21 | -0.28 | 0.72 | 0.78 | 0.86 | 0.94 | 1.00 | 0.99 | 0.93 |
| VTSMX | 0.06 | 0.29 | -0.15 | -0.20 | -0.28 | 0.70 | 0.79 | 0.90 | 0.93 | 0.99 | 1.00 | 0.93 |
| VIVAX | 0.05 | 0.30 | -0.18 | -0.22 | -0.31 | 0.75 | 0.79 | 0.90 | 0.93 | 0.93 | 0.93 | 1.00 |