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Five & Dime
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 15%BNDX 5%SGOV 5%SGOL 5%AVDE 10%QUAL 8%USMV 8%VTV 8%IWF 8%AVDV 5%IEMG 5%GNR 5%VB 4%VO 4%VNQ 5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
AVDE
Avantis International Equity ETF
Foreign Large Cap Equities
10%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed
5%
BND
Vanguard Total Bond Market ETF
Total Bond Market
15%
BNDX
Vanguard Total International Bond ETF
Total Bond Market
5%
GNR
SPDR S&P Global Natural Resources ETF
Commodity Producers Equities
5%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities
5%
IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities
8%
QUAL
iShares Edge MSCI USA Quality Factor ETF
Large Cap Growth Equities
8%
SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold
5%
SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds
5%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities
8%
VB
Vanguard Small-Cap ETF
Small Cap Growth Equities
4%
VNQ
Vanguard Real Estate ETF
REIT
5%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
4%
VTV
Vanguard Value ETF
Large Cap Value Equities
8%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Five & Dime, 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


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
8.54%
9.56%
Five & Dime
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
19.70%1.08%9.56%34.99%14.15%11.26%
Five & Dime13.70%1.79%8.54%26.88%N/AN/A
VB
Vanguard Small-Cap ETF
11.15%0.89%5.47%30.13%10.75%9.56%
VO
Vanguard Mid-Cap ETF
14.52%2.38%7.56%31.96%11.49%10.25%
QUAL
iShares Edge MSCI USA Quality Factor ETF
22.17%0.68%10.10%38.31%15.91%13.48%
AVDE
Avantis International Equity ETF
11.99%0.39%6.39%27.07%8.93%N/A
AVDV
Avantis International Small Cap Value ETF
14.16%1.30%8.07%29.67%10.41%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
17.30%7.90%14.25%29.40%6.52%4.34%
BND
Vanguard Total Bond Market ETF
4.71%1.42%6.20%13.32%0.13%1.77%
BNDX
Vanguard Total International Bond ETF
3.65%1.49%4.03%11.28%-0.19%2.15%
SGOV
iShares 0-3 Month Treasury Bond ETF
4.08%0.46%2.67%5.45%N/AN/A
VNQ
Vanguard Real Estate ETF
12.40%2.24%17.16%38.06%4.54%7.17%
GNR
SPDR S&P Global Natural Resources ETF
4.82%3.05%0.41%12.09%10.70%5.57%
SGOL
Aberdeen Standard Physical Gold Shares ETF
28.62%6.19%15.57%45.58%11.89%8.09%
USMV
iShares Edge MSCI Min Vol USA ETF
18.06%0.07%10.96%29.62%9.22%11.28%
VTV
Vanguard Value ETF
18.51%1.22%9.21%31.74%12.53%10.78%
IWF
iShares Russell 1000 Growth ETF
22.70%1.54%10.96%41.48%19.31%16.22%

Monthly Returns

The table below presents the monthly returns of Five & Dime, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.60%2.36%3.36%-2.82%3.33%0.60%2.88%2.20%1.98%13.70%
20235.86%-3.14%2.06%0.90%-2.11%4.02%2.88%-1.95%-3.39%-1.88%6.70%4.58%14.75%
2022-3.59%-1.31%1.63%-5.60%0.29%-6.43%5.14%-3.40%-7.61%4.71%6.92%-2.94%-12.65%
2021-0.78%1.80%2.35%3.36%1.67%0.50%1.33%1.29%-3.33%3.86%-1.97%3.56%14.23%
20200.26%1.62%4.02%3.33%-2.10%-1.60%8.50%3.94%18.97%

Expense Ratio

Five & Dime has an expense ratio of 0.14%, 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.


Expense ratio chart for GNR: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AVDE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for QUAL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for SGOV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Five & Dime is 75, 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.


The Risk-Adjusted Performance Rank of Five & Dime is 7575
Five & Dime
The Sharpe Ratio Rank of Five & Dime is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of Five & Dime is 8181Sortino Ratio Rank
The Omega Ratio Rank of Five & Dime is 8080Omega Ratio Rank
The Calmar Ratio Rank of Five & Dime is 4848Calmar Ratio Rank
The Martin Ratio Rank of Five & Dime is 8686Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Five & Dime
Sharpe ratio
The chart of Sharpe ratio for Five & Dime, currently valued at 2.87, compared to the broader market-1.000.001.002.003.004.005.002.87
Sortino ratio
The chart of Sortino ratio for Five & Dime, currently valued at 4.07, compared to the broader market-2.000.002.004.006.004.07
Omega ratio
The chart of Omega ratio for Five & Dime, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.801.53
Calmar ratio
The chart of Calmar ratio for Five & Dime, currently valued at 2.30, compared to the broader market0.002.004.006.008.0010.0012.002.30
Martin ratio
The chart of Martin ratio for Five & Dime, currently valued at 20.30, compared to the broader market0.0010.0020.0030.0040.0050.0020.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market-1.000.001.002.003.004.005.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.0012.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0010.0020.0030.0040.0050.0016.17

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VB
Vanguard Small-Cap ETF
1.542.191.261.148.35
VO
Vanguard Mid-Cap ETF
2.283.141.391.3213.03
QUAL
iShares Edge MSCI USA Quality Factor ETF
2.813.841.513.4817.21
AVDE
Avantis International Equity ETF
1.902.661.331.7612.56
AVDV
Avantis International Small Cap Value ETF
1.822.471.311.9512.08
IEMG
iShares Core MSCI Emerging Markets ETF
1.852.651.320.9310.38
BND
Vanguard Total Bond Market ETF
2.002.941.350.698.63
BNDX
Vanguard Total International Bond ETF
2.413.701.430.799.87
SGOV
iShares 0-3 Month Treasury Bond ETF
22.01
VNQ
Vanguard Real Estate ETF
1.962.791.351.037.82
GNR
SPDR S&P Global Natural Resources ETF
0.671.001.120.772.10
SGOL
Aberdeen Standard Physical Gold Shares ETF
3.134.241.553.6720.68
USMV
iShares Edge MSCI Min Vol USA ETF
3.384.661.632.8021.87
VTV
Vanguard Value ETF
2.954.051.533.1018.37
IWF
iShares Russell 1000 Growth ETF
2.302.991.412.4611.22

Sharpe Ratio

The current Five & Dime Sharpe ratio is 2.87. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.13 to 2.86, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Five & Dime with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.87
2.64
Five & Dime
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Five & Dime granted a 2.51% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Five & Dime2.51%2.52%2.18%1.80%1.68%1.82%1.91%1.60%1.69%1.75%1.57%1.49%
VB
Vanguard Small-Cap ETF
1.41%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VO
Vanguard Mid-Cap ETF
1.90%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
QUAL
iShares Edge MSCI USA Quality Factor ETF
1.01%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%1.35%0.63%
AVDE
Avantis International Equity ETF
2.93%3.01%2.79%2.46%1.63%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
2.96%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.53%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
BND
Vanguard Total Bond Market ETF
3.43%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BNDX
Vanguard Total International Bond ETF
4.71%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
SGOV
iShares 0-3 Month Treasury Bond ETF
5.26%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
3.78%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
GNR
SPDR S&P Global Natural Resources ETF
3.37%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.59%2.59%2.46%
SGOL
Aberdeen Standard Physical Gold Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares Edge MSCI Min Vol USA ETF
1.65%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%2.18%
VTV
Vanguard Value ETF
2.28%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
IWF
iShares Russell 1000 Growth ETF
0.54%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%1.32%1.29%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.26%
-0.92%
Five & Dime
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Five & Dime. 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 Five & Dime was 20.06%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.

The current Five & Dime drawdown is 0.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.06%Jan 5, 2022196Oct 14, 2022300Dec 26, 2023496
-5.58%Jun 9, 20203Jun 11, 202028Jul 22, 202031
-5.4%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.08%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.38%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The current Five & Dime volatility is 2.24%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.24%
3.33%
Five & Dime
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SGOVBNDXBNDSGOLGNRIEMGVNQIWFUSMVVTVAVDVQUALVBAVDEVO
SGOV1.000.010.040.02-0.040.020.000.010.01-0.01-0.020.02-0.02-0.01-0.01
BNDX0.011.000.840.29-0.010.110.240.170.170.050.090.140.110.110.14
BND0.040.841.000.360.020.130.270.190.210.070.120.170.130.140.17
SGOL0.020.290.361.000.360.320.180.130.170.150.350.140.150.320.17
GNR-0.04-0.010.020.361.000.670.490.450.540.740.820.580.700.800.68
IEMG0.020.110.130.320.671.000.460.640.520.550.750.650.650.770.67
VNQ0.000.240.270.180.490.461.000.560.760.730.590.670.730.610.76
IWF0.010.170.190.130.450.640.561.000.730.600.610.920.730.670.81
USMV0.010.170.210.170.540.520.760.731.000.840.620.850.730.680.83
VTV-0.010.050.070.150.740.550.730.600.841.000.740.790.840.770.86
AVDV-0.020.090.120.350.820.750.590.610.620.741.000.700.770.960.77
QUAL0.020.140.170.140.580.650.670.920.850.790.701.000.820.750.90
VB-0.020.110.130.150.700.650.730.730.730.840.770.821.000.790.95
AVDE-0.010.110.140.320.800.770.610.670.680.770.960.750.791.000.81
VO-0.010.140.170.170.680.670.760.810.830.860.770.900.950.811.00
The correlation results are calculated based on daily price changes starting from May 29, 2020