My portfolio - Late stage
Equity 80%: Of which 0-50% in S&P500, 50-100% in Europe/ China/ India if in early/ mid cycle, else 50% in Bond; Bond 20%: Of which 100% in MM/ UST Bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 60% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio - Late stage, 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 Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Sep 19, 2024, the My portfolio - Late stage returned 10.32% Year-To-Date and 6.63% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| My portfolio - Late stage | 10.32% | 0.52% | 4.93% | 15.38% | 8.07% | 6.67% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 18.92% | 0.49% | 7.93% | 29.44% | 15.31% | 12.95% |
FLOT iShares Floating Rate Bond ETF | 4.79% | 0.53% | 2.96% | 6.48% | 2.90% | 2.23% |
Monthly Returns
The table below presents the monthly returns of My portfolio - Late stage, 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 | 1.01% | 2.54% | 1.65% | -1.27% | 2.33% | 1.66% | 0.76% | 1.22% | 10.32% | ||||
| 2023 | 2.90% | -0.62% | 1.25% | 1.19% | 0.57% | 3.04% | 1.63% | -0.36% | -1.58% | -0.59% | 3.87% | 2.22% | 14.20% |
| 2022 | -2.15% | -1.13% | 1.25% | -3.49% | -0.02% | -3.65% | 4.09% | -1.48% | -3.75% | 3.33% | 2.71% | -2.09% | -6.59% |
| 2021 | -0.27% | 1.14% | 1.78% | 2.11% | 0.35% | 0.98% | 0.97% | 1.22% | -1.84% | 2.74% | -0.35% | 1.92% | 11.20% |
| 2020 | 0.18% | -3.41% | -7.27% | 6.68% | 2.44% | 1.22% | 2.51% | 2.98% | -1.58% | -1.02% | 4.41% | 1.59% | 8.26% |
| 2019 | 3.66% | 1.61% | 0.99% | 1.82% | -2.45% | 2.86% | 0.76% | -0.53% | 0.96% | 1.02% | 1.60% | 1.35% | 14.41% |
| 2018 | 2.51% | -1.49% | -0.99% | 0.36% | 1.09% | 0.31% | 1.65% | 1.50% | 0.31% | -2.65% | 0.56% | -3.56% | -0.60% |
| 2017 | 0.76% | 1.73% | 0.14% | 0.44% | 0.65% | 0.39% | 0.93% | 0.13% | 0.96% | 1.02% | 1.36% | 0.50% | 9.38% |
| 2016 | -2.10% | -0.14% | 2.90% | 0.31% | 0.73% | 0.25% | 1.55% | 0.24% | 0.06% | -0.64% | 1.49% | 0.99% | 5.71% |
| 2015 | -1.12% | 2.31% | -0.62% | 0.46% | 0.55% | -0.82% | 0.89% | -2.53% | -1.07% | 3.41% | 0.22% | -0.64% | 0.90% |
| 2014 | -1.45% | 1.82% | 0.40% | 0.33% | 0.93% | 0.98% | -0.52% | 1.58% | -0.50% | 0.83% | 1.13% | -0.25% | 5.36% |
| 2013 | 2.11% | 0.65% | 1.58% | 0.79% | 1.01% | -0.71% | 2.23% | -1.22% | 1.36% | 1.88% | 1.16% | 1.21% | 12.66% |
Expense Ratio
My portfolio - Late stage has an expense ratio of 0.13%, 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 risk-adjusted rank of My portfolio - Late stage is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.22 | 2.98 | 1.40 | 2.41 | 12.08 |
FLOT iShares Floating Rate Bond ETF | 8.96 | 17.25 | 5.02 | 14.75 | 172.43 |
Dividends
Dividend yield
My portfolio - Late stage granted a 4.08% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My portfolio - Late stage | 4.08% | 3.97% | 1.90% | 0.74% | 1.38% | 2.46% | 2.33% | 1.57% | 1.39% | 1.22% | 0.99% | 1.00% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
FLOT iShares Floating Rate Bond ETF | 5.95% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% | 0.47% |
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 My portfolio - Late stage. 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 My portfolio - Late stage was 19.81%, occurring on Mar 20, 2020. Recovery took 95 trading sessions.
The current My portfolio - Late stage drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.81% | Feb 20, 2020 | 22 | Mar 20, 2020 | 95 | Aug 5, 2020 | 117 |
| -10.43% | Jan 4, 2022 | 195 | Oct 12, 2022 | 167 | Jun 13, 2023 | 362 |
| -8.87% | Jul 8, 2011 | 61 | Oct 3, 2011 | 87 | Feb 7, 2012 | 148 |
| -8.17% | Sep 21, 2018 | 65 | Dec 24, 2018 | 56 | Mar 18, 2019 | 121 |
| -5.37% | May 22, 2015 | 183 | Feb 11, 2016 | 45 | Apr 18, 2016 | 228 |
Volatility
Volatility Chart
The current My portfolio - Late stage volatility is 1.58%, 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
| FLOT | IVV | |
|---|---|---|
| FLOT | 1.00 | 0.10 |
| IVV | 0.10 | 1.00 |