Fav 4
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
VIGAX Vanguard Growth Index Fund Admiral Shares | Large Cap Growth Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
VWELX Vanguard Wellington Fund Investor Shares | Diversified Portfolio | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fav 4, 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 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the Fav 4 returned 21.01% Year-To-Date and 12.84% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Fav 4 | 21.01% | 1.60% | 10.66% | 34.08% | 15.36% | 12.84% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 1.67% | 9.72% | 33.60% | 15.64% | 13.20% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 22.86% | 0.47% | 10.11% | 40.20% | 18.61% | 15.45% |
VWELX Vanguard Wellington Fund Investor Shares | 12.70% | 0.52% | 7.13% | 22.45% | 8.80% | 8.49% |
GLD SPDR Gold Trust | 26.70% | 4.33% | 20.89% | 36.03% | 11.14% | 7.51% |
Monthly Returns
The table below presents the monthly returns of Fav 4, 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 | 1.33% | 4.84% | 3.30% | -3.22% | 4.76% | 3.65% | 1.05% | 2.32% | 21.01% | ||||
| 2023 | 6.80% | -2.64% | 4.89% | 1.45% | 1.07% | 5.44% | 3.07% | -1.48% | -4.83% | -1.03% | 8.71% | 4.11% | 27.64% |
| 2022 | -5.55% | -2.37% | 3.15% | -8.66% | -0.60% | -7.33% | 8.44% | -4.10% | -8.67% | 5.97% | 5.66% | -5.15% | -19.28% |
| 2021 | -1.24% | 1.36% | 3.36% | 5.34% | 0.94% | 1.91% | 2.62% | 2.68% | -4.50% | 6.43% | -0.51% | 3.79% | 24.01% |
| 2020 | 1.08% | -6.72% | -10.35% | 12.23% | 4.81% | 2.43% | 6.59% | 6.50% | -3.82% | -2.38% | 8.87% | 3.97% | 22.86% |
| 2019 | 7.35% | 2.89% | 1.81% | 3.54% | -5.22% | 6.79% | 1.44% | -0.27% | 1.03% | 2.21% | 2.83% | 2.97% | 30.35% |
| 2018 | 5.33% | -3.38% | -2.03% | 0.20% | 2.27% | 0.35% | 2.75% | 2.80% | 0.41% | -6.08% | 1.49% | -6.89% | -3.49% |
| 2017 | 2.43% | 3.78% | 0.28% | 1.33% | 1.51% | 0.13% | 2.10% | 0.85% | 1.28% | 2.03% | 2.57% | 1.25% | 21.34% |
| 2016 | -3.86% | 0.97% | 5.80% | 0.72% | 0.97% | 1.02% | 3.61% | -0.29% | 0.20% | -2.01% | 1.88% | 1.53% | 10.69% |
| 2015 | -1.29% | 4.23% | -1.49% | 0.68% | 1.13% | -1.83% | 1.47% | -5.10% | -2.36% | 7.65% | -0.33% | -1.66% | 0.50% |
| 2014 | -2.53% | 4.79% | -0.04% | 0.61% | 1.93% | 2.49% | -1.62% | 3.61% | -1.95% | 1.91% | 2.40% | -0.29% | 11.61% |
| 2013 | 4.29% | 0.61% | 3.26% | 1.04% | 1.26% | -2.31% | 5.35% | -1.85% | 2.63% | 3.78% | 1.95% | 2.10% | 24.15% |
Expense Ratio
Fav 4 has an expense ratio of 0.09%, 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 Fav 4 is 81, placing it in the top 19% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 2.15 | 2.81 | 1.38 | 2.00 | 10.99 |
VWELX Vanguard Wellington Fund Investor Shares | 2.36 | 3.26 | 1.43 | 1.63 | 15.80 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
Dividends
Dividend yield
Fav 4 granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fav 4 | 1.34% | 1.59% | 1.97% | 1.71% | 1.83% | 1.79% | 2.45% | 1.94% | 1.93% | 2.23% | 1.99% | 2.00% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.39% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VWELX Vanguard Wellington Fund Investor Shares | 4.99% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 6.47% | 4.44% | 7.03% | 6.39% | 6.55% |
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% |
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 Fav 4. 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 Fav 4 was 29.63%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Fav 4 drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -24.84% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -16.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -15.06% | May 2, 2011 | 108 | Oct 3, 2011 | 76 | Jan 23, 2012 | 184 |
| -10.82% | May 19, 2015 | 186 | Feb 11, 2016 | 42 | Apr 13, 2016 | 228 |
Volatility
Volatility Chart
The current Fav 4 volatility is 4.17%, 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
| GLD | VIGAX | VWELX | VOO | |
|---|---|---|---|---|
| GLD | 1.00 | 0.04 | 0.09 | 0.04 |
| VIGAX | 0.04 | 1.00 | 0.88 | 0.94 |
| VWELX | 0.09 | 0.88 | 1.00 | 0.95 |
| VOO | 0.04 | 0.94 | 0.95 | 1.00 |