Greg Simple Index CLONE MT MIX (vanguard)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Greg Simple Index CLONE MT MIX (vanguard), 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Greg Simple Index CLONE MT MIX (vanguard) returned 20.83% Year-To-Date and 16.59% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Greg Simple Index CLONE MT MIX (vanguard) | 19.74% | -4.26% | 14.83% | 29.89% | 17.90% | 16.52% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.88% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
VONG Vanguard Russell 1000 Growth ETF | 15.86% | -4.37% | 11.47% | 26.27% | 17.42% | 15.76% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.35% | 12.08% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 18.88% | -5.52% | 13.33% | 29.87% | 12.37% | 13.92% |
Monthly Returns
The table below presents the monthly returns of Greg Simple Index CLONE MT MIX (vanguard), 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 | 3.06% | 8.04% | 3.38% | -4.30% | 7.03% | 5.70% | 19.74% | ||||||
| 2023 | 9.76% | -1.39% | 6.45% | 0.06% | 5.84% | 6.32% | 3.82% | -1.61% | -5.46% | -2.17% | 11.17% | 5.47% | 43.67% |
| 2022 | -8.58% | -3.42% | 2.79% | -12.29% | -0.05% | -10.07% | 11.98% | -5.59% | -10.54% | 4.98% | 7.75% | -7.19% | -28.96% |
| 2021 | 0.08% | 3.10% | 1.87% | 4.94% | 0.05% | 4.45% | 1.92% | 3.28% | -5.17% | 6.69% | 1.41% | 2.20% | 27.21% |
| 2020 | 0.38% | -6.59% | -11.51% | 14.08% | 5.89% | 4.18% | 7.15% | 7.76% | -3.47% | -1.84% | 12.09% | 4.18% | 33.41% |
| 2019 | 9.71% | 4.00% | 1.97% | 5.11% | -8.13% | 7.76% | 2.48% | -1.83% | 1.17% | 3.10% | 4.29% | 4.82% | 38.88% |
| 2018 | 7.84% | -2.16% | -2.47% | -0.67% | 4.54% | -0.33% | 2.93% | 3.63% | -0.19% | -9.00% | 2.54% | -8.31% | -2.99% |
| 2017 | 3.33% | 3.57% | 1.46% | 1.76% | 3.35% | -0.50% | 3.34% | 1.31% | 2.44% | 4.45% | 1.88% | 0.59% | 30.45% |
| 2016 | -6.70% | -0.27% | 6.96% | -0.86% | 3.32% | -0.71% | 6.09% | 0.98% | 1.57% | -1.76% | 2.97% | 1.42% | 12.99% |
| 2015 | -1.93% | 6.47% | -1.30% | 0.20% | 2.77% | -2.94% | 1.66% | -5.85% | -2.38% | 8.78% | 0.98% | -1.12% | 4.51% |
| 2014 | -1.91% | 3.26% | 3.06% | -1.16% | 4.36% | -1.66% | 2.40% | 3.63% | -0.44% | 11.88% |
Expense Ratio
Greg Simple Index CLONE MT MIX (vanguard) features an expense ratio of 0.30%, falling within the medium range. 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 Greg Simple Index CLONE MT MIX (vanguard) is 76, placing it in the top 24% 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 | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
VONG Vanguard Russell 1000 Growth ETF | 1.62 | 2.21 | 1.29 | 1.61 | 8.48 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
TRBCX T. Rowe Price Blue Chip Growth Fund | 1.65 | 2.27 | 1.30 | 1.11 | 10.35 |
Dividends
Dividend yield
Greg Simple Index CLONE MT MIX (vanguard) granted a 1.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Greg Simple Index CLONE MT MIX (vanguard) | 1.58% | 1.81% | 3.00% | 3.56% | 1.29% | 2.13% | 2.42% | 2.26% | 1.45% | 2.79% | 2.77% | 1.46% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.65% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.93% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Greg Simple Index CLONE MT MIX (vanguard). 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 Greg Simple Index CLONE MT MIX (vanguard) was 34.93%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Greg Simple Index CLONE MT MIX (vanguard) drawdown is 7.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -32.5% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -20.84% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -15.19% | Dec 2, 2015 | 49 | Feb 11, 2016 | 77 | Jun 2, 2016 | 126 |
| -12.98% | Jun 24, 2015 | 44 | Aug 25, 2015 | 68 | Dec 1, 2015 | 112 |
Volatility
Volatility Chart
The current Greg Simple Index CLONE MT MIX (vanguard) volatility is 6.12%, 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
| AAPL | GOOG | SMH | MSFT | VTSAX | VOO | TRBCX | VONG | |
|---|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.58 | 0.61 | 0.62 | 0.67 | 0.69 | 0.70 | 0.75 |
| GOOG | 0.58 | 1.00 | 0.58 | 0.69 | 0.69 | 0.70 | 0.78 | 0.75 |
| SMH | 0.61 | 0.58 | 1.00 | 0.64 | 0.77 | 0.76 | 0.76 | 0.79 |
| MSFT | 0.62 | 0.69 | 0.64 | 1.00 | 0.72 | 0.74 | 0.80 | 0.81 |
| VTSAX | 0.67 | 0.69 | 0.77 | 0.72 | 1.00 | 0.99 | 0.90 | 0.93 |
| VOO | 0.69 | 0.70 | 0.76 | 0.74 | 0.99 | 1.00 | 0.90 | 0.94 |
| TRBCX | 0.70 | 0.78 | 0.76 | 0.80 | 0.90 | 0.90 | 1.00 | 0.97 |
| VONG | 0.75 | 0.75 | 0.79 | 0.81 | 0.93 | 0.94 | 0.97 | 1.00 |