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Greg Simple Index CLONE MT MIX (vanguard)

Last updated Feb 27, 2024

Asset Allocation


VTSAX 30%TRBCX 30%SMH 20%VOO 10%VONG 10%EquityEquity
PositionCategory/SectorWeight
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

30%

TRBCX
T. Rowe Price Blue Chip Growth Fund
Large Cap Growth Equities

30%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

VONG
Vanguard Russell 1000 Growth ETF
Large Cap Blend Equities

10%

AAPL
Apple Inc.
Technology

0%

MSFT
Microsoft Corporation
Technology

0%

GOOG
Alphabet Inc.
Communication Services

0%

S&P 500

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2024February
20.70%
12.72%
Greg Simple Index CLONE MT MIX (vanguard)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
Greg Simple Index CLONE MT MIX (vanguard)10.54%6.14%20.70%46.64%18.53%N/A
VOO
Vanguard S&P 500 ETF
6.47%3.76%13.60%29.29%14.66%12.64%
AAPL
Apple Inc.
-5.79%-5.73%-1.35%23.13%34.29%27.11%
SMH
VanEck Vectors Semiconductor ETF
20.29%11.73%36.70%76.88%35.61%28.86%
MSFT
Microsoft Corporation
8.58%1.08%24.58%64.25%30.86%28.88%
GOOG
Alphabet Inc.
-1.55%-9.78%2.41%54.00%19.97%N/A
VONG
Vanguard Russell 1000 Growth ETF
8.93%4.81%18.54%44.93%18.65%15.56%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
5.48%3.76%13.46%27.50%13.75%11.93%
TRBCX
T. Rowe Price Blue Chip Growth Fund
11.21%6.01%20.85%54.16%12.99%13.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.94%
20233.82%-1.61%-5.46%-2.17%11.17%5.60%

Sharpe Ratio

The current Greg Simple Index CLONE MT MIX (vanguard) Sharpe ratio is 2.83. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.83

The Sharpe ratio of Greg Simple Index CLONE MT MIX (vanguard) 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.83
2.13
Greg Simple Index CLONE MT MIX (vanguard)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Greg Simple Index CLONE MT MIX (vanguard) granted a 1.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Greg Simple Index CLONE MT MIX (vanguard)1.65%1.81%3.00%3.56%1.29%2.13%2.42%2.26%1.45%2.79%2.77%1.46%
VOO
Vanguard S&P 500 ETF
1.37%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.
0.53%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
0.50%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.
0.00%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
1.35%1.42%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
3.14%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%0.00%

Expense Ratio

The Greg Simple Index CLONE MT MIX (vanguard) has a high expense ratio of 0.30%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%
0.35%
0.00%2.15%
0.69%
0.00%2.15%
0.08%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.13
Greg Simple Index CLONE MT MIX (vanguard)
2.83
VOO
Vanguard S&P 500 ETF
2.30
AAPL
Apple Inc.
1.14
SMH
VanEck Vectors Semiconductor ETF
2.77
MSFT
Microsoft Corporation
2.69
GOOG
Alphabet Inc.
1.88
VONG
Vanguard Russell 1000 Growth ETF
2.85
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.06
TRBCX
T. Rowe Price Blue Chip Growth Fund
2.98

Asset Correlations Table

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

AAPLGOOGSMHMSFTVTSAXVOOTRBCXVONG
AAPL1.000.590.630.630.680.700.700.75
GOOG0.591.000.590.690.690.710.790.76
SMH0.630.591.000.650.770.760.760.79
MSFT0.630.690.651.000.720.750.800.81
VTSAX0.680.690.770.721.000.990.900.93
VOO0.700.710.760.750.991.000.900.94
TRBCX0.700.790.760.800.900.901.000.97
VONG0.750.760.790.810.930.940.971.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.25%
-0.38%
Greg Simple Index CLONE MT MIX (vanguard)
Benchmark (^GSPC)
Portfolio components

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 0.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.93%Dec 28, 2021202Oct 14, 2022296Dec 19, 2023498
-32.5%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-20.84%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-15.19%Dec 2, 201549Feb 11, 201677Jun 2, 2016126
-12.98%Jun 24, 201544Aug 25, 201568Dec 1, 2015112

Volatility Chart

The current Greg Simple Index CLONE MT MIX (vanguard) volatility is 5.56%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
5.56%
3.93%
Greg Simple Index CLONE MT MIX (vanguard)
Benchmark (^GSPC)
Portfolio components
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