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Moderate Portfolio

Last updated Aug 13, 2022
Expense Ratio

Rank 25 of 54

0.06%
0.00%0.94%
Dividend Yield

Rank 26 of 54

2.07%
0.00%4.34%
10Y Annualized Return

Rank 28 of 54

8.80%
4.13%64.70%
Sharpe Ratio

Rank 40 of 54

-0.46
-0.980.14
Maximum Drawdown

Rank 16 of 54

-26.96%
-91.88%-17.74%

Moderate PortfolioAsset Allocation


Moderate PortfolioPerformance

The chart shows the growth of $10,000 invested in Moderate Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,040 for a total return of roughly 140.40%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-5.37%
-2.76%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioReturns

As of Aug 13, 2022, the Moderate Portfolio returned -10.66% Year-To-Date and 8.80% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark12.08%-4.97%-10.20%-3.65%11.89%11.81%
Moderate Portfolio7.74%-6.64%-10.71%-9.37%6.47%7.30%
BND
Vanguard Total Bond Market ETF
1.49%-4.92%-8.75%-9.37%0.97%1.54%
IGOV
iShares International Treasury Bond ETF
4.51%-13.44%-16.66%-20.42%-3.13%-1.11%
VTI
Vanguard Total Stock Market ETF
12.82%-4.78%-10.34%-4.99%13.37%13.68%
VEA
Vanguard FTSE Developed Markets ETF
9.24%-10.93%-13.06%-14.12%3.91%6.25%

Moderate PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Moderate Portfolio Sharpe ratio is -0.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.76
-0.20
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioDividends

Moderate Portfolio granted a 2.07% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.07%1.82%1.75%2.34%2.63%2.31%2.55%2.59%2.93%2.71%3.31%3.75%3.50%

Moderate PortfolioDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.51%
-10.77%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Moderate Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Moderate Portfolio is 21.72%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.72%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-19.39%Nov 9, 2021152Jun 16, 2022
-12.42%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-11.69%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298
-9.68%May 18, 2015187Feb 11, 201680Jun 7, 2016267
-9.48%Apr 16, 201036Jun 7, 201079Sep 28, 2010115
-6.87%Apr 3, 201242Jun 1, 201254Aug 17, 201296
-5.82%Jan 15, 201016Feb 8, 201025Mar 16, 201041
-5.8%May 22, 201323Jun 24, 201328Aug 2, 201351
-5.07%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Moderate PortfolioVolatility Chart

Current Moderate Portfolio volatility is 10.32%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
13.54%
16.68%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

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