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Moderate Portfolio

Expense Ratio

Rank 23 of 53

0.06%
0.00%0.94%
Dividend Yield

Rank 25 of 53

2.03%
0.00%3.84%
10Y Annualized Return

Rank 32 of 53

7.47%
3.30%29.91%
Sharpe Ratio

Rank 43 of 53

-0.89
-1.860.45
Maximum Drawdown

Rank 15 of 53

-21.72%
-48.20%-10.21%

Moderate PortfolioAsset Allocation


Moderate PortfolioPerformance

The chart shows the growth of $10,000 invested in Moderate Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,176 for a total return of roughly 131.76%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioReturns

As of May 17, 2022, the Moderate Portfolio returned -13.92% Year-To-Date and 7.47% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark-8.76%-15.91%-14.41%-3.97%10.80%11.90%
Moderate Portfolio-5.90%-13.92%-14.24%-9.32%6.14%7.47%
BND
Vanguard Total Bond Market ETF
-1.11%-9.57%-9.74%-8.76%1.10%1.58%
IGOV
iShares International Treasury Bond ETF
-4.69%-15.51%-16.44%-19.55%-1.62%-0.82%
VTI
Vanguard Total Stock Market ETF
-9.41%-16.94%-16.75%-6.05%12.05%13.67%
VEA
Vanguard FTSE Developed Markets ETF
-7.23%-14.44%-15.81%-12.85%4.01%7.00%

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 -0.89. 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.


Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioDividends

Moderate Portfolio granted a 2.03% dividend yield in the last twelve months, as of May 17, 2022.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.03%1.81%1.74%2.33%2.61%2.29%2.54%2.58%2.91%2.69%3.29%3.72%3.48%

Moderate PortfolioDrawdowns Chart

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


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
-15.83%Nov 9, 2021127May 11, 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 8.31%. 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.


Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

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