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Moderate Portfolio

Last updated Apr 1, 2023
Expense Ratio

Rank 26 of 55

0.06%
0.00%0.94%
Dividend Yield

Rank 28 of 55

2.37%
0.00%4.33%
10Y Annualized Return

Rank 31 of 55

6.25%
2.63%52.97%
Sharpe Ratio

Rank 33 of 55

-0.47
-0.930.49
Maximum Drawdown

Rank 11 of 55

-23.53%
-82.98%-16.15%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Moderate Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $30,484 for a total return of roughly 204.84%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%250.00%300.00%350.00%400.00%NovemberDecember2023FebruaryMarch
204.84%
386.23%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Apr 1, 2023, the Moderate Portfolio returned 5.75% Year-To-Date and 6.25% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.51%7.03%12.88%-10.71%9.25%10.16%
Moderate Portfolio2.85%5.75%12.75%-7.15%5.10%6.25%
BND
Vanguard Total Bond Market ETF
2.68%3.25%4.69%-4.65%0.87%1.29%
IGOV
iShares International Treasury Bond ETF
4.71%2.71%10.01%-13.33%-4.67%-1.73%
VTI
Vanguard Total Stock Market ETF
2.71%7.18%13.17%-10.19%10.36%11.75%
VEA
Vanguard FTSE Developed Markets ETF
2.65%8.03%25.54%-4.44%3.42%5.39%

Sharpe 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 -0.47. 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.


-1.60-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.47
-0.46
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Moderate Portfolio granted a 2.37% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.37%2.11%1.85%1.78%2.38%2.67%2.34%2.59%2.64%2.97%2.75%3.36%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-12.55%
-14.33%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Worst 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 23.53%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.53%Nov 9, 2021235Oct 14, 2022
-21.72%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-14.03%Feb 10, 200919Mar 9, 200923Apr 9, 200942
-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
-5.85%Jan 15, 201016Feb 8, 201025Mar 16, 201041
-5.8%May 22, 201323Jun 24, 201328Aug 2, 201351

Volatility Chart

Current Moderate Portfolio volatility is 8.57%. 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%NovemberDecember2023FebruaryMarch
6.85%
15.42%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components