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Moderate Portfolio

Expense Ratio
0.06%
Dividend Yield
1.72%

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 $25,349 for a total return of roughly 153.49%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
153.49%
264.42%
S&P 500

Moderate PortfolioReturns

As of Apr 11, 2021, the Moderate Portfolio returned 4.13% Year-To-Date and 8.38% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Moderate Portfolio1.96%4.13%11.84%30.57%10.63%8.38%
BND
Vanguard Total Bond Market ETF
-0.02%-3.16%-2.23%-0.64%3.22%3.39%
IGOV
iShares International Treasury Bond ETF
-1.03%-5.37%-1.35%7.04%1.66%0.96%
VEA
Vanguard FTSE Developed Markets ETF
2.68%7.60%21.32%48.88%10.54%6.19%
VTI
Vanguard Total Stock Market ETF
3.80%10.39%21.66%56.14%17.75%14.36%

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 2.78. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


Moderate PortfolioDividends

Moderate Portfolio granted a 1.72% dividend yield in the last twelve months, as of Apr 11, 2021.


PeriodTTM20202019201820172016201520142013201220112010
Dividend yield
1.72%1.75%2.22%2.50%2.21%2.25%2.23%2.45%2.22%2.37%2.94%2.66%

Moderate PortfolioDrawdowns Chart


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 {{portfolioName}} 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
-12.42%May 2, 2011108Oct 3, 201194Feb 16, 2012202
-11.62%Jan 29, 2018229Dec 24, 201868Apr 3, 2019297
-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
-5.02%Sep 4, 201431Oct 16, 201428Nov 25, 201459

Moderate PortfolioVolatility Chart

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


More Tools for Moderate Portfolio