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Moderate Portfolio

Last updated Dec 3, 2022
Expense Ratio

Rank 25 of 54

0.06%
0.00%0.94%
Dividend Yield

Rank 27 of 54

2.15%
0.00%4.45%
10Y Annualized Return

Rank 28 of 54

8.11%
3.67%55.26%
Sharpe Ratio

Rank 30 of 54

-0.58
-1.010.60
Maximum Drawdown

Rank 16 of 54

-26.96%
-91.88%-19.55%

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 $23,360 for a total return of roughly 133.60%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-1.16%
-1.21%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioReturns

As of Dec 3, 2022, the Moderate Portfolio returned -13.93% Year-To-Date and 8.11% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%11.20%
Moderate Portfolio7.10%-2.24%-13.24%-10.75%4.81%6.69%
BND
Vanguard Total Bond Market ETF
4.85%-2.37%-11.31%-11.78%0.37%1.15%
IGOV
iShares International Treasury Bond ETF
9.70%-5.03%-19.25%-19.87%-3.82%-1.90%
VTI
Vanguard Total Stock Market ETF
5.46%-1.68%-14.55%-10.04%10.30%12.95%
VEA
Vanguard FTSE Developed Markets ETF
12.44%-3.48%-12.80%-8.55%2.63%5.59%

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 -0.58. 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.


-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.75
-0.46
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components

Moderate PortfolioDividends

Moderate Portfolio granted a 2.15% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.15%1.83%1.76%2.36%2.64%2.32%2.57%2.61%2.94%2.72%3.33%3.77%3.52%

Moderate PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-14.02%
-15.11%
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 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
-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 6.80%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
13.94%
20.47%
Moderate Portfolio
Benchmark (^GSPC)
Portfolio components