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Moderate Portfolio

Expense Ratio

Rank 23 of 53

Dividend Yield

Rank 25 of 53

10Y Annualized Return

Rank 32 of 53

Sharpe Ratio

Rank 43 of 53

Maximum Drawdown

Rank 15 of 53


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.

Moderate Portfolio-5.90%-13.92%-14.24%-9.32%6.14%7.47%
Vanguard Total Bond Market ETF
iShares International Treasury Bond ETF
Vanguard Total Stock Market ETF
Vanguard FTSE Developed Markets ETF

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.


Dividend yield


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.



To Bottom


To Recover



-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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