Moderate Portfolio
The Moderate Portfolio is a diversified investment strategy that balances capital appreciation and income generation. With a 40% allocation to fixed income (BND and IGOV), the portfolio provides stability and interest income, while the 60% allocation to equities (VTI and VEA) offers potential capital growth and diversification across domestic and international stocks. This portfolio suits investors seeking a balance between stability, income, and moderate growth potential while maintaining a well-diversified mix of assets.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Moderate Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 29, 2009, corresponding to the inception date of IGOV
Returns By Period
As of Nov 21, 2024, the Moderate Portfolio returned 10.46% Year-To-Date and 6.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Moderate Portfolio | 10.46% | -0.53% | 5.53% | 16.80% | 6.86% | 6.58% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.72% | -0.70% | 2.98% | 6.21% | -0.32% | 1.40% |
IGOV iShares International Treasury Bond ETF | -4.84% | -2.29% | 0.72% | 0.90% | -4.53% | -1.86% |
VTI Vanguard Total Stock Market ETF | 24.77% | 1.74% | 12.48% | 32.60% | 14.96% | 12.63% |
VEA Vanguard FTSE Developed Markets ETF | 4.47% | -4.06% | -1.59% | 11.38% | 5.86% | 5.25% |
Monthly Returns
The table below presents the monthly returns of Moderate Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.11% | 2.14% | 2.37% | -3.45% | 3.50% | 1.08% | 2.40% | 2.14% | 1.59% | -2.47% | 10.46% | ||
| 2023 | 5.95% | -2.95% | 2.83% | 1.20% | -1.23% | 3.60% | 2.07% | -1.97% | -3.82% | -2.32% | 7.47% | 4.84% | 15.98% |
| 2022 | -4.04% | -1.99% | 0.16% | -6.85% | 0.52% | -5.98% | 5.71% | -4.10% | -7.55% | 4.12% | 6.51% | -3.18% | -16.55% |
| 2021 | -0.68% | 1.03% | 1.45% | 3.03% | 1.06% | 0.90% | 1.31% | 1.26% | -3.00% | 3.26% | -1.53% | 2.20% | 10.57% |
| 2020 | 0.05% | -4.14% | -8.90% | 7.55% | 3.65% | 1.96% | 3.65% | 3.64% | -1.96% | -1.67% | 8.14% | 3.30% | 14.89% |
| 2019 | 5.37% | 1.82% | 1.34% | 2.06% | -2.99% | 4.58% | 0.07% | -0.17% | 1.03% | 1.66% | 1.62% | 1.90% | 19.63% |
| 2018 | 2.84% | -2.97% | -0.51% | -0.02% | 0.83% | -0.09% | 1.72% | 1.14% | -0.01% | -5.09% | 1.12% | -3.86% | -5.09% |
| 2017 | 1.66% | 1.86% | 0.70% | 1.28% | 1.53% | 0.57% | 1.72% | 0.42% | 1.23% | 1.13% | 1.47% | 1.05% | 15.63% |
| 2016 | -2.90% | -0.09% | 4.73% | 1.01% | 0.42% | 0.57% | 2.73% | -0.02% | 0.52% | -2.00% | 0.20% | 1.37% | 6.52% |
| 2015 | -0.37% | 2.99% | -0.67% | 1.12% | 0.05% | -1.67% | 1.26% | -3.94% | -1.57% | 4.51% | -0.23% | -1.25% | -0.04% |
| 2014 | -1.79% | 3.42% | 0.09% | 0.72% | 1.53% | 1.37% | -1.47% | 2.05% | -2.20% | 1.17% | 1.19% | -0.83% | 5.21% |
| 2013 | 2.73% | 0.23% | 1.84% | 2.23% | -0.55% | -1.85% | 3.65% | -1.87% | 3.80% | 2.72% | 1.03% | 1.28% | 16.13% |
Expense Ratio
Moderate Portfolio has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Moderate Portfolio is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.12 | 1.64 | 1.20 | 0.43 | 3.66 |
IGOV iShares International Treasury Bond ETF | 0.10 | 0.21 | 1.02 | 0.03 | 0.19 |
VTI Vanguard Total Stock Market ETF | 2.58 | 3.45 | 1.48 | 3.76 | 16.48 |
VEA Vanguard FTSE Developed Markets ETF | 0.86 | 1.25 | 1.15 | 1.25 | 4.05 |
Dividends
Dividend yield
Moderate Portfolio provided a 2.28% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.28% | 2.21% | 2.10% | 1.80% | 1.69% | 2.22% | 2.43% | 2.08% | 2.25% | 2.23% | 2.45% | 2.22% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.57% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Moderate Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Moderate Portfolio was 23.53%, occurring on Oct 14, 2022. Recovery took 363 trading sessions.
The current Moderate Portfolio drawdown is 1.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.53% | Nov 9, 2021 | 235 | Oct 14, 2022 | 363 | Mar 27, 2024 | 598 |
| -21.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -14.03% | Feb 10, 2009 | 19 | Mar 9, 2009 | 23 | Apr 9, 2009 | 42 |
| -12.42% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -11.69% | Jan 29, 2018 | 229 | Dec 24, 2018 | 69 | Apr 4, 2019 | 298 |
Volatility
Volatility Chart
The current Moderate Portfolio volatility is 2.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BND | IGOV | VTI | VEA | |
|---|---|---|---|---|
| BND | 1.00 | 0.44 | -0.13 | -0.09 |
| IGOV | 0.44 | 1.00 | 0.13 | 0.33 |
| VTI | -0.13 | 0.13 | 1.00 | 0.84 |
| VEA | -0.09 | 0.33 | 0.84 | 1.00 |