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Moderate Portfolio

Expense Ratio

Rank 23 of 53

0.06%
0.00%0.94%
Dividend Yield

Rank 25 of 53

1.64%
0.00%2.60%
10Y Annualized Return

Rank 32 of 53

8.69%
4.72%40.02%
Sharpe Ratio

Rank 29 of 53

2.79
1.083.46
Maximum Drawdown

Rank 15 of 53

-21.72%
-38.24%-8.85%

Moderate PortfolioAsset Allocation


S&P 500

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 $26,018 for a total return of roughly 160.18%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


Moderate Portfolio
Benchmark (S&P 500)
Portfolio components

Moderate PortfolioReturns

As of Jun 12, 2021, the Moderate Portfolio returned 7.17% Year-To-Date and 8.69% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Moderate Portfolio2.21%6.88%7.40%23.36%10.90%8.75%
BND
Vanguard Total Bond Market ETF
1.25%-1.86%-1.47%-0.14%3.26%3.26%
IGOV
iShares International Treasury Bond ETF
0.39%-3.90%-3.80%5.07%1.74%1.06%
VEA
Vanguard FTSE Developed Markets ETF
3.10%13.24%13.54%38.24%11.60%7.10%
VTI
Vanguard Total Stock Market ETF
2.84%13.13%13.96%41.29%17.80%14.94%

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

The chart below displays rolling 12-month Sharpe Ratio.


Moderate Portfolio
Benchmark (S&P 500)
Portfolio components

Moderate PortfolioDividends

Moderate Portfolio granted a 0.50% dividend yield in the last twelve months, as of Jun 12, 2021.


PeriodTTM20202019201820172016201520142013201220112010

Dividend yield

0.50%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

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


Moderate Portfolio
Benchmark (S&P 500)
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.


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

Current Moderate Portfolio volatility is 1.74%. 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 (S&P 500)
Portfolio components

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