Mar 24
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mar 24, 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 Sep 17, 2020, corresponding to the inception date of FLRG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Mar 24 | 10.83% | -0.26% | 9.49% | 16.56% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.04% |
IVV iShares Core S&P 500 ETF | 14.04% | -1.31% | 11.20% | 20.77% | 14.14% | 12.60% |
VXUS Vanguard Total International Stock ETF | 5.35% | 0.35% | 6.79% | 8.27% | 5.88% | 4.00% |
FLRG Fidelity U.S. Multifactor ETF | 14.79% | 0.30% | 11.74% | 21.37% | N/A | N/A |
XMHQ Invesco S&P MidCap Quality ETF | 17.17% | 2.44% | 14.34% | 26.30% | 16.36% | 12.07% |
VTEB Vanguard Tax-Exempt Bond ETF | 0.19% | 0.69% | 1.35% | 3.26% | 1.12% | N/A |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 4.27% | 1.37% | 3.65% | 9.93% | 3.88% | 3.86% |
Monthly Returns
The table below presents the monthly returns of Mar 24, 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 | 0.57% | 4.47% | 3.22% | -3.63% | 4.28% | 1.91% | 10.83% | ||||||
| 2023 | 6.81% | -2.79% | 2.81% | 1.31% | -0.70% | 5.85% | 3.32% | -2.19% | -4.19% | -2.63% | 8.62% | 4.89% | 22.11% |
| 2022 | -4.76% | -2.42% | 1.96% | -7.77% | 0.53% | -7.78% | 7.55% | -3.90% | -8.75% | 6.56% | 6.99% | -4.52% | -16.83% |
| 2021 | -0.25% | 2.59% | 3.33% | 4.16% | 1.09% | 1.53% | 1.15% | 2.32% | -3.97% | 5.24% | -1.84% | 3.76% | 20.44% |
| 2020 | -0.56% | -1.92% | 10.94% | 4.52% | 13.10% |
Expense Ratio
Mar 24 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 Mar 24 is 51, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
IVV iShares Core S&P 500 ETF | 1.73 | 2.43 | 1.31 | 1.72 | 6.86 |
VXUS Vanguard Total International Stock ETF | 0.66 | 1.01 | 1.12 | 0.43 | 1.89 |
FLRG Fidelity U.S. Multifactor ETF | 1.90 | 2.69 | 1.33 | 2.65 | 9.48 |
XMHQ Invesco S&P MidCap Quality ETF | 1.45 | 2.14 | 1.25 | 2.30 | 5.77 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.69 | 1.05 | 1.12 | 0.28 | 1.45 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 2.31 | 3.66 | 1.45 | 4.07 | 14.18 |
Dividends
Dividend yield
Mar 24 granted a 2.10% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mar 24 | 2.10% | 2.05% | 2.13% | 1.77% | 1.75% | 2.18% | 2.39% | 2.01% | 2.20% | 2.19% | 2.08% | 1.79% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VXUS Vanguard Total International Stock ETF | 3.06% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
FLRG Fidelity U.S. Multifactor ETF | 1.24% | 1.39% | 1.62% | 1.36% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMHQ Invesco S&P MidCap Quality ETF | 5.13% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% | 1.25% | 1.11% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.01% | 2.79% | 2.09% | 1.64% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 0.00% | 0.00% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 6.60% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% | 0.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mar 24. 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 Mar 24 was 24.02%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current Mar 24 drawdown is 3.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.02% | Jan 4, 2022 | 195 | Oct 12, 2022 | 298 | Dec 19, 2023 | 493 |
| -6.44% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -4.88% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -4.83% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -4.78% | Nov 9, 2021 | 16 | Dec 1, 2021 | 17 | Dec 27, 2021 | 33 |
Volatility
Volatility Chart
The current Mar 24 volatility is 3.21%, 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
| VTEB | SHYG | VXUS | XMHQ | FLRG | IVV | VTI | |
|---|---|---|---|---|---|---|---|
| VTEB | 1.00 | 0.38 | 0.21 | 0.13 | 0.17 | 0.18 | 0.18 |
| SHYG | 0.38 | 1.00 | 0.69 | 0.67 | 0.70 | 0.73 | 0.74 |
| VXUS | 0.21 | 0.69 | 1.00 | 0.75 | 0.76 | 0.79 | 0.81 |
| XMHQ | 0.13 | 0.67 | 0.75 | 1.00 | 0.84 | 0.83 | 0.86 |
| FLRG | 0.17 | 0.70 | 0.76 | 0.84 | 1.00 | 0.96 | 0.95 |
| IVV | 0.18 | 0.73 | 0.79 | 0.83 | 0.96 | 1.00 | 0.99 |
| VTI | 0.18 | 0.74 | 0.81 | 0.86 | 0.95 | 0.99 | 1.00 |