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Dad's IRA rebalanced

Last updated Mar 2, 2024

Asset Allocation


VCIT 25%VCSH 10%SCHO 5%VUG 25%VIG 20%VTV 15%BondBondEquityEquity
PositionCategory/SectorWeight
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Corporate Bonds

25%

VCSH
Vanguard Short-Term Corporate Bond ETF
Corporate Bonds

10%

SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds

5%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

25%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

20%

VTV
Vanguard Value ETF
Large Cap Value Equities

15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Dad's IRA rebalanced, 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


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
248.56%
358.00%
Dad's IRA rebalanced
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2010, corresponding to the inception date of SCHO

Returns

As of Mar 2, 2024, the Dad's IRA rebalanced returned 4.16% Year-To-Date and 8.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dad's IRA rebalanced4.16%1.98%10.23%19.20%9.92%8.66%
VIG
Vanguard Dividend Appreciation ETF
5.23%2.84%10.82%18.73%12.88%11.27%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.69%14.82%
VTV
Vanguard Value ETF
4.91%3.04%10.36%13.49%10.90%10.13%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.10%-0.03%2.62%4.52%1.19%0.98%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.99%-0.60%5.02%6.83%1.99%2.78%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.12%-0.09%3.82%5.95%1.98%1.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.95%2.54%
2023-1.16%-3.52%-1.54%7.17%3.96%

Sharpe Ratio

The current Dad's IRA rebalanced Sharpe ratio is 2.68. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.68

The Sharpe ratio of Dad's IRA rebalanced lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.68
2.44
Dad's IRA rebalanced
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dad's IRA rebalanced granted a 2.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dad's IRA rebalanced2.35%2.32%1.97%1.67%1.86%2.20%2.41%2.09%2.22%2.26%2.09%2.22%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VTV
Vanguard Value ETF
2.34%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.03%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%0.29%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
3.92%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%3.34%4.00%
VCSH
Vanguard Short-Term Corporate Bond ETF
3.27%3.09%2.01%1.81%2.27%2.87%2.65%2.26%2.10%2.08%2.01%2.05%

Expense Ratio

The Dad's IRA rebalanced has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Dad's IRA rebalanced
2.68
VIG
Vanguard Dividend Appreciation ETF
2.00
VUG
Vanguard Growth ETF
3.17
VTV
Vanguard Value ETF
1.37
SCHO
Schwab Short-Term U.S. Treasury ETF
1.71
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
1.04
VCSH
Vanguard Short-Term Corporate Bond ETF
1.95

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VCITVCSHSCHOVUGVTVVIG
VCIT1.000.760.620.05-0.030.02
VCSH0.761.000.640.110.040.09
SCHO0.620.641.00-0.14-0.20-0.15
VUG0.050.11-0.141.000.770.86
VTV-0.030.04-0.200.771.000.92
VIG0.020.09-0.150.860.921.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dad's IRA rebalanced
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dad's IRA rebalanced. 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 Dad's IRA rebalanced was 23.37%, occurring on Mar 20, 2020. Recovery took 80 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.37%Feb 20, 202022Mar 20, 202080Jul 15, 2020102
-20.51%Dec 30, 2021200Oct 14, 2022300Dec 26, 2023500
-11.39%Sep 21, 201865Dec 24, 201853Mar 13, 2019118
-11.09%Jul 8, 201161Oct 3, 201173Jan 18, 2012134
-7.49%Apr 27, 201585Aug 25, 2015148Mar 29, 2016233

Volatility Chart

The current Dad's IRA rebalanced volatility is 2.32%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.32%
3.47%
Dad's IRA rebalanced
Benchmark (^GSPC)
Portfolio components
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