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Boggle

Last updated Mar 2, 2024

Sample Bogglehead

Asset Allocation


VTEB 5%VTI 95%BondBondEquityEquity
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds

5%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

95%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Boggle, 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


120.00%140.00%160.00%180.00%200.00%OctoberNovemberDecember2024FebruaryMarch
193.19%
175.06%
Boggle
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 25, 2015, corresponding to the inception date of VTEB

Returns


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%
Boggle7.07%3.78%13.84%26.06%13.68%N/A
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%14.25%11.99%
VTEB
Vanguard Tax-Exempt Bond ETF
-0.20%0.22%4.33%5.58%1.93%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.05%5.04%
2023-1.89%-4.69%-2.57%9.23%5.16%

Sharpe Ratio

The current Boggle Sharpe ratio is 2.32. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.32

The Sharpe ratio of Boggle 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
2.32
2.44
Boggle
Benchmark (^GSPC)
Portfolio components

Dividend yield

Boggle granted a 1.42% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Boggle1.42%1.51%1.69%1.24%1.45%1.80%2.05%1.72%1.91%1.91%1.68%1.66%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VTEB
Vanguard Tax-Exempt Bond ETF
2.87%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%

Expense Ratio

The Boggle has an expense ratio of 0.03% 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%0.05%
0.50%1.00%1.50%2.00%0.03%

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
Boggle
2.32
VTI
Vanguard Total Stock Market ETF
2.31
VTEB
Vanguard Tax-Exempt Bond ETF
1.31

Asset Correlations Table

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

VTEBVTI
VTEB1.00-0.02
VTI-0.021.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Boggle
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Boggle. 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 Boggle was 33.79%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.79%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.62%Dec 28, 2021200Oct 12, 2022298Dec 19, 2023498
-18.97%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-13.17%Dec 2, 201549Feb 11, 201646Apr 19, 201695
-9.41%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility Chart

The current Boggle volatility is 3.44%, 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
3.44%
3.47%
Boggle
Benchmark (^GSPC)
Portfolio components
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