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Phase 1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VBR 25%VXUS 17%VTV 12.5%VUG 12.5%VO 12.5%VOE 12.5%VSS 8%EquityEquity
PositionCategory/SectorWeight
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities
25%
VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities
12.50%
VOE
Vanguard Mid-Cap Value ETF
Mid Cap Blend Equities
12.50%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Foreign Small & Mid Cap Equities
8%
VTV
Vanguard Value ETF
Large Cap Value Equities
12.50%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
12.50%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities
17%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Phase 1, 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


240.00%260.00%280.00%300.00%320.00%340.00%360.00%MayJuneJulyAugustSeptemberOctober
279.40%
355.60%
Phase 1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Oct 12, 2024, the Phase 1 returned 16.14% Year-To-Date and 10.25% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
21.91%4.70%13.50%33.69%14.40%11.99%
Phase 116.14%3.19%12.33%31.17%11.75%10.27%
VTV
Vanguard Value ETF
20.06%3.39%14.13%31.64%12.55%11.55%
VUG
Vanguard Growth ETF
25.53%3.62%14.18%40.55%18.98%16.40%
VO
Vanguard Mid-Cap ETF
16.36%4.46%12.37%31.69%11.59%10.96%
VOE
Vanguard Mid-Cap Value ETF
17.26%2.52%13.49%32.25%10.97%10.08%
VXUS
Vanguard Total International Stock ETF
12.39%2.88%10.39%24.55%7.22%6.00%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
8.98%1.90%9.52%22.91%6.42%5.55%
VBR
Vanguard Small-Cap Value ETF
13.28%3.17%11.60%32.08%11.80%9.95%

Monthly Returns

The table below presents the monthly returns of Phase 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.17%4.08%4.22%-4.20%4.00%-0.20%4.51%1.86%2.23%16.14%
20237.98%-2.90%-0.52%0.54%-2.57%7.23%4.17%-3.28%-4.44%-3.77%8.94%6.69%18.00%
2022-4.68%-1.13%2.00%-7.11%1.02%-9.31%7.95%-3.47%-9.77%8.17%7.37%-4.61%-14.78%
20210.18%5.28%4.01%4.28%1.82%0.26%0.21%2.42%-3.72%4.96%-2.71%4.43%23.08%
2020-1.88%-8.71%-18.76%12.07%5.24%2.45%4.83%4.94%-2.69%-0.37%13.84%5.19%12.30%
20199.25%3.25%0.30%3.57%-6.61%6.70%0.36%-3.15%2.90%2.06%2.65%3.20%26.26%
20184.24%-4.43%-0.53%0.32%1.70%-0.05%2.74%1.26%-0.52%-8.20%2.03%-8.92%-10.79%
20172.39%2.65%0.58%1.15%0.57%1.15%2.06%-0.33%2.83%1.55%2.53%1.41%20.12%
2016-6.21%0.29%7.94%1.41%1.00%-0.18%4.37%0.39%0.71%-2.44%4.27%1.88%13.53%
2015-2.07%5.77%-0.29%0.96%0.81%-2.02%0.23%-5.64%-3.30%6.71%0.32%-2.82%-2.00%
2014-3.29%5.40%0.60%0.07%1.97%2.84%-2.71%3.66%-3.94%2.54%1.44%-0.27%8.14%
20135.34%0.81%3.59%1.72%1.00%-1.98%5.70%-2.84%5.16%3.98%2.03%2.54%30.15%

Expense Ratio

Phase 1 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.


Expense ratio chart for VOE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VO: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Phase 1 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.


The Risk-Adjusted Performance Rank of Phase 1 is 3838
Combined Rank
The Sharpe Ratio Rank of Phase 1 is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of Phase 1 is 3838Sortino Ratio Rank
The Omega Ratio Rank of Phase 1 is 3636Omega Ratio Rank
The Calmar Ratio Rank of Phase 1 is 3333Calmar Ratio Rank
The Martin Ratio Rank of Phase 1 is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Phase 1
Sharpe ratio
The chart of Sharpe ratio for Phase 1, currently valued at 2.25, compared to the broader market0.002.004.002.25
Sortino ratio
The chart of Sortino ratio for Phase 1, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for Phase 1, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Phase 1, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.0012.001.82
Martin ratio
The chart of Martin ratio for Phase 1, currently valued at 14.42, compared to the broader market0.0010.0020.0030.0040.0050.0014.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.002.004.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market0.801.001.201.401.601.801.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.0012.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.0010.0020.0030.0040.0050.0016.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTV
Vanguard Value ETF
2.984.091.533.1418.59
VUG
Vanguard Growth ETF
2.252.941.402.0511.25
VO
Vanguard Mid-Cap ETF
2.233.101.391.2912.75
VOE
Vanguard Mid-Cap Value ETF
2.393.341.411.8914.39
VXUS
Vanguard Total International Stock ETF
1.742.481.311.2311.44
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
1.492.111.270.809.35
VBR
Vanguard Small-Cap Value ETF
1.662.381.291.799.22

Sharpe Ratio

The current Phase 1 Sharpe ratio is 2.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.12 to 2.90, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Phase 1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.50MayJuneJulyAugustSeptemberOctober
2.25
2.63
Phase 1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Phase 1 granted a 2.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Phase 12.04%2.19%2.10%1.87%1.81%2.17%2.43%1.97%2.07%2.12%2.03%1.91%
VTV
Vanguard Value ETF
2.25%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VUG
Vanguard Growth ETF
0.50%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VO
Vanguard Mid-Cap ETF
1.87%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VOE
Vanguard Mid-Cap Value ETF
2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.92%2.05%1.67%1.53%
VXUS
Vanguard Total International Stock ETF
2.85%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
2.79%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%
VBR
Vanguard Small-Cap Value ETF
1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
Phase 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Phase 1. 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 Phase 1 was 38.72%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.72%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-24.85%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-23.98%Nov 17, 2021219Sep 30, 2022341Feb 9, 2024560
-20.34%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441
-19.11%May 22, 2015183Feb 11, 2016126Aug 11, 2016309

Volatility

Volatility Chart

The current Phase 1 volatility is 2.99%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.99%
2.82%
Phase 1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VUGVSSVXUSVBRVTVVOEVO
VUG1.000.750.770.740.760.760.87
VSS0.751.000.950.760.770.780.80
VXUS0.770.951.000.760.800.790.81
VBR0.740.760.761.000.890.950.92
VTV0.760.770.800.891.000.950.90
VOE0.760.780.790.950.951.000.95
VO0.870.800.810.920.900.951.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011