Retirement
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 2% |
QQQ Invesco QQQ | Large Cap Blend Equities | 6% |
TSLA Tesla, Inc. | Consumer Cyclical | 3% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 66% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 23% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement, 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 Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Nov 15, 2024, the Retirement returned 21.09% Year-To-Date and 12.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Retirement | 21.09% | 2.12% | 11.57% | 29.12% | 15.64% | 12.76% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 25.21% | 2.68% | 13.00% | 33.95% | 14.97% | 12.80% |
VXUS Vanguard Total International Stock ETF | 6.19% | -4.06% | -1.01% | 13.19% | 5.31% | 4.92% |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.87% | 24.61% |
TSLA Tesla, Inc. | 25.23% | 41.72% | 77.98% | 28.14% | 67.88% | 33.87% |
QQQ Invesco QQQ | 24.75% | 3.63% | 12.88% | 32.82% | 21.02% | 18.32% |
Monthly Returns
The table below presents the monthly returns of Retirement, 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 | -0.36% | 4.67% | 2.58% | -3.56% | 4.60% | 2.77% | 2.38% | 1.82% | 2.82% | -1.77% | 21.09% | ||
| 2023 | 8.66% | -1.77% | 3.19% | 0.58% | 0.64% | 6.91% | 3.63% | -2.56% | -4.53% | -3.25% | 9.53% | 5.13% | 28.01% |
| 2022 | -5.54% | -2.88% | 3.10% | -9.11% | -0.35% | -8.28% | 9.09% | -4.10% | -9.31% | 6.16% | 6.32% | -5.83% | -20.76% |
| 2021 | 0.22% | 1.92% | 2.96% | 4.66% | 0.44% | 2.38% | 1.23% | 2.78% | -4.05% | 6.97% | -1.47% | 3.19% | 22.88% |
| 2020 | 1.14% | -7.15% | -14.33% | 13.16% | 5.51% | 4.25% | 6.54% | 9.71% | -4.17% | -2.41% | 12.89% | 5.79% | 30.72% |
| 2019 | 7.82% | 3.12% | 1.23% | 3.23% | -6.84% | 7.20% | 1.01% | -2.23% | 2.21% | 3.58% | 3.29% | 4.29% | 30.67% |
| 2018 | 5.68% | -3.74% | -2.46% | 0.72% | 1.92% | 0.73% | 2.62% | 2.50% | -0.24% | -6.75% | 1.45% | -8.07% | -6.37% |
| 2017 | 3.10% | 3.23% | 1.33% | 1.72% | 2.00% | 0.71% | 2.01% | 0.83% | 1.76% | 2.28% | 2.11% | 1.27% | 24.76% |
| 2016 | -6.21% | -0.66% | 7.81% | 0.60% | 1.06% | -0.38% | 4.59% | 0.05% | 0.69% | -2.06% | 2.36% | 2.30% | 9.92% |
| 2015 | -2.00% | 5.77% | -1.52% | 2.23% | 1.24% | -1.70% | 1.18% | -6.46% | -2.99% | 7.02% | 0.38% | -2.11% | 0.27% |
| 2014 | -3.06% | 6.17% | -0.35% | 0.50% | 2.27% | 2.85% | -1.80% | 4.07% | -2.92% | 2.09% | 2.07% | -1.42% | 10.47% |
| 2013 | 4.31% | 0.35% | 3.30% | 3.28% | 4.40% | -1.27% | 6.26% | -1.37% | 5.06% | 3.62% | 1.70% | 2.71% | 37.18% |
Expense Ratio
Retirement has an expense ratio of 0.05%, 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 Retirement is 49, 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 | 2.76 | 3.68 | 1.51 | 4.00 | 17.66 |
VXUS Vanguard Total International Stock ETF | 1.05 | 1.52 | 1.19 | 1.11 | 5.75 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.16 |
TSLA Tesla, Inc. | 0.51 | 1.21 | 1.14 | 0.48 | 1.36 |
QQQ Invesco QQQ | 1.91 | 2.55 | 1.35 | 2.43 | 8.85 |
Dividends
Dividend yield
Retirement provided a 1.58% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.74% | 1.87% | 1.55% | 1.48% | 1.94% | 2.17% | 1.83% | 2.04% | 2.06% | 2.06% | 1.87% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Retirement. 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 Retirement was 35.21%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Retirement drawdown is 1.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -26.99% | Jan 4, 2022 | 197 | Oct 14, 2022 | 296 | Dec 19, 2023 | 493 |
| -20.69% | May 2, 2011 | 108 | Oct 3, 2011 | 95 | Feb 17, 2012 | 203 |
| -18.73% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -17.91% | May 22, 2015 | 183 | Feb 11, 2016 | 123 | Aug 8, 2016 | 306 |
Volatility
Volatility Chart
The current Retirement volatility is 3.87%, 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
| TSLA | AAPL | VXUS | VTI | QQQ | |
|---|---|---|---|---|---|
| TSLA | 1.00 | 0.38 | 0.39 | 0.47 | 0.52 |
| AAPL | 0.38 | 1.00 | 0.49 | 0.61 | 0.74 |
| VXUS | 0.39 | 0.49 | 1.00 | 0.83 | 0.72 |
| VTI | 0.47 | 0.61 | 0.83 | 1.00 | 0.89 |
| QQQ | 0.52 | 0.74 | 0.72 | 0.89 | 1.00 |