(no name)
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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 every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VIOV
Returns By Period
As of Apr 19, 2025, the (no name) returned 0.19% Year-To-Date and 3.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| (no name) | -3.55% | -4.30% | -5.56% | 6.51% | 6.24% | 4.57% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -10.40% | -7.07% | -9.83% | 6.09% | 14.30% | 10.94% |
VEA Vanguard FTSE Developed Markets ETF | 6.62% | -3.78% | -0.16% | 9.50% | 11.05% | 5.18% |
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -7.11% | -7.19% | 8.98% | 7.24% | 2.89% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -18.78% | -11.81% | -19.02% | -5.45% | 12.81% | 5.75% |
VNQ Vanguard Real Estate ETF | -1.51% | -3.95% | -9.16% | 15.03% | 6.68% | 4.71% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.60% | 1.65% | 7.53% | -0.96% | 1.19% |
SCHP Schwab U.S. TIPS ETF | 2.76% | -0.46% | 0.77% | 6.57% | 1.66% | 2.22% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.02% | 0.08% | -2.23% | -3.38% | -3.55% | ||||||||
| 2024 | -0.90% | 1.80% | 2.15% | -3.43% | 3.32% | 1.02% | 3.44% | 1.58% | 1.97% | -2.15% | 3.46% | -3.15% | 9.11% |
| 2023 | 6.10% | -2.84% | 1.41% | 0.49% | -1.62% | 3.36% | 2.43% | -2.27% | -3.67% | -2.47% | 6.72% | 5.24% | 12.84% |
| 2022 | -3.68% | -1.19% | 0.02% | -5.28% | 0.02% | -5.32% | 5.32% | -3.54% | -7.82% | 3.97% | 5.18% | -3.25% | -15.40% |
| 2021 | 0.57% | 1.62% | 1.59% | 2.71% | 1.30% | 0.84% | 0.54% | 1.25% | -2.63% | 2.81% | -1.26% | 2.59% | 12.45% |
| 2020 | -0.28% | -3.31% | -8.22% | 5.49% | 2.29% | 1.88% | 2.98% | 2.59% | -1.59% | -0.91% | 6.76% | 3.09% | 10.31% |
| 2019 | 5.30% | 1.21% | 1.28% | 1.60% | -2.34% | 3.53% | 0.19% | 0.08% | 0.95% | 1.35% | 0.97% | 1.77% | 16.89% |
| 2018 | 1.47% | -2.90% | 0.24% | -0.07% | 1.20% | 0.04% | 1.30% | 0.93% | -0.86% | -4.42% | 1.55% | -3.63% | -5.26% |
| 2017 | 1.22% | 1.48% | 0.31% | 0.92% | 0.55% | 0.45% | 1.40% | 0.45% | 0.98% | 0.74% | 1.02% | 0.82% | 10.83% |
| 2016 | -1.60% | 0.28% | 4.41% | 0.38% | 0.00% | 1.86% | 2.26% | -0.40% | 0.57% | -1.77% | 0.00% | 1.07% | 7.13% |
| 2015 | 1.06% | 1.25% | -0.10% | 0.60% | -0.27% | -1.51% | 0.42% | -3.45% | -0.80% | 2.93% | -0.15% | -1.17% | -1.33% |
| 2014 | -0.81% | 2.46% | 0.17% | 0.70% | 1.68% | 1.15% | -1.01% | 1.99% | -2.91% | 2.24% | 0.79% | -0.68% | 5.76% |
Expense Ratio
(no name) has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 82, (no name) is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VEA Vanguard FTSE Developed Markets ETF | 0.55 | 0.89 | 1.12 | 0.70 | 2.13 |
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
VIOV Vanguard S&P Small-Cap 600 Value ETF | -0.23 | -0.17 | 0.98 | -0.19 | -0.66 |
VNQ Vanguard Real Estate ETF | 0.79 | 1.17 | 1.15 | 0.55 | 2.79 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
SCHP Schwab U.S. TIPS ETF | 1.47 | 2.07 | 1.26 | 0.63 | 4.42 |
Dividends
Dividend yield
(no name) provided a 3.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.13% | 2.81% | 3.29% | 2.46% | 1.92% | 2.35% | 2.50% | 2.01% | 2.00% | 1.81% | 1.95% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VEA Vanguard FTSE Developed Markets ETF | 3.07% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VWO Vanguard FTSE Emerging Markets ETF | 3.27% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.31% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% |
VNQ Vanguard Real Estate ETF | 4.18% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
SCHP Schwab U.S. TIPS ETF | 3.21% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
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 (no name). 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 (no name) was 20.83%, occurring on Oct 14, 2022. Recovery took 434 trading sessions.
The current (no name) drawdown is 3.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.83% | Nov 10, 2021 | 234 | Oct 14, 2022 | 434 | Jul 10, 2024 | 668 |
| -19.1% | Feb 18, 2020 | 22 | Mar 18, 2020 | 102 | Aug 12, 2020 | 124 |
| -10.82% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -10.01% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -9.17% | Apr 27, 2015 | 186 | Jan 20, 2016 | 114 | Jul 1, 2016 | 300 |
Volatility
Volatility Chart
The current (no name) volatility is 7.54%, 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
| SCHP | VGIT | VNQ | VWO | VIOV | VEA | VTI | |
|---|---|---|---|---|---|---|---|
| SCHP | 1.00 | 0.75 | 0.11 | -0.03 | -0.08 | -0.03 | -0.08 |
| VGIT | 0.75 | 1.00 | 0.04 | -0.16 | -0.21 | -0.17 | -0.22 |
| VNQ | 0.11 | 0.04 | 1.00 | 0.47 | 0.58 | 0.57 | 0.64 |
| VWO | -0.03 | -0.16 | 0.47 | 1.00 | 0.57 | 0.81 | 0.71 |
| VIOV | -0.08 | -0.21 | 0.58 | 0.57 | 1.00 | 0.68 | 0.78 |
| VEA | -0.03 | -0.17 | 0.57 | 0.81 | 0.68 | 1.00 | 0.83 |
| VTI | -0.08 | -0.22 | 0.64 | 0.71 | 0.78 | 0.83 | 1.00 |