(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 Quarterly
The earliest data available for this chart is Feb 15, 2018, corresponding to the inception date of VFQY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| (no name) | 10.80% | 2.42% | 7.92% | 23.32% | 7.40% | N/A |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 23.31% | 2.42% | 10.10% | 40.48% | 19.31% | 16.32% |
VFQY Vanguard U.S. Quality Factor ETF | 13.14% | 2.18% | 5.48% | 28.89% | 13.61% | N/A |
VOT Vanguard Mid-Cap Growth ETF | 10.10% | 2.86% | 3.48% | 25.22% | 10.73% | 10.43% |
VNQ Vanguard Real Estate ETF | 13.01% | 5.45% | 17.07% | 31.80% | 4.78% | 7.29% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.37% | 2.53% | 7.61% | 16.62% | -0.22% | 3.28% |
BLV Vanguard Long-Term Bond ETF | 4.51% | 2.05% | 7.58% | 14.86% | -1.74% | 2.40% |
VWELX Vanguard Wellington Fund Investor Shares | 12.70% | 1.19% | 7.13% | 22.42% | 8.82% | 8.49% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 7.56% | 1.23% | 6.40% | 14.85% | 4.78% | 5.57% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 6.27% | 1.62% | 5.81% | 13.93% | 3.88% | 4.54% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.71% | 1.95% | 2.14% | -4.35% | 3.25% | 1.57% | 2.86% | 2.24% | 10.80% | ||||
| 2023 | 6.70% | -3.38% | 2.25% | 0.39% | -1.25% | 4.28% | 1.85% | -1.85% | -4.57% | -3.01% | 9.00% | 6.19% | 16.69% |
| 2022 | -6.11% | -2.32% | 0.46% | -7.62% | -0.38% | -6.24% | 7.53% | -4.11% | -8.20% | 3.48% | 5.93% | -3.88% | -20.70% |
| 2021 | -0.84% | 0.83% | 1.15% | 3.75% | 0.41% | 2.96% | 2.23% | 1.52% | -3.45% | 4.39% | -0.77% | 2.58% | 15.50% |
| 2020 | 1.32% | -3.71% | -10.49% | 8.93% | 4.01% | 1.96% | 5.07% | 1.78% | -1.85% | -1.35% | 8.06% | 2.57% | 15.79% |
| 2019 | 6.71% | 2.04% | 2.44% | 1.81% | -2.13% | 4.34% | 1.17% | 1.56% | 0.42% | 1.13% | 1.65% | 1.43% | 24.76% |
| 2018 | -0.34% | 0.12% | -0.23% | 2.04% | 0.66% | 1.86% | 2.25% | -0.52% | -4.90% | 1.15% | -4.14% | -2.32% |
Expense Ratio
(no name) has an expense ratio of 0.13%, 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 (no name) is 44, 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 | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 2.22 | 2.89 | 1.39 | 2.41 | 11.07 |
VFQY Vanguard U.S. Quality Factor ETF | 1.83 | 2.56 | 1.32 | 1.73 | 10.66 |
VOT Vanguard Mid-Cap Growth ETF | 1.44 | 2.01 | 1.25 | 0.73 | 7.75 |
VNQ Vanguard Real Estate ETF | 1.42 | 2.06 | 1.26 | 0.76 | 5.70 |
VCLT Vanguard Long-Term Corporate Bond ETF | 1.27 | 1.84 | 1.22 | 0.48 | 4.24 |
BLV Vanguard Long-Term Bond ETF | 1.00 | 1.47 | 1.17 | 0.35 | 3.15 |
VWELX Vanguard Wellington Fund Investor Shares | 2.36 | 3.26 | 1.43 | 1.63 | 15.80 |
VWINX Vanguard Wellesley Income Fund Investor Shares | 1.83 | 2.66 | 1.37 | 1.14 | 9.38 |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 3.07 | 5.18 | 1.76 | 1.85 | 16.93 |
Dividends
Dividend yield
(no name) granted a 3.26% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| (no name) | 3.26% | 3.55% | 4.07% | 3.30% | 3.57% | 3.09% | 4.41% | 3.28% | 3.27% | 3.75% | 3.44% | 3.78% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
VFQY Vanguard U.S. Quality Factor ETF | 1.00% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOT Vanguard Mid-Cap Growth ETF | 0.56% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VNQ Vanguard Real Estate ETF | 3.64% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.71% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
BLV Vanguard Long-Term Bond ETF | 4.19% | 4.06% | 4.17% | 3.37% | 5.84% | 3.57% | 4.07% | 3.63% | 4.16% | 4.37% | 3.90% | 4.85% |
VWELX Vanguard Wellington Fund Investor Shares | 4.99% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 6.47% | 4.44% | 7.03% | 6.39% | 6.55% |
VWINX Vanguard Wellesley Income Fund Investor Shares | 3.92% | 4.73% | 7.67% | 6.03% | 4.30% | 3.94% | 7.56% | 4.00% | 4.00% | 5.60% | 4.92% | 5.79% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.88% | 5.69% | 5.11% | 4.13% | 4.62% | 5.24% | 5.93% | 5.28% | 5.43% | 5.91% | 5.59% | 5.79% |
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 26.10%, occurring on Oct 14, 2022. Recovery took 464 trading sessions.
The current (no name) drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.1% | Dec 28, 2021 | 202 | Oct 14, 2022 | 464 | Aug 21, 2024 | 666 |
| -25.98% | Feb 21, 2020 | 21 | Mar 20, 2020 | 85 | Jul 22, 2020 | 106 |
| -11.44% | Aug 30, 2018 | 80 | Dec 24, 2018 | 40 | Feb 22, 2019 | 120 |
| -5.78% | Sep 3, 2020 | 15 | Sep 24, 2020 | 32 | Nov 9, 2020 | 47 |
| -4.71% | Feb 16, 2021 | 13 | Mar 4, 2021 | 22 | Apr 6, 2021 | 35 |
Volatility
Volatility Chart
The current (no name) volatility is 2.38%, 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
| BLV | VCLT | VWEHX | VNQ | VFQY | VONG | VOT | VWINX | VWELX | |
|---|---|---|---|---|---|---|---|---|---|
| BLV | 1.00 | 0.93 | 0.27 | 0.21 | -0.00 | 0.09 | 0.11 | 0.46 | 0.18 |
| VCLT | 0.93 | 1.00 | 0.36 | 0.32 | 0.16 | 0.24 | 0.26 | 0.58 | 0.34 |
| VWEHX | 0.27 | 0.36 | 1.00 | 0.39 | 0.46 | 0.43 | 0.46 | 0.54 | 0.52 |
| VNQ | 0.21 | 0.32 | 0.39 | 1.00 | 0.63 | 0.55 | 0.64 | 0.68 | 0.66 |
| VFQY | -0.00 | 0.16 | 0.46 | 0.63 | 1.00 | 0.79 | 0.87 | 0.68 | 0.84 |
| VONG | 0.09 | 0.24 | 0.43 | 0.55 | 0.79 | 1.00 | 0.90 | 0.59 | 0.88 |
| VOT | 0.11 | 0.26 | 0.46 | 0.64 | 0.87 | 0.90 | 1.00 | 0.64 | 0.84 |
| VWINX | 0.46 | 0.58 | 0.54 | 0.68 | 0.68 | 0.59 | 0.64 | 1.00 | 0.82 |
| VWELX | 0.18 | 0.34 | 0.52 | 0.66 | 0.84 | 0.88 | 0.84 | 0.82 | 1.00 |