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LP3Fund1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTI 60%VUG 20%VYM 20%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

20%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LP3Fund1, 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


200.00%250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
407.32%
254.86%
LP3Fund1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 16, 2006, corresponding to the inception date of VYM

Returns By Period

As of Apr 20, 2024, the LP3Fund1 returned 3.91% Year-To-Date and 11.85% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
LP3Fund13.91%-4.99%18.40%21.31%12.38%11.87%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.43%14.33%
VYM
Vanguard High Dividend Yield ETF
4.44%-2.64%16.34%11.81%9.08%9.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.25%5.12%3.29%
2023-4.70%-2.49%9.23%5.16%

Expense Ratio

The LP3Fund1 has an expense ratio of 0.04% 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%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


LP3Fund1
Sharpe ratio
The chart of Sharpe ratio for LP3Fund1, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.001.74
Sortino ratio
The chart of Sortino ratio for LP3Fund1, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for LP3Fund1, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for LP3Fund1, currently valued at 1.40, compared to the broader market0.002.004.006.008.001.40
Martin ratio
The chart of Martin ratio for LP3Fund1, currently valued at 6.86, compared to the broader market0.0010.0020.0030.0040.006.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
VUG
Vanguard Growth ETF
1.912.681.331.219.75
VYM
Vanguard High Dividend Yield ETF
1.011.521.181.123.33

Sharpe Ratio

The current LP3Fund1 Sharpe ratio is 1.74. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.74

The Sharpe ratio of LP3Fund1 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.74
1.66
LP3Fund1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LP3Fund1 granted a 1.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LP3Fund11.57%1.60%1.74%1.38%1.62%1.86%2.17%1.81%2.01%2.09%1.85%1.85%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VYM
Vanguard High Dividend Yield ETF
2.95%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.48%
-5.46%
LP3Fund1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LP3Fund1. 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 LP3Fund1 was 54.64%, occurring on Mar 9, 2009. Recovery took 738 trading sessions.

The current LP3Fund1 drawdown is 5.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.64%Oct 10, 2007355Mar 9, 2009738Feb 9, 20121093
-34.25%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.84%Jan 4, 2022195Oct 12, 2022295Dec 14, 2023490
-19.55%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-13.72%May 22, 2015183Feb 11, 201674May 27, 2016257

Volatility

Volatility Chart

The current LP3Fund1 volatility is 3.11%, 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%NovemberDecember2024FebruaryMarchApril
3.11%
3.15%
LP3Fund1
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.

VYMVUGVTI
VYM1.000.790.91
VUG0.791.000.95
VTI0.910.951.00