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High Perfomance
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 48%IGOV 12%VTI 26%VEA 14%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

48%

IGOV
iShares International Treasury Bond ETF
International Government Bonds

12%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

14%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

26%

S&P 500

Performance

Performance Chart

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


100.00%200.00%300.00%400.00%500.00%NovemberDecember2024FebruaryMarchApril
149.54%
487.74%
High Perfomance
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 29, 2009, corresponding to the inception date of IGOV

Returns By Period

As of Apr 20, 2024, the High Perfomance returned -1.13% Year-To-Date and 4.16% 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%
High Perfomance-1.13%-3.32%10.16%5.71%3.70%4.16%
VEA
Vanguard FTSE Developed Markets ETF
0.49%-4.16%15.67%6.82%5.78%4.48%
IGOV
iShares International Treasury Bond ETF
-6.94%-3.20%4.31%-3.75%-4.45%-2.69%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.06%1.20%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.34%1.00%1.84%
2023-3.50%-2.03%6.61%4.56%

Expense Ratio

The High Perfomance has an expense ratio of 0.07% 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%0.35%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%
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.


High Perfomance
Sharpe ratio
The chart of Sharpe ratio for High Perfomance, currently valued at 0.78, compared to the broader market-1.000.001.002.003.004.000.78
Sortino ratio
The chart of Sortino ratio for High Perfomance, currently valued at 1.20, compared to the broader market-2.000.002.004.006.001.20
Omega ratio
The chart of Omega ratio for High Perfomance, currently valued at 1.14, compared to the broader market0.801.001.201.401.601.801.14
Calmar ratio
The chart of Calmar ratio for High Perfomance, currently valued at 0.35, compared to the broader market0.002.004.006.008.000.35
Martin ratio
The chart of Martin ratio for High Perfomance, currently valued at 2.11, compared to the broader market0.0010.0020.0030.0040.002.11
^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
VEA
Vanguard FTSE Developed Markets ETF
0.570.891.110.431.74
IGOV
iShares International Treasury Bond ETF
-0.37-0.460.95-0.10-0.67
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68

Sharpe Ratio

The current High Perfomance Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.78

The Sharpe ratio of High Perfomance is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.78
1.66
High Perfomance
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

High Perfomance granted a 2.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
High Perfomance2.47%2.30%2.10%1.75%1.72%2.22%2.39%2.08%2.22%2.19%2.46%2.31%
VEA
Vanguard FTSE Developed Markets ETF
3.42%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
IGOV
iShares International Treasury Bond ETF
0.00%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%1.32%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
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%

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
-7.48%
-5.46%
High Perfomance
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the High Perfomance. 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 High Perfomance was 22.18%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current High Perfomance drawdown is 7.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.18%Nov 10, 2021234Oct 14, 2022
-15.68%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-9.93%Feb 10, 200919Mar 9, 200923Apr 9, 200942
-8.07%Jan 29, 2018229Dec 24, 201858Mar 20, 2019287
-7.26%Jul 25, 201150Oct 3, 201183Feb 1, 2012133

Volatility

Volatility Chart

The current High Perfomance volatility is 1.83%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.83%
3.15%
High Perfomance
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.

BNDIGOVVTIVEA
BND1.000.42-0.15-0.11
IGOV0.421.000.130.32
VTI-0.150.131.000.84
VEA-0.110.320.841.00