test3
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test3, 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 Sep 20, 2018, corresponding to the inception date of ESGV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| test3 | 20.43% | 0.45% | 10.20% | 27.63% | 11.73% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.68% | -0.09% | 8.08% | 27.00% | 11.22% | 9.45% |
VGT Vanguard Information Technology ETF | 29.40% | 2.49% | 16.54% | 38.12% | 22.80% | 20.95% |
ESGV Vanguard ESG U.S. Stock ETF | 26.24% | 2.96% | 14.04% | 35.85% | 15.75% | N/A |
VPU Vanguard Utilities ETF | 26.77% | -1.82% | 9.65% | 31.25% | 7.44% | 9.15% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
Monthly Returns
The table below presents the monthly returns of test3, 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 | -0.02% | 2.98% | 3.03% | -2.98% | 5.63% | 1.73% | 2.15% | 2.31% | 2.90% | -1.48% | 20.43% | ||
| 2023 | 5.41% | -2.58% | 4.69% | 0.85% | 0.43% | 4.02% | 2.48% | -2.82% | -4.78% | -1.59% | 8.44% | 4.35% | 19.63% |
| 2022 | -5.00% | -2.67% | 3.03% | -7.63% | 0.71% | -6.35% | 7.58% | -3.34% | -9.25% | 4.35% | 5.96% | -4.19% | -17.04% |
| 2021 | -0.68% | -0.12% | 3.16% | 3.90% | -0.39% | 2.16% | 2.28% | 2.51% | -4.43% | 5.11% | -0.38% | 3.85% | 17.89% |
| 2020 | 2.14% | -6.12% | -9.50% | 8.80% | 4.87% | 1.95% | 5.23% | 4.33% | -2.37% | -0.82% | 7.63% | 3.29% | 19.30% |
| 2019 | 5.91% | 3.50% | 2.35% | 3.01% | -4.13% | 5.29% | 1.10% | 0.28% | 1.76% | 1.68% | 2.08% | 2.68% | 28.28% |
| 2018 | -0.14% | -4.67% | 1.42% | -5.22% | -8.49% |
Expense Ratio
test3 has an expense ratio of 0.08%, 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 test3 is 74, 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.68 | 16.69 |
VGT Vanguard Information Technology ETF | 1.98 | 2.54 | 1.35 | 2.72 | 9.82 |
ESGV Vanguard ESG U.S. Stock ETF | 2.88 | 3.81 | 1.53 | 4.18 | 17.65 |
VPU Vanguard Utilities ETF | 2.32 | 3.22 | 1.41 | 1.88 | 11.73 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
Dividends
Dividend yield
test3 provided a 2.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.00% | 2.09% | 2.02% | 1.62% | 1.80% | 2.05% | 2.03% | 1.76% | 1.88% | 1.99% | 1.87% | 1.93% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
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 test3. 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 test3 was 27.63%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current test3 drawdown is 0.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 31, 2020 | 114 |
| -23.3% | Dec 30, 2021 | 198 | Oct 12, 2022 | 324 | Jan 29, 2024 | 522 |
| -12.25% | Sep 24, 2018 | 64 | Dec 24, 2018 | 40 | Feb 22, 2019 | 104 |
| -7.28% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.72% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The current test3 volatility is 2.70%, 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
| BND | VPU | VGT | VT | ESGV | |
|---|---|---|---|---|---|
| BND | 1.00 | 0.22 | 0.08 | 0.07 | 0.08 |
| VPU | 0.22 | 1.00 | 0.27 | 0.42 | 0.41 |
| VGT | 0.08 | 0.27 | 1.00 | 0.87 | 0.93 |
| VT | 0.07 | 0.42 | 0.87 | 1.00 | 0.96 |
| ESGV | 0.08 | 0.41 | 0.93 | 0.96 | 1.00 |