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90% Mutual

Last updated Mar 2, 2024

Asset Allocation


VSIGX 10%VFIAX 20%VIMAX 20%VSMAX 20%VTMGX 20%VEMAX 10%BondBondEquityEquity
PositionCategory/SectorWeight
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
Government Bonds

10%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

20%

VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Mid Cap Blend Equities

20%

VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities

20%

VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
Large Cap Growth Equities, Foreign Large Cap Equities

20%

VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
Emerging Markets Equities

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 90% Mutual, 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%OctoberNovemberDecember2024FebruaryMarch
258.54%
364.37%
90% Mutual
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VSIGX

Returns

As of Mar 2, 2024, the 90% Mutual returned 3.43% Year-To-Date and 7.73% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
90% Mutual3.43%3.77%9.70%14.02%8.89%7.71%
VFIAX
Vanguard 500 Index Fund Admiral Shares
7.96%3.75%14.62%28.97%14.89%12.66%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
3.60%4.32%10.65%12.54%10.51%9.40%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
2.62%5.29%9.97%11.62%9.08%8.39%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.66%3.54%9.68%12.70%6.89%4.65%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
1.61%4.63%4.64%6.25%2.85%3.48%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
-0.97%-0.60%2.53%3.76%0.51%1.12%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.36%4.03%
2023-3.19%-4.18%-3.67%8.43%6.44%

Sharpe Ratio

The current 90% Mutual Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.36

The Sharpe ratio of 90% Mutual 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.36
2.44
90% Mutual
Benchmark (^GSPC)
Portfolio components

Dividend yield

90% Mutual granted a 2.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
90% Mutual2.10%2.14%2.11%1.77%1.64%2.09%2.26%1.85%2.02%2.09%2.09%1.83%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.34%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.45%1.50%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.50%1.54%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.06%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%3.70%2.61%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
3.42%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%2.86%2.76%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
2.87%2.70%1.71%1.66%2.21%2.21%2.05%1.67%1.69%1.70%1.56%1.64%

Expense Ratio

The 90% Mutual has an expense ratio of 0.06% 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%0.14%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
90% Mutual
1.36
VFIAX
Vanguard 500 Index Fund Admiral Shares
2.60
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.06
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.75
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
1.12
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
0.60
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
0.60

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VSIGXVEMAXVTMGXVSMAXVFIAXVIMAX
VSIGX1.00-0.22-0.20-0.27-0.28-0.26
VEMAX-0.221.000.790.670.710.70
VTMGX-0.200.791.000.760.820.80
VSMAX-0.270.670.761.000.890.96
VFIAX-0.280.710.820.891.000.94
VIMAX-0.260.700.800.960.941.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.47%
0
90% Mutual
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 90% Mutual. 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 90% Mutual was 32.42%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current 90% Mutual drawdown is 0.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.42%Feb 20, 202023Mar 23, 2020111Aug 28, 2020134
-25.14%Nov 9, 2021235Oct 14, 2022
-21.96%May 2, 2011108Oct 3, 2011238Sep 13, 2012346
-18.29%May 22, 2015183Feb 11, 2016143Sep 6, 2016326
-17.66%Jan 29, 2018229Dec 24, 201885Apr 29, 2019314

Volatility Chart

The current 90% Mutual volatility is 3.16%, 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%OctoberNovemberDecember2024FebruaryMarch
3.16%
3.47%
90% Mutual
Benchmark (^GSPC)
Portfolio components
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