90% Mutual
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VSIGX
Returns By Period
As of Jul 25, 2024, the 90% Mutual returned 7.49% Year-To-Date and 7.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 90% Mutual | 7.48% | 1.38% | 7.99% | 11.91% | 8.46% | 7.73% |
| Portfolio components: | ||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 14.04% | -1.36% | 11.14% | 20.73% | 14.11% | 12.65% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 6.62% | 1.92% | 7.51% | 10.94% | 9.20% | 9.36% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 7.70% | 5.41% | 9.23% | 13.27% | 8.96% | 8.91% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 5.13% | 0.82% | 6.38% | 8.70% | 6.73% | 4.64% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 6.42% | -0.77% | 8.90% | 7.01% | 3.46% | 2.57% |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 0.74% | 1.12% | 1.56% | 4.19% | -0.01% | 1.19% |
Monthly Returns
The table below presents the monthly returns of 90% Mutual, 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 | -1.07% | 4.03% | 3.29% | -3.84% | 3.60% | 0.29% | 7.48% | ||||||
| 2023 | 7.62% | -3.03% | 0.83% | 0.44% | -1.92% | 5.93% | 3.55% | -3.19% | -4.18% | -3.67% | 8.43% | 6.13% | 16.92% |
| 2022 | -5.10% | -1.63% | 1.02% | -7.10% | 0.45% | -7.82% | 7.04% | -3.32% | -9.07% | 6.05% | 7.47% | -4.14% | -16.60% |
| 2021 | 0.15% | 3.37% | 1.97% | 3.73% | 1.25% | 1.04% | 0.05% | 2.12% | -3.51% | 4.36% | -2.73% | 3.48% | 16.00% |
| 2020 | -1.30% | -6.79% | -14.87% | 10.82% | 5.37% | 2.69% | 4.74% | 4.15% | -2.29% | -0.76% | 11.88% | 4.92% | 16.60% |
| 2019 | 8.47% | 2.97% | 0.89% | 3.06% | -5.46% | 6.03% | 0.27% | -2.18% | 1.73% | 2.04% | 2.46% | 2.90% | 24.96% |
| 2018 | 4.26% | -3.95% | -0.47% | 0.14% | 1.33% | -0.24% | 2.38% | 1.37% | -0.35% | -7.52% | 1.93% | -7.09% | -8.60% |
| 2017 | 2.55% | 2.45% | 0.83% | 1.29% | 1.10% | 0.85% | 2.14% | 0.19% | 2.03% | 1.68% | 2.02% | 1.18% | 19.88% |
| 2016 | -5.53% | -0.20% | 7.29% | 1.08% | 0.67% | 0.33% | 4.04% | 0.39% | 0.60% | -2.28% | 2.36% | 1.39% | 10.06% |
| 2015 | -0.90% | 4.88% | -0.39% | 1.34% | 0.46% | -1.80% | 0.26% | -5.76% | -3.10% | 5.90% | -0.07% | -2.32% | -2.05% |
| 2014 | -3.04% | 4.63% | 0.26% | -0.08% | 1.97% | 2.50% | -2.11% | 3.25% | -3.61% | 2.31% | 1.31% | -0.96% | 6.24% |
| 2013 | 4.54% | 0.45% | 2.79% | 2.00% | 0.39% | -2.00% | 4.65% | -2.41% | 5.04% | 3.41% | 1.49% | 1.73% | 24.08% |
Expense Ratio
90% Mutual has an expense ratio of 0.06%, 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 90% Mutual is 20, indicating that it is in the bottom 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.72 | 2.42 | 1.30 | 1.71 | 6.84 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 0.76 | 1.15 | 1.13 | 0.43 | 2.05 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 0.73 | 1.16 | 1.13 | 0.51 | 2.13 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.70 | 1.08 | 1.13 | 0.50 | 2.02 |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 0.59 | 0.91 | 1.11 | 0.25 | 1.45 |
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 0.70 | 1.05 | 1.12 | 0.24 | 2.18 |
Dividends
Dividend yield
90% Mutual granted a 2.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90% Mutual | 2.18% | 2.15% | 2.11% | 1.77% | 1.64% | 2.09% | 2.26% | 1.85% | 2.02% | 2.09% | 2.09% | 1.83% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.33% | 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 | 1.56% | 1.51% | 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 | 1.46% | 1.56% | 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 | 3.34% | 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 | 3.16% | 3.46% | 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 | 3.20% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.69% | 1.70% | 1.56% | 1.64% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -25.14% | Nov 9, 2021 | 235 | Oct 14, 2022 | 349 | Mar 7, 2024 | 584 |
| -21.96% | May 2, 2011 | 108 | Oct 3, 2011 | 238 | Sep 13, 2012 | 346 |
| -18.29% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -17.66% | Jan 29, 2018 | 229 | Dec 24, 2018 | 85 | Apr 29, 2019 | 314 |
Volatility
Volatility Chart
The current 90% Mutual volatility is 3.13%, 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
| VSIGX | VEMAX | VTMGX | VSMAX | VFIAX | VIMAX | |
|---|---|---|---|---|---|---|
| VSIGX | 1.00 | -0.21 | -0.19 | -0.25 | -0.26 | -0.24 |
| VEMAX | -0.21 | 1.00 | 0.78 | 0.66 | 0.70 | 0.69 |
| VTMGX | -0.19 | 0.78 | 1.00 | 0.76 | 0.82 | 0.80 |
| VSMAX | -0.25 | 0.66 | 0.76 | 1.00 | 0.88 | 0.96 |
| VFIAX | -0.26 | 0.70 | 0.82 | 0.88 | 1.00 | 0.94 |
| VIMAX | -0.24 | 0.69 | 0.80 | 0.96 | 0.94 | 1.00 |