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MDB 90/10 Tilted 3-Fund V1b

Last updated Mar 2, 2024

Asset Allocation


VGSH 10%VTI 55%DFAI 20%AVUV 15%BondBondEquityEquity
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

55%

DFAI
Dimensional International Core Equity Market ETF
Global Equities, Actively Managed

20%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

15%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MDB 90/10 Tilted 3-Fund V1b, 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


15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2024FebruaryMarch
42.63%
43.98%
MDB 90/10 Tilted 3-Fund V1b
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 18, 2020, corresponding to the inception date of DFAI

Returns


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%
MDB 90/10 Tilted 3-Fund V1b4.66%3.33%11.51%19.30%N/AN/A
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%13.89%11.99%
VGSH
Vanguard Short-Term Treasury ETF
0.09%-0.03%2.62%4.51%1.21%0.98%
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.88%9.44%10.49%N/AN/A
DFAI
Dimensional International Core Equity Market ETF
2.90%3.55%9.50%12.18%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.07%3.74%
2023-2.28%-3.88%-2.81%8.18%5.94%

Sharpe Ratio

The current MDB 90/10 Tilted 3-Fund V1b Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.77

The Sharpe ratio of MDB 90/10 Tilted 3-Fund V1b 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.77
2.44
MDB 90/10 Tilted 3-Fund V1b
Benchmark (^GSPC)
Portfolio components

Dividend yield

MDB 90/10 Tilted 3-Fund V1b granted a 1.86% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MDB 90/10 Tilted 3-Fund V1b1.86%1.90%1.84%1.34%1.16%1.26%1.30%1.05%1.14%1.16%1.02%0.99%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VGSH
Vanguard Short-Term Treasury ETF
3.58%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
DFAI
Dimensional International Core Equity Market ETF
2.57%2.64%2.72%2.06%0.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The MDB 90/10 Tilted 3-Fund V1b has an expense ratio of 0.09% 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%0.25%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

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
MDB 90/10 Tilted 3-Fund V1b
1.77
VTI
Vanguard Total Stock Market ETF
2.31
VGSH
Vanguard Short-Term Treasury ETF
1.70
AVUV
Avantis U.S. Small Cap Value ETF
0.56
DFAI
Dimensional International Core Equity Market ETF
1.06

Asset Correlations Table

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

VGSHAVUVDFAIVTI
VGSH1.000.000.110.07
AVUV0.001.000.740.78
DFAI0.110.741.000.81
VTI0.070.780.811.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
MDB 90/10 Tilted 3-Fund V1b
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MDB 90/10 Tilted 3-Fund V1b. 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 MDB 90/10 Tilted 3-Fund V1b was 22.61%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.61%Nov 9, 2021225Sep 30, 2022302Dec 13, 2023527
-3.75%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-3.75%May 10, 20213May 12, 202113Jun 1, 202116
-3.7%Jan 21, 20217Jan 29, 20214Feb 4, 202111
-3.69%Mar 16, 20217Mar 24, 20217Apr 5, 202114

Volatility Chart

The current MDB 90/10 Tilted 3-Fund V1b volatility is 3.19%, 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
3.19%
3.47%
MDB 90/10 Tilted 3-Fund V1b
Benchmark (^GSPC)
Portfolio components
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