Pension
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VNRT.AS Vanguard FTSE North America UCITS ETF | Large Cap Blend Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Pension, 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 30, 2014, corresponding to the inception date of VNRT.AS
Returns By Period
As of Nov 13, 2024, the Pension returned 26.98% Year-To-Date and 12.37% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Pension | 26.85% | 2.74% | 13.95% | 34.41% | 14.92% | 12.35% |
| Portfolio components: | ||||||
VNRT.AS Vanguard FTSE North America UCITS ETF | 26.85% | 2.74% | 13.95% | 34.41% | 14.92% | 12.35% |
Monthly Returns
The table below presents the monthly returns of Pension, 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 | 2.34% | 4.25% | 3.27% | -3.29% | 2.65% | 5.38% | 0.88% | 0.71% | 3.25% | 0.43% | 26.85% | ||
| 2023 | 5.51% | -1.91% | 2.09% | 2.07% | 1.11% | 6.35% | 3.19% | -1.10% | -4.34% | -3.32% | 9.16% | 5.05% | 25.52% |
| 2022 | -6.66% | -2.12% | 4.59% | -7.85% | -2.49% | -8.16% | 8.23% | -2.80% | -7.68% | 5.52% | 3.02% | -3.41% | -19.59% |
| 2021 | 0.40% | 2.90% | 3.51% | 5.13% | 0.59% | 2.66% | 2.31% | 2.89% | -4.01% | 5.98% | -0.24% | 3.70% | 28.62% |
| 2020 | 1.16% | -9.46% | -10.02% | 10.42% | 3.57% | 2.54% | 5.58% | 8.45% | -3.46% | -3.05% | 10.91% | 3.71% | 19.12% |
| 2019 | 7.73% | 3.61% | 1.29% | 3.96% | -5.29% | 5.80% | 2.37% | -2.45% | 2.09% | 1.69% | 4.06% | 2.33% | 30.02% |
| 2018 | 5.15% | -3.01% | -3.61% | 1.82% | 1.86% | 0.88% | 2.50% | 2.96% | 0.74% | -7.00% | 0.99% | -7.96% | -5.49% |
| 2017 | 1.73% | 3.90% | 0.18% | 0.96% | 1.00% | 1.15% | 2.52% | -0.22% | 1.96% | 2.36% | 2.55% | 1.75% | 21.66% |
| 2016 | -7.54% | 2.30% | 5.77% | 0.26% | 1.93% | -0.53% | 4.47% | 0.04% | 0.29% | -1.52% | 3.71% | 1.25% | 10.24% |
| 2015 | -19.62% | 5.42% | -1.29% | 1.75% | 0.02% | -2.11% | 1.56% | -5.61% | -3.36% | 8.55% | 0.01% | -0.67% | -16.77% |
| 2014 | -19.41% | 3.14% | 19.50% | -0.68% |
Expense Ratio
Pension has an expense ratio of 0.10%, 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 risk-adjusted rank of Pension is 83, placing it in the top 17% 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 | |
|---|---|---|---|---|---|
VNRT.AS Vanguard FTSE North America UCITS ETF | 3.07 | 4.22 | 1.61 | 4.27 | 18.96 |
Dividends
Dividend yield
Pension provided a 0.96% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.96% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% |
| Portfolio components: | ||||||||||
VNRT.AS Vanguard FTSE North America UCITS ETF | 0.96% | 1.25% | 1.45% | 1.00% | 1.42% | 1.44% | 1.77% | 1.64% | 1.58% | 1.70% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $1.08 | |
| 2023 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.36 | $1.42 |
| 2022 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.33 | $1.34 |
| 2021 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.31 | $1.22 |
| 2020 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.30 | $1.24 |
| 2019 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.24 | $1.14 |
| 2018 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.27 | $1.12 |
| 2017 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.27 | $1.04 |
| 2016 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.21 | $0.93 |
| 2015 | $0.22 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.22 | $0.88 |
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 Pension. 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 Pension was 34.86%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current Pension drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 98 | Aug 11, 2020 | 121 |
| -30.2% | Nov 20, 2014 | 312 | Feb 11, 2016 | 367 | Jul 18, 2017 | 679 |
| -26.02% | Oct 9, 2014 | 9 | Oct 21, 2014 | 11 | Nov 5, 2014 | 20 |
| -25.19% | Dec 31, 2021 | 202 | Oct 12, 2022 | 304 | Dec 18, 2023 | 506 |
| -20.03% | Nov 6, 2014 | 1 | Nov 6, 2014 | 9 | Nov 19, 2014 | 10 |
Volatility
Volatility Chart
The current Pension volatility is 3.54%, 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.