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my
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAGG 7.5%IBTE 5%GOVT 4.5%VWOB 3%VT 70%REET 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
GOVT
iShares U.S. Treasury Bond ETF
Government Bonds
4.50%
IAGG
iShares Core International Aggregate Bond ETF
Total Bond Market
7.50%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
Government Bonds
5%
REET
iShares Global REIT ETF
REIT
10%
VT
Vanguard Total World Stock ETF
Large Cap Growth Equities
70%
VWOB
Vanguard Emerging Markets Government Bond ETF
Emerging Markets Bonds
3%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in my, 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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.80%
15.83%
my
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 28, 2020, corresponding to the inception date of IBTE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
my13.85%-0.70%11.92%29.15%N/AN/A
VT
Vanguard Total World Stock ETF
17.37%-0.38%13.11%34.54%11.47%9.34%
GOVT
iShares U.S. Treasury Bond ETF
1.48%-2.34%4.48%8.43%-0.75%0.91%
VWOB
Vanguard Emerging Markets Government Bond ETF
6.43%-1.76%7.17%18.65%0.61%2.78%
IAGG
iShares Core International Aggregate Bond ETF
3.76%-0.29%4.32%9.91%0.45%N/A
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.16%0.36%2.56%5.34%N/AN/A
REET
iShares Global REIT ETF
9.29%-2.77%18.90%32.20%1.36%4.09%

Monthly Returns

The table below presents the monthly returns of my, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.46%3.12%2.69%-3.40%3.82%1.32%2.37%2.41%2.09%13.85%
20236.72%-3.01%2.15%1.22%-1.32%4.45%3.00%-2.40%-3.90%-2.59%7.91%5.13%17.75%
2022-4.21%-2.49%1.39%-6.70%-0.09%-6.82%6.17%-3.98%-8.49%4.84%7.12%-3.79%-17.08%
2021-0.32%1.97%2.29%3.68%1.28%1.07%1.03%1.74%-3.71%4.22%-1.94%3.46%15.46%
2020-13.05%8.11%3.99%2.57%4.25%4.31%-2.40%-1.77%10.07%4.01%19.68%

Expense Ratio

my has an expense ratio of 0.09%, 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.


Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for GOVT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for REET: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for IAGG: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for IBTE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of my is 61, 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.


The Risk-Adjusted Performance Rank of my is 6161
Combined Rank
The Sharpe Ratio Rank of my is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of my is 7373Sortino Ratio Rank
The Omega Ratio Rank of my is 6868Omega Ratio Rank
The Calmar Ratio Rank of my is 3030Calmar Ratio Rank
The Martin Ratio Rank of my is 7575Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


my
Sharpe ratio
The chart of Sharpe ratio for my, currently valued at 3.18, compared to the broader market0.002.004.006.003.18
Sortino ratio
The chart of Sortino ratio for my, currently valued at 4.54, compared to the broader market-2.000.002.004.006.004.54
Omega ratio
The chart of Omega ratio for my, currently valued at 1.60, compared to the broader market0.801.001.201.401.601.802.001.60
Calmar ratio
The chart of Calmar ratio for my, currently valued at 2.13, compared to the broader market0.005.0010.0015.002.13
Martin ratio
The chart of Martin ratio for my, currently valued at 22.49, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
3.114.231.572.6420.89
GOVT
iShares U.S. Treasury Bond ETF
1.442.121.260.435.04
VWOB
Vanguard Emerging Markets Government Bond ETF
2.503.721.470.9514.71
IAGG
iShares Core International Aggregate Bond ETF
2.473.901.460.9414.48
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
9.3622.924.941.92325.45
REET
iShares Global REIT ETF
2.193.181.391.108.64

Sharpe Ratio

The current my Sharpe ratio is 3.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of my with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.18
3.43
my
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

my provided a 2.37% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
my2.37%2.55%2.29%1.87%1.83%2.59%2.80%2.20%2.53%2.29%2.10%1.55%
VT
Vanguard Total World Stock ETF
1.86%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
GOVT
iShares U.S. Treasury Bond ETF
3.08%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%1.17%0.93%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.73%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%4.49%2.39%
IAGG
iShares Core International Aggregate Bond ETF
3.43%3.55%2.27%1.16%1.95%2.81%3.02%1.74%1.56%0.13%0.00%0.00%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
4.68%4.23%2.00%0.47%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REET
iShares Global REIT ETF
2.69%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%2.11%0.00%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.06%
-0.54%
my
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the my. 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 my was 25.37%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current my drawdown is 1.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.37%Mar 5, 202013Mar 23, 202053Jun 8, 202066
-24.05%Jan 5, 2022196Oct 14, 2022345Mar 1, 2024541
-6.17%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.12%Jun 9, 20203Jun 11, 202027Jul 21, 202030
-5.66%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The current my volatility is 1.93%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.93%
2.71%
my
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IBTEVTREETGOVTIAGGVWOB
IBTE1.00-0.000.060.600.490.30
VT-0.001.000.74-0.020.120.58
REET0.060.741.000.100.200.53
GOVT0.60-0.020.101.000.770.52
IAGG0.490.120.200.771.000.55
VWOB0.300.580.530.520.551.00
The correlation results are calculated based on daily price changes starting from Mar 2, 2020