PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Second Grader's Starter Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 10%VTI 60%VEU 30%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
10%
VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities
30%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
60%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Second Grader's Starter Portfolio, 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%JuneJulyAugustSeptemberOctoberNovember
7.69%
11.50%
Second Grader's Starter Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of Nov 21, 2024, the Second Grader's Starter Portfolio returned 16.85% Year-To-Date and 9.28% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
24.05%1.08%11.50%30.38%13.77%11.13%
Second Grader's Starter Portfolio16.85%-0.23%7.69%23.75%10.74%9.28%
VTI
Vanguard Total Stock Market ETF
24.77%1.74%12.48%32.60%14.96%12.63%
BND
Vanguard Total Bond Market ETF
1.72%-0.70%2.98%6.21%-0.32%1.40%
VEU
Vanguard FTSE All-World ex-US ETF
6.62%-4.21%-0.29%12.64%5.54%4.80%

Monthly Returns

The table below presents the monthly returns of Second Grader's Starter Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.15%4.01%3.06%-3.60%4.20%1.76%2.13%2.20%2.12%-2.05%16.85%
20237.09%-3.03%2.74%1.27%-0.88%5.41%3.32%-2.55%-4.15%-2.70%8.57%5.01%20.85%
2022-4.56%-2.52%1.49%-7.81%0.44%-7.38%6.85%-3.83%-8.85%5.76%7.38%-4.24%-17.53%
2021-0.17%2.36%2.60%3.88%1.23%1.44%0.74%2.16%-3.79%4.83%-2.14%3.35%17.39%
2020-0.86%-6.60%-12.85%10.18%4.74%2.74%4.78%5.54%-2.70%-1.84%10.98%4.56%17.26%
20197.51%2.64%1.34%3.21%-5.38%6.12%0.32%-1.70%1.84%2.33%2.58%2.93%25.75%
20184.72%-3.97%-1.25%0.36%1.10%-0.18%2.86%1.42%0.19%-7.02%1.71%-6.75%-7.30%
20172.38%2.65%0.93%1.34%1.60%0.72%2.18%0.37%1.97%1.89%2.00%1.37%21.19%
2016-4.99%-0.64%6.78%1.07%0.80%0.15%3.72%0.30%0.60%-1.92%1.79%1.82%9.43%
2015-1.40%5.04%-1.07%1.76%0.40%-1.96%1.02%-6.00%-2.83%6.77%-0.07%-2.05%-1.05%
2014-3.49%4.63%0.43%0.56%1.94%2.08%-1.67%2.90%-2.76%1.78%1.49%-1.15%6.61%
20133.92%0.42%2.62%2.19%0.26%-2.09%4.89%-2.51%4.74%3.64%1.71%2.04%23.76%

Expense Ratio

Second Grader's Starter Portfolio has an expense ratio of 0.04%, 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 VEU: 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Second Grader's Starter Portfolio is 50, 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 Second Grader's Starter Portfolio is 5050
Combined Rank
The Sharpe Ratio Rank of Second Grader's Starter Portfolio is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of Second Grader's Starter Portfolio is 4747
Sortino Ratio Rank
The Omega Ratio Rank of Second Grader's Starter Portfolio is 4747
Omega Ratio Rank
The Calmar Ratio Rank of Second Grader's Starter Portfolio is 5555
Calmar Ratio Rank
The Martin Ratio Rank of Second Grader's Starter Portfolio is 5656
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Second Grader's Starter Portfolio, currently valued at 2.18, compared to the broader market0.002.004.006.002.182.46
The chart of Sortino ratio for Second Grader's Starter Portfolio, currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.023.31
The chart of Omega ratio for Second Grader's Starter Portfolio, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.802.001.391.46
The chart of Calmar ratio for Second Grader's Starter Portfolio, currently valued at 3.25, compared to the broader market0.005.0010.0015.003.253.55
The chart of Martin ratio for Second Grader's Starter Portfolio, currently valued at 14.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.0315.76
Second Grader's Starter Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
2.583.451.483.7616.48
BND
Vanguard Total Bond Market ETF
1.121.641.200.433.66
VEU
Vanguard FTSE All-World ex-US ETF
0.961.401.171.144.79

The current Second Grader's Starter Portfolio Sharpe ratio is 2.18. 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 1.77 to 2.60, 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 Second Grader's Starter Portfolio 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.18
2.46
Second Grader's Starter Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Second Grader's Starter Portfolio provided a 2.02% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.02%2.17%2.19%1.85%1.67%2.27%2.49%2.08%2.29%2.33%2.39%2.12%
VTI
Vanguard Total Stock Market ETF
1.28%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF
3.57%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VEU
Vanguard FTSE All-World ex-US ETF
2.99%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

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%JuneJulyAugustSeptemberOctoberNovember
-1.67%
-1.40%
Second Grader's Starter Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Second Grader's Starter Portfolio. 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 Second Grader's Starter Portfolio was 52.66%, occurring on Mar 9, 2009. Recovery took 884 trading sessions.

The current Second Grader's Starter Portfolio drawdown is 1.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.66%Nov 1, 2007339Mar 9, 2009884Sep 7, 20121223
-31.07%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-25.11%Nov 9, 2021235Oct 14, 2022322Jan 29, 2024557
-16.87%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-16.3%May 22, 2015183Feb 11, 2016126Aug 11, 2016309

Volatility

Volatility Chart

The current Second Grader's Starter Portfolio volatility is 3.04%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.04%
4.07%
Second Grader's Starter Portfolio
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.

BNDVEUVTI
BND1.00-0.12-0.16
VEU-0.121.000.84
VTI-0.160.841.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007