ПОРТФЕЛЬ 60/40 VER.1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ПОРТФЕЛЬ 60/40 VER.1, 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 Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Nov 13, 2024, the ПОРТФЕЛЬ 60/40 VER.1 returned 18.58% Year-To-Date and 9.10% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ПОРТФЕЛЬ 60/40 VER.1 | 18.58% | -0.04% | 8.55% | 26.09% | 11.03% | 9.10% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.21% | 2.78% | 13.59% | 35.35% | 15.18% | 12.90% |
VXUS Vanguard Total International Stock ETF | 6.85% | -4.99% | -0.72% | 14.09% | 5.45% | 4.93% |
EPI WisdomTree India Earnings Fund | 13.07% | -6.04% | 2.95% | 23.23% | 16.05% | 8.73% |
BND Vanguard Total Bond Market ETF | 1.59% | -1.40% | 2.41% | 6.57% | -0.26% | 1.41% |
BNDX Vanguard Total International Bond ETF | 2.86% | -0.04% | 3.05% | 7.34% | -0.06% | 2.01% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 25.79% | -1.97% | 8.90% | 32.22% | 12.00% | 7.86% |
Monthly Returns
The table below presents the monthly returns of ПОРТФЕЛЬ 60/40 VER.1, 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 | 0.17% | 2.71% | 3.69% | -1.76% | 3.09% | 1.70% | 2.81% | 1.82% | 2.53% | -0.55% | 18.58% | ||
| 2023 | 5.75% | -3.25% | 3.65% | 1.18% | -0.52% | 3.32% | 2.74% | -1.66% | -3.80% | -0.37% | 6.63% | 4.18% | 18.64% |
| 2022 | -3.57% | -0.62% | 1.25% | -5.93% | -0.92% | -5.36% | 4.99% | -3.29% | -6.79% | 3.75% | 6.25% | -2.87% | -13.27% |
| 2021 | -1.01% | 0.47% | 1.71% | 3.25% | 2.52% | -0.30% | 1.56% | 1.66% | -3.10% | 3.56% | -1.30% | 2.73% | 12.16% |
| 2020 | 0.79% | -4.50% | -9.16% | 9.23% | 3.70% | 2.58% | 5.89% | 3.74% | -2.54% | -1.24% | 6.25% | 4.68% | 19.47% |
| 2019 | 5.27% | 1.70% | 1.25% | 1.89% | -2.81% | 5.55% | 0.22% | 0.74% | 0.38% | 1.93% | 1.22% | 2.40% | 21.33% |
| 2018 | 3.49% | -3.02% | -0.71% | 0.16% | 0.62% | -0.65% | 1.68% | 0.96% | -0.59% | -4.18% | 1.65% | -3.00% | -3.79% |
| 2017 | 2.54% | 2.90% | 0.60% | 1.30% | 0.90% | -0.06% | 2.09% | 1.19% | 0.20% | 1.61% | 1.38% | 1.39% | 17.23% |
| 2016 | -2.09% | 1.90% | 4.42% | 1.54% | -0.46% | 2.33% | 3.10% | -0.45% | 0.39% | -1.97% | -0.54% | 0.83% | 9.13% |
| 2015 | 1.25% | 1.84% | -1.33% | 0.29% | 0.64% | -1.65% | -0.28% | -3.53% | -1.71% | 4.76% | -1.22% | -1.31% | -2.47% |
| 2014 | -1.35% | 4.32% | 0.25% | 0.43% | 1.34% | 2.91% | -1.88% | 2.51% | -2.90% | 1.05% | 1.17% | -0.30% | 7.54% |
| 2013 | -4.05% | 4.41% | -1.06% | 2.04% | 2.88% | 0.11% | 0.87% | 5.07% |
Expense Ratio
ПОРТФЕЛЬ 60/40 VER.1 has an expense ratio of 0.11%, 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 ПОРТФЕЛЬ 60/40 VER.1 is 88, placing it in the top 12% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.46 | 19.72 |
VXUS Vanguard Total International Stock ETF | 1.33 | 1.90 | 1.24 | 1.23 | 7.70 |
EPI WisdomTree India Earnings Fund | 1.55 | 1.92 | 1.31 | 2.91 | 9.43 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
BNDX Vanguard Total International Bond ETF | 1.94 | 2.98 | 1.34 | 0.68 | 7.20 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.32 | 3.08 | 1.40 | 5.07 | 15.08 |
Dividends
Dividend yield
ПОРТФЕЛЬ 60/40 VER.1 provided a 1.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.70% | 1.73% | 1.77% | 1.49% | 1.23% | 1.78% | 1.88% | 1.56% | 1.65% | 1.65% | 1.62% | 1.46% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ПОРТФЕЛЬ 60/40 VER.1. 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 ПОРТФЕЛЬ 60/40 VER.1 was 22.42%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current ПОРТФЕЛЬ 60/40 VER.1 drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.42% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -20.13% | Nov 15, 2021 | 231 | Oct 14, 2022 | 292 | Dec 13, 2023 | 523 |
| -11.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -10.83% | May 19, 2015 | 170 | Jan 20, 2016 | 95 | Jun 6, 2016 | 265 |
| -5.85% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current ПОРТФЕЛЬ 60/40 VER.1 volatility is 2.36%, 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
| SGOL | BNDX | BND | EPI | VTI | VXUS | |
|---|---|---|---|---|---|---|
| SGOL | 1.00 | 0.27 | 0.38 | 0.09 | -0.00 | 0.15 |
| BNDX | 0.27 | 1.00 | 0.73 | 0.02 | -0.01 | 0.00 |
| BND | 0.38 | 0.73 | 1.00 | 0.02 | -0.04 | 0.01 |
| EPI | 0.09 | 0.02 | 0.02 | 1.00 | 0.55 | 0.65 |
| VTI | -0.00 | -0.01 | -0.04 | 0.55 | 1.00 | 0.81 |
| VXUS | 0.15 | 0.00 | 0.01 | 0.65 | 0.81 | 1.00 |