JWAC final similation Moderate Mix 20% Bonds
this is just to try to see how JWAC final would do, using older, less performing etfs. MODERATE MIX MADE 12/3/24 10% long and intermediate determined on 12/17/24.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JWAC final similation Moderate Mix 20% Bonds, 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 Oct 22, 2012, corresponding to the inception date of IEMG
Returns By Period
As of Dec 21, 2024, the JWAC final similation Moderate Mix 20% Bonds returned 8.13% Year-To-Date and 7.40% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| JWAC final similation Moderate Mix 20% Bonds | 8.11% | -2.97% | 3.92% | 8.77% | 8.40% | 7.35% |
| Portfolio components: | ||||||
DLS WisdomTree International SmallCap Dividend | 2.10% | -1.20% | -0.35% | 2.71% | 1.65% | 4.78% |
VGT Vanguard Information Technology ETF | 31.34% | 1.74% | 11.82% | 31.45% | 22.02% | 20.74% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 11.35% | -5.40% | 13.42% | 11.19% | 16.32% | 10.28% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 8.46% | -8.35% | 7.19% | 8.10% | 12.23% | 8.52% |
SCHG Schwab U.S. Large-Cap Growth ETF | 37.04% | 3.06% | 14.07% | 37.03% | 20.24% | 16.73% |
SCHX Schwab U.S. Large-Cap ETF | 26.93% | -0.69% | 10.95% | 27.32% | 16.60% | 15.51% |
IEMG iShares Core MSCI Emerging Markets ETF | 7.43% | -0.72% | 0.43% | 9.80% | 2.51% | 3.84% |
VGLT Vanguard Long-Term Treasury ETF | -5.58% | -1.39% | -3.25% | -5.21% | -5.26% | -0.46% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 8.43% | 1.18% | 4.87% | 10.26% | 8.54% | 5.85% |
DFEVX DFA Emerging Markets Value Portfolio | 4.67% | -3.04% | -3.55% | 7.08% | 5.01% | 4.77% |
DFIVX DFA International Value Portfolio | 4.30% | -4.20% | -2.11% | 5.04% | 6.70% | 5.19% |
SCHF Schwab International Equity ETF | 3.76% | -2.45% | -1.29% | 4.63% | 6.46% | 6.25% |
QQQ Invesco QQQ | 27.20% | 2.54% | 9.58% | 27.62% | 20.40% | 18.28% |
SCHV Schwab U.S. Large-Cap Value ETF | 18.06% | -5.62% | 8.06% | 18.75% | 11.39% | 11.70% |
VGSH Vanguard Short-Term Treasury ETF | 3.76% | 0.40% | 2.60% | 3.92% | 1.32% | 1.32% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.57% | -0.05% | 1.96% | 3.74% | 0.82% | 2.15% |
SCHO Schwab Short-Term U.S. Treasury ETF | 5.34% | 0.38% | 3.00% | 5.49% | 2.43% | 2.26% |
Monthly Returns
The table below presents the monthly returns of JWAC final similation Moderate Mix 20% Bonds, 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 | -1.72% | 2.44% | 3.00% | -2.96% | 3.57% | -0.30% | 4.76% | 0.83% | 2.25% | -2.96% | 3.53% | 8.11% | |
| 2023 | 7.19% | -2.61% | -0.27% | 0.52% | -2.70% | 5.08% | 4.02% | -2.86% | -3.24% | -3.60% | 7.18% | 6.69% | 15.34% |
| 2022 | -2.44% | -0.91% | 0.01% | -5.59% | 1.37% | -7.28% | 5.10% | -2.75% | -8.79% | 5.51% | 7.96% | -2.92% | -11.56% |
| 2021 | 3.26% | 3.43% | 4.09% | 2.59% | 2.63% | 0.10% | -0.79% | 1.51% | -2.14% | 2.42% | -2.39% | 3.59% | 19.59% |
| 2020 | -3.53% | -5.88% | -14.47% | 9.27% | 3.74% | 2.98% | 3.84% | 4.09% | -2.30% | -0.40% | 12.48% | 5.32% | 12.95% |
| 2019 | 7.63% | 1.83% | -0.24% | 2.21% | -5.72% | 5.25% | -0.81% | -2.70% | 3.11% | 2.10% | 1.49% | 3.59% | 18.46% |
| 2018 | 3.29% | -4.03% | 0.02% | 0.11% | 0.89% | -1.04% | 2.12% | 0.21% | -0.99% | -6.81% | 1.42% | -5.63% | -10.44% |
| 2017 | 2.22% | 1.88% | 0.98% | 1.29% | 0.22% | 1.34% | 2.06% | -0.05% | 2.76% | 1.20% | 1.38% | 1.65% | 18.28% |
| 2016 | -4.45% | 0.26% | 7.33% | 1.51% | -0.63% | 0.59% | 4.17% | 0.62% | 1.21% | -1.68% | 2.38% | 2.16% | 13.82% |
| 2015 | -1.18% | 4.06% | -0.27% | 2.19% | -0.06% | -1.89% | -1.66% | -5.29% | -2.46% | 5.32% | -0.06% | -2.49% | -4.19% |
| 2014 | -3.43% | 3.90% | 1.29% | 0.02% | 1.73% | 2.18% | -1.99% | 2.65% | -4.41% | 1.68% | 0.08% | -0.38% | 3.01% |
| 2013 | 3.29% | 0.24% | 1.84% | 1.66% | 0.04% | -2.83% | 4.12% | -2.24% | 5.26% | 3.09% | 1.33% | 1.56% | 18.44% |
Expense Ratio
JWAC final similation Moderate Mix 20% Bonds has an expense ratio of 0.25%, 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 rank of JWAC final similation Moderate Mix 20% Bonds is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend yield
JWAC final similation Moderate Mix 20% Bonds provided a 2.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.83% | 3.57% | 3.75% | 3.40% | 2.72% | 3.35% | 3.93% | 3.26% | 2.74% | 3.25% | 3.27% | 2.66% |
| Portfolio components: | ||||||||||||
DLS WisdomTree International SmallCap Dividend | 3.29% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
VGT Vanguard Information Technology ETF | 0.59% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 0.91% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 0.91% | 0.60% | 0.74% | 0.57% | 1.27% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.10% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.62% | 4.53% | 5.83% | 4.53% | 5.09% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
SCHX Schwab U.S. Large-Cap ETF | 1.79% | 3.54% | 2.47% | 3.01% | 3.52% | 5.47% | 4.46% | 5.10% | 3.26% | 5.11% | 4.40% | 2.58% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.17% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
VGLT Vanguard Long-Term Treasury ETF | 3.91% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.74% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
DFEVX DFA Emerging Markets Value Portfolio | 2.92% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% | 2.39% |
DFIVX DFA International Value Portfolio | 3.00% | 4.40% | 3.78% | 4.27% | 2.43% | 3.70% | 3.31% | 2.85% | 3.37% | 3.45% | 4.89% | 2.71% |
SCHF Schwab International Equity ETF | 3.28% | 2.97% | 5.61% | 4.19% | 4.16% | 2.95% | 6.12% | 4.70% | 2.58% | 4.51% | 5.80% | 2.21% |
QQQ Invesco QQQ | 0.43% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.36% | 4.95% | 5.72% | 1.95% | 7.90% | 6.99% | 6.18% | 5.77% | 4.95% | 4.06% | 5.84% | 4.38% |
VGSH Vanguard Short-Term Treasury ETF | 3.84% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.96% | 4.22% | 2.65% | 1.25% | 2.34% | 3.83% | 2.86% | 2.51% | 2.20% | 2.74% | 1.89% | 1.39% |
SCHO Schwab Short-Term U.S. Treasury ETF | 5.77% | 5.99% | 1.97% | 0.65% | 2.08% | 3.63% | 2.72% | 1.80% | 1.23% | 1.06% | 0.71% | 0.43% |
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 JWAC final similation Moderate Mix 20% Bonds. 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 JWAC final similation Moderate Mix 20% Bonds was 29.92%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current JWAC final similation Moderate Mix 20% Bonds drawdown is 4.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.92% | Jan 17, 2020 | 45 | Mar 23, 2020 | 161 | Nov 9, 2020 | 206 |
| -21.14% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
| -17.65% | Apr 29, 2015 | 200 | Feb 11, 2016 | 143 | Sep 6, 2016 | 343 |
| -17.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
| -7.94% | Jul 7, 2014 | 70 | Oct 13, 2014 | 119 | Apr 6, 2015 | 189 |
Volatility
Volatility Chart
The current JWAC final similation Moderate Mix 20% Bonds 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.
Diversification
Asset Correlations Table
| VGSH | SCHO | SCHR | VGLT | EWX | DFEVX | RWJ | IEMG | QQQ | VGT | DFSVX | DLS | SCHG | DFIVX | SCHV | SCHF | SCHX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.79 | 0.78 | 0.58 | -0.03 | -0.09 | -0.13 | -0.06 | -0.10 | -0.10 | -0.16 | -0.04 | -0.10 | -0.09 | -0.14 | -0.06 | -0.12 |
| SCHO | 0.79 | 1.00 | 0.78 | 0.57 | -0.05 | -0.09 | -0.14 | -0.07 | -0.10 | -0.11 | -0.16 | -0.05 | -0.11 | -0.10 | -0.15 | -0.07 | -0.13 |
| SCHR | 0.78 | 0.78 | 1.00 | 0.85 | -0.08 | -0.13 | -0.19 | -0.09 | -0.12 | -0.13 | -0.22 | -0.09 | -0.13 | -0.16 | -0.19 | -0.10 | -0.16 |
| VGLT | 0.58 | 0.57 | 0.85 | 1.00 | -0.13 | -0.18 | -0.22 | -0.14 | -0.14 | -0.16 | -0.26 | -0.16 | -0.16 | -0.22 | -0.23 | -0.16 | -0.20 |
| EWX | -0.03 | -0.05 | -0.08 | -0.13 | 1.00 | 0.83 | 0.55 | 0.91 | 0.61 | 0.61 | 0.58 | 0.74 | 0.63 | 0.72 | 0.64 | 0.76 | 0.67 |
| DFEVX | -0.09 | -0.09 | -0.13 | -0.18 | 0.83 | 1.00 | 0.54 | 0.88 | 0.57 | 0.57 | 0.59 | 0.72 | 0.59 | 0.75 | 0.63 | 0.75 | 0.64 |
| RWJ | -0.13 | -0.14 | -0.19 | -0.22 | 0.55 | 0.54 | 1.00 | 0.56 | 0.58 | 0.59 | 0.94 | 0.65 | 0.63 | 0.69 | 0.79 | 0.67 | 0.74 |
| IEMG | -0.06 | -0.07 | -0.09 | -0.14 | 0.91 | 0.88 | 0.56 | 1.00 | 0.65 | 0.64 | 0.59 | 0.77 | 0.66 | 0.75 | 0.65 | 0.81 | 0.70 |
| QQQ | -0.10 | -0.10 | -0.12 | -0.14 | 0.61 | 0.57 | 0.58 | 0.65 | 1.00 | 0.96 | 0.60 | 0.66 | 0.96 | 0.60 | 0.69 | 0.70 | 0.90 |
| VGT | -0.10 | -0.11 | -0.13 | -0.16 | 0.61 | 0.57 | 0.59 | 0.64 | 0.96 | 1.00 | 0.61 | 0.65 | 0.94 | 0.60 | 0.70 | 0.70 | 0.89 |
| DFSVX | -0.16 | -0.16 | -0.22 | -0.26 | 0.58 | 0.59 | 0.94 | 0.59 | 0.60 | 0.61 | 1.00 | 0.68 | 0.65 | 0.74 | 0.84 | 0.71 | 0.77 |
| DLS | -0.04 | -0.05 | -0.09 | -0.16 | 0.74 | 0.72 | 0.65 | 0.77 | 0.66 | 0.65 | 0.68 | 1.00 | 0.69 | 0.89 | 0.74 | 0.93 | 0.76 |
| SCHG | -0.10 | -0.11 | -0.13 | -0.16 | 0.63 | 0.59 | 0.63 | 0.66 | 0.96 | 0.94 | 0.65 | 0.69 | 1.00 | 0.64 | 0.74 | 0.74 | 0.94 |
| DFIVX | -0.09 | -0.10 | -0.16 | -0.22 | 0.72 | 0.75 | 0.69 | 0.75 | 0.60 | 0.60 | 0.74 | 0.89 | 0.64 | 1.00 | 0.77 | 0.93 | 0.74 |
| SCHV | -0.14 | -0.15 | -0.19 | -0.23 | 0.64 | 0.63 | 0.79 | 0.65 | 0.69 | 0.70 | 0.84 | 0.74 | 0.74 | 0.77 | 1.00 | 0.79 | 0.90 |
| SCHF | -0.06 | -0.07 | -0.10 | -0.16 | 0.76 | 0.75 | 0.67 | 0.81 | 0.70 | 0.70 | 0.71 | 0.93 | 0.74 | 0.93 | 0.79 | 1.00 | 0.81 |
| SCHX | -0.12 | -0.13 | -0.16 | -0.20 | 0.67 | 0.64 | 0.74 | 0.70 | 0.90 | 0.89 | 0.77 | 0.76 | 0.94 | 0.74 | 0.90 | 0.81 | 1.00 |