R. Portfolio 02
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in R. Portfolio 02, 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 Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| R. Portfolio 02 | 16.92% | 2.20% | 10.62% | 30.59% | 12.36% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.99% | 1.86% | 9.93% | 33.86% | 15.68% | 13.16% |
VUG Vanguard Growth ETF | 23.21% | 0.78% | 10.46% | 40.57% | 18.71% | 15.44% |
VGT Vanguard Information Technology ETF | 20.21% | -0.41% | 9.87% | 41.05% | 22.90% | 20.50% |
VYMI Vanguard International High Dividend Yield ETF | 12.84% | 2.39% | 8.73% | 21.09% | 8.61% | N/A |
VNQ Vanguard Real Estate ETF | 13.46% | 6.17% | 17.54% | 31.33% | 4.89% | 7.25% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 6.24% | 1.45% | 6.63% | 14.48% | 1.69% | 3.16% |
Monthly Returns
The table below presents the monthly returns of R. Portfolio 02, 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 | 0.07% | 3.53% | 2.37% | -4.16% | 4.95% | 2.99% | 1.98% | 2.61% | 16.92% | ||||
| 2023 | 7.80% | -2.77% | 3.50% | 1.28% | 0.25% | 5.30% | 2.80% | -2.10% | -4.58% | -2.33% | 9.57% | 5.32% | 25.52% |
| 2022 | -5.06% | -3.02% | 2.55% | -7.94% | -0.51% | -7.53% | 8.16% | -4.58% | -9.43% | 5.05% | 6.25% | -4.84% | -20.61% |
| 2021 | -0.58% | 1.94% | 2.92% | 4.82% | 0.70% | 2.66% | 2.30% | 2.25% | -4.16% | 5.62% | -0.89% | 4.16% | 23.54% |
| 2020 | 0.72% | -6.15% | -13.05% | 10.54% | 4.54% | 3.22% | 4.75% | 5.36% | -3.36% | -2.53% | 10.07% | 3.66% | 16.28% |
| 2019 | 7.81% | 2.64% | 2.50% | 3.03% | -4.37% | 5.35% | 1.03% | -0.35% | 1.58% | 2.18% | 2.19% | 2.58% | 28.95% |
| 2018 | 3.52% | -3.71% | -1.01% | 0.14% | 2.24% | 0.70% | 2.47% | 2.55% | 0.02% | -5.80% | 1.33% | -6.27% | -4.34% |
| 2017 | 2.09% | 3.09% | 0.54% | 1.32% | 1.71% | 0.28% | 2.25% | 0.69% | 1.09% | 1.79% | 1.82% | 0.87% | 18.97% |
| 2016 | 4.44% | -0.27% | 1.54% | 0.92% | 3.97% | -0.19% | 0.31% | -2.12% | 0.53% | 2.18% | 11.71% |
Expense Ratio
R. Portfolio 02 has an expense ratio of 0.08%, 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 R. Portfolio 02 is 69, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.49 | 3.33 | 1.45 | 2.73 | 15.67 |
VUG Vanguard Growth ETF | 2.18 | 2.84 | 1.39 | 2.02 | 11.15 |
VGT Vanguard Information Technology ETF | 1.85 | 2.42 | 1.32 | 2.54 | 9.13 |
VYMI Vanguard International High Dividend Yield ETF | 1.58 | 2.19 | 1.27 | 2.09 | 9.45 |
VNQ Vanguard Real Estate ETF | 1.45 | 2.10 | 1.27 | 0.78 | 5.81 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 2.15 | 3.23 | 1.39 | 0.79 | 10.13 |
Dividends
Dividend yield
R. Portfolio 02 granted a 2.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| R. Portfolio 02 | 2.31% | 2.43% | 2.45% | 1.97% | 2.13% | 2.46% | 2.84% | 2.40% | 2.52% | 2.04% | 1.89% | 2.08% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VUG Vanguard Growth ETF | 0.39% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VYMI Vanguard International High Dividend Yield ETF | 4.35% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.06% | 3.72% | 3.03% | 2.87% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% | 4.00% |
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 R. Portfolio 02. 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 R. Portfolio 02 was 31.45%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.6% | Dec 28, 2021 | 202 | Oct 14, 2022 | 320 | Jan 25, 2024 | 522 |
| -15.12% | Aug 30, 2018 | 80 | Dec 24, 2018 | 55 | Mar 15, 2019 | 135 |
| -8.56% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
| -8.15% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The current R. Portfolio 02 volatility is 3.55%, 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
| VCIT | VNQ | VYMI | VGT | VUG | VOO | |
|---|---|---|---|---|---|---|
| VCIT | 1.00 | 0.32 | 0.14 | 0.17 | 0.20 | 0.16 |
| VNQ | 0.32 | 1.00 | 0.50 | 0.47 | 0.53 | 0.60 |
| VYMI | 0.14 | 0.50 | 1.00 | 0.61 | 0.64 | 0.75 |
| VGT | 0.17 | 0.47 | 0.61 | 1.00 | 0.96 | 0.89 |
| VUG | 0.20 | 0.53 | 0.64 | 0.96 | 1.00 | 0.93 |
| VOO | 0.16 | 0.60 | 0.75 | 0.89 | 0.93 | 1.00 |