portfolio1-oi
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 33.33% |
VIG Vanguard Dividend Appreciation ETF | Large Cap Growth Equities, Dividend | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in portfolio1-oi, 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
Returns
As of Sep 21, 2023, the portfolio1-oi returned 17.81% Year-To-Date and 12.24% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| portfolio1-oi | 0.30% | 12.47% | 17.81% | 19.11% | 11.01% | 12.28% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 0.50% | 12.44% | 16.04% | 18.16% | 10.38% | 12.04% |
VUG Vanguard Growth ETF | 0.14% | 16.16% | 31.27% | 23.40% | 12.66% | 13.77% |
VIG Vanguard Dividend Appreciation ETF | 0.25% | 8.84% | 6.67% | 14.72% | 9.43% | 10.72% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VIG | VUG | IVV | |
|---|---|---|---|
| VIG | 1.00 | 0.88 | 0.94 |
| VUG | 0.88 | 1.00 | 0.95 |
| IVV | 0.94 | 0.95 | 1.00 |
Dividend yield
portfolio1-oi granted a 1.25% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| portfolio1-oi | 1.25% | 1.45% | 1.10% | 1.34% | 1.64% | 2.00% | 1.74% | 2.05% | 2.23% | 1.92% | 1.90% | 2.38% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.49% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
VUG Vanguard Growth ETF | 0.75% | 0.71% | 0.48% | 0.67% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.31% | 1.32% | 1.69% |
VIG Vanguard Dividend Appreciation ETF | 1.49% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
Expense Ratio
The portfolio1-oi has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.85 | ||||
VUG Vanguard Growth ETF | 0.94 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.77 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the portfolio1-oi. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the portfolio1-oi is 50.79%, recorded on Mar 9, 2009. It took 538 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.79% | Oct 10, 2007 | 355 | Mar 9, 2009 | 538 | Apr 26, 2011 | 893 |
| -32.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -26.59% | Dec 30, 2021 | 198 | Oct 12, 2022 | — | — | — |
| -19.39% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -17.94% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
Volatility Chart
The current portfolio1-oi volatility is 3.37%, 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.