Mix
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mix, 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 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Jul 25, 2024, the Mix returned 11.41% Year-To-Date and 11.97% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Mix | 10.97% | -0.23% | 9.47% | 17.32% | 13.22% | 11.97% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.67% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
EDV Vanguard Extended Duration Treasury ETF | -8.13% | -1.78% | -0.41% | -7.65% | -7.00% | -0.38% |
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
Monthly Returns
The table below presents the monthly returns of Mix, 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 | 0.71% | 3.42% | 3.42% | -3.57% | 4.03% | 2.88% | 10.97% | ||||||
| 2023 | 6.21% | -2.63% | 4.46% | 0.69% | 0.60% | 4.77% | 2.97% | -1.59% | -4.79% | -1.71% | 8.07% | 5.03% | 23.40% |
| 2022 | -4.84% | -1.95% | 2.69% | -7.93% | 0.11% | -6.92% | 6.87% | -3.88% | -8.23% | 5.64% | 6.07% | -4.67% | -17.22% |
| 2021 | -1.10% | 1.29% | 3.73% | 4.26% | 1.42% | 1.46% | 2.20% | 2.42% | -4.28% | 5.55% | -0.18% | 3.66% | 22.00% |
| 2020 | 1.24% | -5.83% | -8.00% | 11.51% | 4.15% | 2.20% | 6.29% | 5.66% | -3.59% | -1.83% | 8.87% | 3.70% | 24.94% |
| 2019 | 6.51% | 2.60% | 2.13% | 3.15% | -5.10% | 6.61% | 1.41% | 0.30% | 1.14% | 2.20% | 2.53% | 2.59% | 28.81% |
| 2018 | 4.97% | -3.30% | -2.05% | -0.23% | 2.49% | 0.41% | 2.56% | 2.82% | 0.17% | -5.65% | 1.53% | -5.79% | -2.67% |
| 2017 | 2.26% | 3.54% | 0.41% | 1.30% | 1.86% | -0.40% | 2.16% | 1.21% | 0.78% | 2.51% | 2.56% | 1.40% | 21.34% |
| 2016 | -2.78% | 1.21% | 5.09% | -0.07% | 1.22% | 1.68% | 3.85% | -0.20% | 0.46% | -1.93% | 0.83% | 1.36% | 10.98% |
| 2015 | -0.55% | 3.42% | -1.69% | 0.63% | 0.94% | -2.39% | 1.63% | -4.64% | -1.57% | 7.65% | -0.35% | -1.29% | 1.27% |
| 2014 | -1.84% | 4.27% | -0.06% | 0.80% | 2.00% | 2.33% | -0.96% | 3.70% | -1.51% | 1.81% | 2.81% | -0.38% | 13.51% |
| 2013 | 3.43% | 0.63% | 3.11% | 1.57% | 0.85% | -2.36% | 4.89% | -1.53% | 2.31% | 3.85% | 1.70% | 1.60% | 21.71% |
Expense Ratio
Mix 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 rank of Mix is 62, 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 | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
EDV Vanguard Extended Duration Treasury ETF | -0.41 | -0.44 | 0.95 | -0.16 | -0.83 |
BSV Vanguard Short-Term Bond ETF | 2.01 | 3.17 | 1.38 | 0.93 | 10.53 |
Dividends
Dividend yield
Mix granted a 1.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mix | 1.72% | 1.70% | 1.75% | 1.31% | 1.73% | 1.79% | 1.86% | 1.63% | 1.94% | 1.92% | 1.78% | 1.76% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.14% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
BSV Vanguard Short-Term Bond ETF | 2.99% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mix. 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 Mix was 25.27%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Mix drawdown is 3.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -23.08% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -14.68% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -9.96% | May 22, 2015 | 66 | Aug 25, 2015 | 45 | Oct 28, 2015 | 111 |
| -8.78% | Jan 29, 2018 | 9 | Feb 8, 2018 | 137 | Aug 24, 2018 | 146 |
Volatility
Volatility Chart
The current Mix volatility is 2.99%, 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
| GLD | BSV | EDV | QQQ | SCHD | VOO | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.38 | 0.25 | 0.03 | 0.03 | 0.03 |
| BSV | 0.38 | 1.00 | 0.63 | -0.06 | -0.08 | -0.08 |
| EDV | 0.25 | 0.63 | 1.00 | -0.18 | -0.26 | -0.25 |
| QQQ | 0.03 | -0.06 | -0.18 | 1.00 | 0.68 | 0.90 |
| SCHD | 0.03 | -0.08 | -0.26 | 0.68 | 1.00 | 0.87 |
| VOO | 0.03 | -0.08 | -0.25 | 0.90 | 0.87 | 1.00 |