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Mix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EDV 5%BSV 5%GLD 10%VOO 40%SCHD 20%QQQ 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds

5%

BSV
Vanguard Short-Term Bond ETF
Total Bond Market

5%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

40%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.92%
15.74%
Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 16, 2024, the Mix returned 4.77% Year-To-Date and 12.00% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Mix4.77%-0.13%14.92%19.24%13.05%12.00%
VOO
Vanguard S&P 500 ETF
6.48%-1.04%16.59%24.18%13.67%12.58%
SCHD
Schwab US Dividend Equity ETF
1.16%-1.97%9.36%7.68%10.89%10.92%
QQQ
Invesco QQQ
5.40%-0.53%17.14%36.22%19.03%18.49%
GLD
SPDR Gold Trust
15.58%10.64%24.16%18.56%12.98%5.90%
EDV
Vanguard Extended Duration Treasury ETF
-13.03%-5.66%6.73%-18.11%-6.16%-0.04%
BSV
Vanguard Short-Term Bond ETF
-0.69%-0.32%2.77%2.09%1.09%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%3.42%3.42%
2023-4.79%-1.71%8.07%5.03%

Expense Ratio

The Mix features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Mix
Sharpe ratio
The chart of Sharpe ratio for Mix, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.005.001.84
Sortino ratio
The chart of Sortino ratio for Mix, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Omega ratio
The chart of Omega ratio for Mix, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Mix, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.001.53
Martin ratio
The chart of Martin ratio for Mix, currently valued at 6.81, compared to the broader market0.0010.0020.0030.0040.0050.006.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.042.951.361.758.64
SCHD
Schwab US Dividend Equity ETF
0.640.981.110.562.06
QQQ
Invesco QQQ
2.233.111.381.6011.46
GLD
SPDR Gold Trust
1.352.081.241.273.64
EDV
Vanguard Extended Duration Treasury ETF
-0.80-1.050.88-0.32-1.33
BSV
Vanguard Short-Term Bond ETF
0.610.951.100.311.73

Sharpe Ratio

The current Mix Sharpe ratio is 1.84. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.84

The Sharpe ratio of Mix lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.84
1.89
Mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mix granted a 1.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mix1.73%1.70%1.75%1.31%1.73%1.79%1.86%1.63%1.94%1.92%1.78%1.76%
VOO
Vanguard S&P 500 ETF
1.38%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
3.50%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
0.61%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
4.26%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
2.76%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.74%
-3.66%
Mix
Benchmark (^GSPC)
Portfolio components

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 2.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.27%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-23.08%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-14.68%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-9.96%May 22, 201566Aug 25, 201545Oct 28, 2015111
-8.78%Jan 29, 20189Feb 8, 2018137Aug 24, 2018146

Volatility

Volatility Chart

The current Mix volatility is 3.09%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.09%
3.44%
Mix
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDBSVEDVQQQSCHDVOO
GLD1.000.380.250.030.030.03
BSV0.381.000.62-0.07-0.09-0.10
EDV0.250.621.00-0.19-0.27-0.27
QQQ0.03-0.07-0.191.000.690.90
SCHD0.03-0.09-0.270.691.000.88
VOO0.03-0.10-0.270.900.881.00