test5
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
VPU Vanguard Utilities ETF | Utilities Equities | 25% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test5, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the test5 returned 25.68% Year-To-Date and 13.55% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| test5 | 25.68% | 0.71% | 12.05% | 33.13% | 14.65% | 13.55% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.68% | -0.09% | 8.08% | 27.00% | 11.23% | 9.45% |
VGT Vanguard Information Technology ETF | 29.40% | 2.49% | 16.54% | 38.12% | 22.82% | 20.95% |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.41% |
VPU Vanguard Utilities ETF | 26.77% | -1.82% | 9.65% | 31.25% | 7.45% | 9.15% |
Monthly Returns
The table below presents the monthly returns of test5, 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 | 0.08% | 4.02% | 3.68% | -2.90% | 6.62% | 1.80% | 2.11% | 2.59% | 3.29% | -1.26% | 25.68% | ||
| 2023 | 5.53% | -2.64% | 5.27% | 1.05% | 0.51% | 5.05% | 3.07% | -3.24% | -5.27% | -1.49% | 9.12% | 4.28% | 22.20% |
| 2022 | -5.25% | -2.97% | 4.72% | -8.26% | 0.98% | -7.68% | 8.79% | -3.41% | -10.43% | 6.09% | 6.54% | -4.79% | -16.61% |
| 2021 | -0.75% | 0.33% | 4.54% | 4.59% | -0.34% | 2.25% | 2.59% | 3.11% | -5.18% | 6.37% | -0.43% | 5.03% | 23.80% |
| 2020 | 2.08% | -8.17% | -11.66% | 10.19% | 5.57% | 1.97% | 6.09% | 5.39% | -2.84% | -1.00% | 9.15% | 3.85% | 19.73% |
| 2019 | 6.91% | 4.32% | 2.48% | 3.69% | -5.58% | 6.35% | 1.19% | -0.30% | 2.44% | 1.97% | 2.51% | 3.39% | 32.94% |
| 2018 | 3.86% | -3.01% | -0.92% | 0.80% | 2.43% | 0.48% | 2.68% | 3.54% | 0.13% | -5.47% | 1.58% | -7.02% | -1.57% |
| 2017 | 2.56% | 4.11% | 0.96% | 1.42% | 2.95% | -0.94% | 2.87% | 1.68% | 0.60% | 3.94% | 2.22% | -0.74% | 23.75% |
| 2016 | -2.99% | -0.07% | 7.97% | -1.32% | 2.31% | 1.35% | 3.62% | -0.58% | 0.95% | -0.86% | 0.21% | 2.47% | 13.37% |
| 2015 | -1.47% | 3.38% | -1.49% | 1.05% | 1.11% | -3.54% | 2.60% | -5.52% | -1.13% | 7.04% | -0.11% | -1.20% | 0.12% |
| 2014 | -1.89% | 4.47% | 1.12% | 1.08% | 1.73% | 2.99% | -2.40% | 3.99% | -2.16% | 3.41% | 2.43% | 0.03% | 15.50% |
| 2013 | 4.14% | 0.97% | 3.54% | 2.74% | -0.65% | -1.62% | 5.08% | -2.82% | 3.60% | 3.96% | 1.51% | 2.64% | 25.28% |
Expense Ratio
test5 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 risk-adjusted rank of test5 is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
VGT Vanguard Information Technology ETF | 1.94 | 2.51 | 1.35 | 2.68 | 9.65 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
VPU Vanguard Utilities ETF | 2.21 | 3.08 | 1.39 | 1.67 | 11.25 |
Dividends
Dividend yield
test5 provided a 1.65% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.65% | 1.92% | 1.95% | 1.60% | 1.80% | 2.03% | 2.28% | 2.01% | 2.23% | 2.37% | 2.11% | 2.18% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
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 test5. 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 test5 was 33.92%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current test5 drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.31% | Dec 30, 2021 | 198 | Oct 12, 2022 | 294 | Dec 13, 2023 | 492 |
| -15.7% | May 2, 2011 | 69 | Aug 8, 2011 | 123 | Feb 2, 2012 | 192 |
| -15.54% | Oct 3, 2018 | 57 | Dec 24, 2018 | 52 | Mar 12, 2019 | 109 |
| -11.32% | May 22, 2015 | 66 | Aug 25, 2015 | 143 | Mar 21, 2016 | 209 |
Volatility
Volatility Chart
The current test5 volatility is 3.31%, 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
| VPU | VGT | VT | VOO | |
|---|---|---|---|---|
| VPU | 1.00 | 0.31 | 0.44 | 0.47 |
| VGT | 0.31 | 1.00 | 0.84 | 0.89 |
| VT | 0.44 | 0.84 | 1.00 | 0.95 |
| VOO | 0.47 | 0.89 | 0.95 | 1.00 |