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baummy41
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

baummy41

Last updated May 4, 2024

70/30 ETFs VTI, BND

Asset Allocation

VTI 70%VXUS 30%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

70%

VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in baummy41, 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

220.00%240.00%260.00%280.00%300.00%320.00%December2024FebruaryMarchAprilMay
267.67%
301.76%
baummy41
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of May 4, 2024, the baummy41 returned 6.47% Year-To-Date and 9.80% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		7.50%-1.61%17.65%26.26%11.73%10.64%
baummy416.47%0.00%17.22%21.12%10.79%9.76%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		7.25%-0.42%18.62%25.76%12.85%12.05%
VXUS
Vanguard Total International Stock ETF		4.58%1.00%13.92%10.66%5.87%4.33%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20240.27%4.60%3.25%-3.74%
2023-2.86%9.06%5.24%

Expense Ratio

baummy41 has an expense ratio of 0.04% 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.

VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.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.

baummy41
Sharpe ratio
The chart of Sharpe ratio for baummy41, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for baummy41, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for baummy41, 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 baummy41, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.001.54
Martin ratio
The chart of Martin ratio for baummy41, currently valued at 6.59, compared to the broader market0.0010.0020.0030.0040.006.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0010.0020.0030.0040.008.41
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		2.253.201.381.748.51
VXUS
Vanguard Total International Stock ETF		0.991.481.180.682.95

Sharpe Ratio

The current baummy41 Sharpe ratio is 1.93. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.46, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of baummy41 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.93
2.17
baummy41
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

baummy41 granted a 1.96% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
baummy411.96%1.98%2.09%1.78%1.64%2.16%2.38%2.02%2.22%2.24%2.26%2.03%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.40%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF		3.28%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.67%
-2.41%
baummy41
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the baummy41. 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 baummy41 was 34.53%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current baummy41 drawdown is 1.67%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.53%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.13%Nov 9, 2021233Oct 12, 2022321Jan 24, 2024554
-22.34%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-18.72%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-17.91%May 22, 2015183Feb 11, 2016126Aug 11, 2016309

Volatility

Volatility Chart

The current baummy41 volatility is 4.01%, 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%December2024FebruaryMarchAprilMay
4.01%
4.10%
baummy41
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.
VTIVXUS
VTI1.000.83
VXUS0.831.00