Optimized early retirement
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized early retirement, 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 Apr 27, 2006, corresponding to the inception date of VIG
Returns By Period
As of Nov 13, 2024, the Optimized early retirement returned 14.38% Year-To-Date and 7.67% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Optimized early retirement | 14.38% | 0.93% | 8.31% | 21.71% | 8.17% | 7.67% |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 31.99% | 4.25% | 16.62% | 39.79% | 18.44% | 15.16% |
VTV Vanguard Value ETF | 21.06% | 0.20% | 10.09% | 30.16% | 11.13% | 10.21% |
VGT Vanguard Information Technology ETF | 29.40% | 2.49% | 16.54% | 38.12% | 21.75% | 20.03% |
VIG Vanguard Dividend Appreciation ETF | 19.89% | 0.13% | 10.80% | 27.17% | 12.20% | 11.40% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 19.15% | 4.50% | 11.64% | 32.56% | 11.34% | 9.17% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | -4.32% | -2.55% | 0.83% | 5.93% | -6.76% | -1.64% |
FTHRX Fidelity Intermediate Bond Fund | 3.20% | -0.78% | 2.80% | 6.22% | 0.54% | 1.54% |
Monthly Returns
The table below presents the monthly returns of Optimized early retirement, 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 | 0.31% | 2.31% | 2.59% | -3.53% | 3.12% | 1.39% | 3.00% | 1.71% | 1.60% | -1.52% | 14.38% | ||
| 2023 | 5.11% | -2.35% | 1.68% | 0.80% | -1.01% | 4.06% | 2.13% | -1.61% | -3.71% | -2.20% | 6.72% | 4.82% | 14.71% |
| 2022 | -3.44% | -1.37% | 0.63% | -5.92% | 0.34% | -5.45% | 5.76% | -2.98% | -7.01% | 4.91% | 4.65% | -3.59% | -13.62% |
| 2021 | -0.67% | 1.81% | 2.15% | 3.16% | 0.91% | 1.11% | 1.33% | 1.46% | -2.98% | 3.75% | -0.77% | 2.70% | 14.68% |
| 2020 | 0.71% | -4.14% | -8.65% | 8.15% | 2.99% | 1.26% | 3.64% | 3.36% | -1.96% | -1.52% | 8.07% | 2.03% | 13.44% |
| 2019 | 5.34% | 2.12% | 1.39% | 2.23% | -3.07% | 4.47% | 0.89% | -0.02% | 1.06% | 1.17% | 1.96% | 1.38% | 20.36% |
| 2018 | 2.34% | -2.83% | -0.78% | -0.11% | 1.90% | 0.32% | 2.08% | 2.07% | -0.20% | -4.62% | 1.63% | -4.61% | -3.14% |
| 2017 | 1.09% | 2.43% | -0.10% | 0.86% | 0.63% | 0.68% | 1.07% | 0.38% | 1.29% | 1.23% | 1.92% | 0.92% | 13.09% |
| 2016 | -2.38% | 0.61% | 4.48% | 0.48% | 1.03% | 1.27% | 2.60% | 0.09% | -0.09% | -1.68% | 1.87% | 1.19% | 9.70% |
| 2015 | -0.57% | 2.56% | -0.83% | 0.32% | 0.55% | -1.73% | 1.34% | -3.59% | -1.26% | 4.68% | 0.24% | -1.70% | -0.24% |
| 2014 | -1.17% | 2.96% | 0.58% | 0.46% | 1.75% | 1.48% | -1.30% | 3.05% | -1.68% | 2.11% | 1.89% | 0.19% | 10.66% |
| 2013 | 3.07% | 0.98% | 2.50% | 1.49% | 0.49% | -1.55% | 3.33% | -2.21% | 2.62% | 2.90% | 1.50% | 1.15% | 17.32% |
Expense Ratio
Optimized early retirement has an expense ratio of 0.16%, 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 Optimized early retirement is 64, 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 2.27 | 2.96 | 1.42 | 2.90 | 11.42 |
VTV Vanguard Value ETF | 2.70 | 3.82 | 1.51 | 5.35 | 17.13 |
VGT Vanguard Information Technology ETF | 1.72 | 2.26 | 1.32 | 2.35 | 8.41 |
VIG Vanguard Dividend Appreciation ETF | 2.53 | 3.57 | 1.48 | 4.89 | 16.28 |
USD=X USD Cash | — | — | — | — | — |
VBR Vanguard Small-Cap Value ETF | 1.87 | 2.67 | 1.34 | 3.94 | 10.27 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.29 | 0.51 | 1.06 | 0.08 | 0.74 |
FTHRX Fidelity Intermediate Bond Fund | 1.43 | 2.22 | 1.28 | 0.64 | 5.49 |
Dividends
Dividend yield
Optimized early retirement provided a 2.22% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 2.13% | 1.91% | 1.50% | 1.79% | 2.01% | 2.20% | 1.90% | 2.02% | 2.17% | 1.95% | 1.98% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
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% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 3.87% | 3.32% | 2.95% | 1.88% | 2.01% | 2.53% | 2.82% | 2.65% | 2.85% | 2.88% | 2.87% | 3.41% |
FTHRX Fidelity Intermediate Bond Fund | 3.51% | 2.94% | 2.04% | 1.60% | 2.19% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% | 2.21% |
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 Optimized early retirement. 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 Optimized early retirement was 37.04%, occurring on Mar 9, 2009. Recovery took 432 trading sessions.
The current Optimized early retirement drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.04% | Oct 10, 2007 | 369 | Mar 9, 2009 | 432 | Nov 3, 2010 | 801 |
| -21.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 3, 2020 | 118 |
| -18.58% | Jan 5, 2022 | 205 | Oct 14, 2022 | 343 | Feb 1, 2024 | 548 |
| -11.26% | Sep 21, 2018 | 67 | Dec 24, 2018 | 63 | Mar 21, 2019 | 130 |
| -9.82% | Jul 8, 2011 | 22 | Aug 8, 2011 | 111 | Jan 10, 2012 | 133 |
Volatility
Volatility Chart
The current Optimized early retirement volatility is 2.34%, 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
| USD=X | FTHRX | VUSTX | VGT | VBR | VUG | VTV | VIG | |
|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| FTHRX | 0.00 | 1.00 | 0.79 | -0.17 | -0.20 | -0.17 | -0.22 | -0.19 |
| VUSTX | 0.00 | 0.79 | 1.00 | -0.24 | -0.29 | -0.24 | -0.31 | -0.26 |
| VGT | 0.00 | -0.17 | -0.24 | 1.00 | 0.73 | 0.94 | 0.72 | 0.79 |
| VBR | 0.00 | -0.20 | -0.29 | 0.73 | 1.00 | 0.77 | 0.89 | 0.85 |
| VUG | 0.00 | -0.17 | -0.24 | 0.94 | 0.77 | 1.00 | 0.79 | 0.86 |
| VTV | 0.00 | -0.22 | -0.31 | 0.72 | 0.89 | 0.79 | 1.00 | 0.92 |
| VIG | 0.00 | -0.19 | -0.26 | 0.79 | 0.85 | 0.86 | 0.92 | 1.00 |