90% EFT
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 90% EFT, 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 VOOG
Returns By Period
As of Aug 27, 2024, the 90% EFT returned 12.53% Year-To-Date and 8.35% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| 90% EFT | 12.53% | 2.56% | 8.93% | 20.78% | 10.38% | 8.35% |
| Portfolio components: | ||||||
VOOG Vanguard S&P 500 Growth ETF | 24.42% | 3.63% | 13.32% | 33.09% | 16.90% | 14.62% |
VO Vanguard Mid-Cap ETF | 10.98% | 2.84% | 8.07% | 20.26% | 11.00% | 9.52% |
VB Vanguard Small-Cap ETF | 9.90% | 0.32% | 7.17% | 19.99% | 10.54% | 8.84% |
VEA Vanguard FTSE Developed Markets ETF | 10.50% | 3.74% | 8.40% | 19.11% | 8.74% | 5.33% |
VWO Vanguard FTSE Emerging Markets ETF | 9.48% | 2.42% | 8.24% | 14.05% | 5.40% | 2.73% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.45% | 2.47% | 5.56% | 7.88% | 0.17% | 1.43% |
Monthly Returns
The table below presents the monthly returns of 90% EFT, 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 | -0.83% | 4.33% | 3.17% | -3.80% | 3.97% | 0.96% | 2.94% | 12.53% | |||||
| 2023 | 7.63% | -3.03% | 1.27% | 0.45% | -1.54% | 5.90% | 3.51% | -3.01% | -4.25% | -3.70% | 8.36% | 5.97% | 17.69% |
| 2022 | -5.72% | -1.85% | 1.14% | -7.94% | 0.13% | -7.65% | 7.75% | -3.72% | -9.20% | 5.43% | 7.26% | -4.47% | -18.93% |
| 2021 | 0.31% | 2.83% | 1.81% | 3.98% | 0.91% | 1.73% | 0.35% | 2.30% | -3.76% | 4.82% | -2.23% | 2.93% | 16.83% |
| 2020 | -0.94% | -6.51% | -14.32% | 10.81% | 5.71% | 3.12% | 5.06% | 4.65% | -2.33% | -0.80% | 11.54% | 4.91% | 19.49% |
| 2019 | 8.45% | 3.08% | 1.14% | 3.03% | -5.20% | 5.83% | 0.14% | -1.96% | 1.39% | 1.96% | 2.45% | 2.89% | 25.02% |
| 2018 | 4.49% | -3.65% | -0.44% | -0.04% | 1.82% | -0.30% | 2.38% | 1.68% | -0.31% | -7.81% | 1.85% | -7.05% | -7.88% |
| 2017 | 2.80% | 2.38% | 1.14% | 1.46% | 1.37% | 0.63% | 2.27% | 0.37% | 1.92% | 1.84% | 1.90% | 1.14% | 20.95% |
| 2016 | -5.49% | -0.29% | 7.31% | 0.74% | 0.87% | 0.28% | 4.19% | 0.19% | 0.79% | -2.38% | 1.89% | 1.23% | 9.15% |
| 2015 | -0.75% | 5.04% | 0.26% | 0.48% | 0.55% | -1.79% | 0.64% | -5.83% | -3.03% | 6.06% | 0.02% | -2.49% | -1.41% |
| 2014 | -3.23% | 4.83% | 0.05% | -0.17% | 2.16% | 2.50% | -2.10% | 3.33% | -3.52% | 2.40% | 1.35% | -1.07% | 6.32% |
| 2013 | 4.09% | 0.39% | 2.75% | 2.13% | 0.25% | -1.91% | 4.55% | -2.44% | 5.32% | 3.41% | 1.62% | 1.84% | 23.99% |
Expense Ratio
90% EFT 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 rank of 90% EFT is 30, 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 | |
|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 2.14 | 2.84 | 1.39 | 1.66 | 10.34 |
VO Vanguard Mid-Cap ETF | 1.63 | 2.31 | 1.28 | 0.96 | 6.34 |
VB Vanguard Small-Cap ETF | 1.20 | 1.75 | 1.21 | 0.88 | 4.47 |
VEA Vanguard FTSE Developed Markets ETF | 1.61 | 2.28 | 1.28 | 1.27 | 7.53 |
VWO Vanguard FTSE Emerging Markets ETF | 1.12 | 1.63 | 1.19 | 0.55 | 5.21 |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 1.38 | 2.06 | 1.25 | 0.52 | 4.63 |
Dividends
Dividend yield
90% EFT granted a 2.06% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90% EFT | 2.06% | 2.17% | 2.01% | 1.58% | 1.78% | 1.99% | 2.16% | 1.76% | 2.02% | 2.05% | 2.01% | 1.77% |
| Portfolio components: | ||||||||||||
VOOG Vanguard S&P 500 Growth ETF | 0.71% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VO Vanguard Mid-Cap ETF | 1.51% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VB Vanguard Small-Cap ETF | 1.43% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VEA Vanguard FTSE Developed Markets ETF | 3.20% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 3.13% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VFITX Vanguard Intermediate-Term Treasury Fund Investor Shares | 3.81% | 3.46% | 1.97% | 1.08% | 4.86% | 2.31% | 2.34% | 1.75% | 2.77% | 2.37% | 1.86% | 1.88% |
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 90% EFT. 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 90% EFT was 31.99%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 90% EFT drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.99% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -26.72% | Nov 17, 2021 | 229 | Oct 14, 2022 | 363 | Mar 27, 2024 | 592 |
| -21.37% | May 2, 2011 | 108 | Oct 3, 2011 | 238 | Sep 12, 2012 | 346 |
| -18.05% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -17.53% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
Volatility
Volatility Chart
The current 90% EFT volatility is 5.34%, 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
| VFITX | VWO | VOOG | VEA | VB | VO | |
|---|---|---|---|---|---|---|
| VFITX | 1.00 | -0.15 | -0.19 | -0.17 | -0.21 | -0.20 |
| VWO | -0.15 | 1.00 | 0.68 | 0.81 | 0.67 | 0.71 |
| VOOG | -0.19 | 0.68 | 1.00 | 0.76 | 0.80 | 0.86 |
| VEA | -0.17 | 0.81 | 0.76 | 1.00 | 0.78 | 0.81 |
| VB | -0.21 | 0.67 | 0.80 | 0.78 | 1.00 | 0.96 |
| VO | -0.20 | 0.71 | 0.86 | 0.81 | 0.96 | 1.00 |