Agresivo
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Agresivo, 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 Nov 12, 2001, corresponding to the inception date of VBTLX
Returns By Period
As of Aug 30, 2024, the Agresivo returned 14.22% Year-To-Date and 9.52% 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 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Agresivo | 14.93% | 1.62% | 9.10% | 22.37% | 12.30% | 9.57% |
Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 19.34% | 2.34% | 10.61% | 26.92% | 15.86% | 12.90% |
IWM iShares Russell 2000 ETF | 10.24% | -1.69% | 7.46% | 18.29% | 9.57% | 7.94% |
EFA iShares MSCI EAFE ETF | 12.05% | 3.26% | 8.24% | 19.51% | 8.64% | 5.16% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 2.74% | 1.03% | 4.09% | 6.90% | -0.13% | 1.61% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 3.22% | 0.69% | 3.32% | 6.32% | 1.21% | 1.56% |
Monthly Returns
The table below presents the monthly returns of Agresivo, 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 | -0.07% | 4.44% | 3.21% | -4.24% | 4.84% | 1.13% | 3.40% | 14.93% | |||||
2023 | 7.42% | -2.43% | 1.72% | 1.19% | -0.96% | 5.95% | 3.55% | -2.82% | -4.48% | -3.19% | 8.54% | 6.09% | 21.28% |
2022 | -5.50% | -2.19% | 2.13% | -8.10% | 0.69% | -8.01% | 8.05% | -4.02% | -8.96% | 7.75% | 6.55% | -4.60% | -16.90% |
2021 | 0.26% | 3.20% | 3.13% | 3.75% | 1.25% | 1.22% | 0.71% | 2.29% | -3.76% | 5.12% | -2.39% | 3.88% | 19.92% |
2020 | -1.30% | -7.61% | -13.91% | 10.60% | 5.11% | 2.46% | 4.04% | 5.80% | -3.08% | -1.69% | 12.69% | 4.96% | 16.00% |
2019 | 7.95% | 3.33% | 0.73% | 3.47% | -5.98% | 6.38% | 0.41% | -2.26% | 2.16% | 2.51% | 2.90% | 2.77% | 26.37% |
2018 | 4.56% | -3.82% | -1.34% | 0.82% | 1.99% | 0.04% | 2.89% | 1.92% | 0.05% | -7.68% | 1.41% | -8.04% | -7.80% |
2017 | 1.79% | 2.65% | 0.88% | 1.35% | 1.21% | 1.05% | 1.88% | -0.10% | 2.83% | 1.74% | 2.27% | 0.87% | 20.03% |
2016 | -5.54% | -0.90% | 6.60% | 1.09% | 1.27% | -0.38% | 4.00% | 0.55% | 0.57% | -2.36% | 3.53% | 2.28% | 10.66% |
2015 | -1.92% | 5.55% | -0.77% | 0.88% | 1.13% | -1.66% | 1.43% | -6.17% | -3.31% | 7.03% | 0.63% | -2.48% | -0.39% |
2014 | -3.59% | 4.76% | 0.13% | 0.02% | 1.74% | 2.29% | -2.55% | 2.99% | -2.83% | 2.44% | 1.42% | -0.52% | 6.12% |
2013 | 4.74% | 0.53% | 3.19% | 2.16% | 1.14% | -1.52% | 5.39% | -2.64% | 4.89% | 3.63% | 2.42% | 2.23% | 29.13% |
Expense Ratio
Agresivo has an expense ratio of 0.17%, 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 Agresivo is 40, 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 | |
---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.17 | 2.97 | 1.39 | 2.29 | 10.16 |
IWM iShares Russell 2000 ETF | 0.85 | 1.35 | 1.15 | 0.58 | 3.28 |
EFA iShares MSCI EAFE ETF | 1.50 | 2.14 | 1.26 | 1.31 | 7.21 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 1.17 | 1.73 | 1.20 | 0.42 | 3.88 |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 2.20 | 3.56 | 1.46 | 1.10 | 12.23 |
Dividends
Dividend yield
Agresivo granted a 1.69% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Agresivo | 1.69% | 1.83% | 1.87% | 1.69% | 1.59% | 2.01% | 2.25% | 1.87% | 2.13% | 2.09% | 2.18% | 1.86% |
Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IWM iShares Russell 2000 ETF | 1.20% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
EFA iShares MSCI EAFE ETF | 2.80% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.12% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 2.78% | 2.41% | 1.46% | 1.45% | 1.78% | 2.24% | 2.01% | 1.53% | 1.49% | 1.30% | 1.25% | 1.39% |
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 Agresivo. 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 Agresivo was 54.84%, occurring on Mar 9, 2009. Recovery took 953 trading sessions.
The current Agresivo drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-54.84% | Oct 15, 2007 | 352 | Mar 9, 2009 | 953 | Dec 18, 2012 | 1305 |
-33.23% | Feb 13, 2020 | 27 | Mar 23, 2020 | 109 | Aug 26, 2020 | 136 |
-30.11% | Mar 20, 2002 | 142 | Oct 9, 2002 | 277 | Nov 13, 2003 | 419 |
-25.12% | Nov 9, 2021 | 225 | Sep 30, 2022 | 311 | Dec 27, 2023 | 536 |
-18.89% | Sep 21, 2018 | 65 | Dec 24, 2018 | 129 | Jul 1, 2019 | 194 |
Volatility
Volatility Chart
The current Agresivo volatility is 5.29%, 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
VBIRX | VBTLX | EFA | IWM | SPY | |
---|---|---|---|---|---|
VBIRX | 1.00 | 0.84 | -0.12 | -0.19 | -0.19 |
VBTLX | 0.84 | 1.00 | -0.15 | -0.21 | -0.21 |
EFA | -0.12 | -0.15 | 1.00 | 0.74 | 0.82 |
IWM | -0.19 | -0.21 | 0.74 | 1.00 | 0.86 |
SPY | -0.19 | -0.21 | 0.82 | 0.86 | 1.00 |