EXAMPLE
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EXAMPLE, 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 6, 2018, corresponding to the inception date of BNDW
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
EXAMPLE | 20.08% | -1.13% | 9.15% | 20.49% | 11.25% | N/A |
Portfolio components: | ||||||
Vanguard Total World Bond ETF | 2.26% | -0.23% | 2.24% | 2.37% | -0.17% | N/A |
Vanguard Total Stock Market ETF | 25.60% | -0.53% | 10.48% | 25.91% | 14.12% | 12.55% |
Vanguard Total International Stock ETF | 5.60% | -1.11% | -0.02% | 6.89% | 4.41% | 4.97% |
Vanguard Real Estate ETF | 4.51% | -6.82% | 9.55% | 5.28% | 3.18% | 4.91% |
Monthly Returns
The table below presents the monthly returns of EXAMPLE, 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 | 0.20% | 4.25% | 2.93% | -4.36% | 4.32% | 2.54% | 2.57% | 2.37% | 2.12% | -1.29% | 5.60% | 20.08% | |
2023 | 6.95% | -2.83% | 2.22% | 0.98% | -0.30% | 5.83% | 3.13% | -2.03% | -4.70% | -2.60% | 9.06% | 5.54% | 22.18% |
2022 | -5.70% | -2.47% | 2.76% | -7.93% | -0.59% | -7.44% | 8.33% | -3.95% | -9.06% | 6.54% | 5.47% | -5.20% | -19.29% |
2021 | -0.31% | 2.64% | 3.33% | 4.73% | 0.59% | 2.19% | 1.82% | 2.40% | -4.20% | 5.84% | -1.46% | 3.95% | 23.24% |
2020 | 0.10% | -6.90% | -13.24% | 11.30% | 4.58% | 2.24% | 5.00% | 5.56% | -3.03% | -1.90% | 10.53% | 4.14% | 16.77% |
2019 | 8.08% | 2.84% | 1.71% | 3.07% | -4.99% | 5.87% | 1.20% | -1.05% | 1.60% | 1.85% | 2.75% | 2.41% | 27.80% |
2018 | 0.58% | -6.31% | 2.12% | -7.71% | -11.18% |
Expense Ratio
EXAMPLE has an expense ratio of 0.04%, 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 EXAMPLE is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Vanguard Total World Bond ETF | 0.52 | 0.75 | 1.09 | 0.21 | 1.63 |
Vanguard Total Stock Market ETF | 2.05 | 2.74 | 1.38 | 3.06 | 13.06 |
Vanguard Total International Stock ETF | 0.55 | 0.83 | 1.10 | 0.74 | 2.23 |
Vanguard Real Estate ETF | 0.35 | 0.58 | 1.07 | 0.22 | 1.20 |
Dividends
Dividend yield
EXAMPLE provided a 1.76% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.76% | 2.01% | 2.00% | 1.58% | 1.72% | 2.13% | 2.33% | 1.84% | 2.07% | 2.02% | 1.85% | 1.88% |
Portfolio components: | ||||||||||||
Vanguard Total World Bond ETF | 2.72% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Total Stock Market ETF | 1.25% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Total International Stock ETF | 3.35% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Vanguard Real Estate ETF | 3.87% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 EXAMPLE. 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 EXAMPLE was 32.46%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current EXAMPLE drawdown is 2.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
-25.06% | Jan 4, 2022 | 197 | Oct 14, 2022 | 326 | Feb 2, 2024 | 523 |
-16.76% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
-8.09% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
-6.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current EXAMPLE volatility is 3.66%, 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
BNDW | VXUS | VNQ | VTI | |
---|---|---|---|---|
BNDW | 1.00 | 0.08 | 0.24 | 0.07 |
VXUS | 0.08 | 1.00 | 0.56 | 0.82 |
VNQ | 0.24 | 0.56 | 1.00 | 0.66 |
VTI | 0.07 | 0.82 | 0.66 | 1.00 |