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Last updated Feb 21, 2024

Asset Allocation


VEA 38%VUG 35%VTI 27%EquityEquity
PositionCategory/SectorWeight
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

38%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

35%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

27%

Performance

The chart shows the growth of an initial investment of $10,000 in 4, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
14.28%
13.40%
4
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2007, corresponding to the inception date of VEA

Returns

As of Feb 21, 2024, the 4 returned 3.49% Year-To-Date and 10.15% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
43.49%3.08%14.28%23.23%12.56%10.15%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
VUG
Vanguard Growth ETF
6.08%3.07%18.82%39.29%17.87%14.56%
VEA
Vanguard FTSE Developed Markets ETF
0.69%3.10%10.13%10.11%6.65%4.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.66%
20233.36%-2.40%-4.76%-2.62%9.96%5.06%

Sharpe Ratio

The current 4 Sharpe ratio is 1.73. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.73

The Sharpe ratio of 4 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.73
1.75
4
Benchmark (^GSPC)
Portfolio components

Dividend yield

4 granted a 1.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
41.76%1.79%1.80%1.70%1.39%1.97%2.29%1.91%2.16%2.10%2.30%1.88%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VUG
Vanguard Growth ETF
0.55%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VEA
Vanguard FTSE Developed Markets ETF
3.13%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Expense Ratio

The 4 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.


0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTI
Vanguard Total Stock Market ETF
1.71
VUG
Vanguard Growth ETF
2.39
VEA
Vanguard FTSE Developed Markets ETF
0.75

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VEAVUGVTI
VEA1.000.790.84
VUG0.791.000.95
VTI0.840.951.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.76%
-1.08%
4
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 4. 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 4 was 55.67%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.

The current 4 drawdown is 0.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.67%Nov 1, 2007339Mar 9, 2009962Jan 2, 20131301
-33.47%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-29.96%Nov 9, 2021235Oct 14, 2022317Jan 22, 2024552
-19.51%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-17.63%May 22, 2015183Feb 11, 2016143Sep 6, 2016326

Volatility Chart

The current 4 volatility is 3.43%, 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.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
3.43%
3.37%
4
Benchmark (^GSPC)
Portfolio components
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