90-10 portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^GSPC S&P 500 | 90% | |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 90-10 portfolio, 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 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Jul 25, 2024, the 90-10 portfolio returned 12.42% Year-To-Date and 9.80% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 90-10 portfolio | 11.92% | -1.11% | 9.47% | 16.73% | 11.17% | 9.75% |
| Portfolio components: | ||||||
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.38% | 1.58% | 3.51% | -0.05% | 1.40% |
Monthly Returns
The table below presents the monthly returns of 90-10 portfolio, 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 | 1.41% | 4.53% | 2.89% | -3.99% | 4.49% | 3.21% | 11.92% | ||||||
| 2023 | 5.89% | -2.62% | 3.42% | 1.38% | 0.11% | 5.82% | 2.79% | -1.66% | -4.64% | -2.13% | 8.48% | 4.34% | 22.29% |
| 2022 | -4.94% | -2.93% | 2.92% | -8.31% | 0.09% | -7.69% | 8.43% | -4.11% | -8.84% | 7.06% | 5.22% | -5.43% | -18.76% |
| 2021 | -1.09% | 2.19% | 3.71% | 4.81% | 0.51% | 2.09% | 2.16% | 2.59% | -4.39% | 6.22% | -0.73% | 3.90% | 23.77% |
| 2020 | 0.05% | -7.39% | -11.29% | 11.69% | 4.17% | 1.72% | 5.11% | 6.25% | -3.59% | -2.55% | 9.79% | 3.36% | 15.83% |
| 2019 | 7.20% | 2.69% | 1.80% | 3.54% | -5.77% | 6.31% | 1.20% | -1.36% | 1.48% | 1.87% | 3.07% | 2.58% | 26.80% |
| 2018 | 4.93% | -3.62% | -2.36% | 0.16% | 2.02% | 0.43% | 3.24% | 2.80% | 0.34% | -6.33% | 1.66% | -8.01% | -5.48% |
| 2017 | 1.63% | 3.41% | -0.04% | 0.90% | 1.11% | 0.44% | 1.78% | 0.13% | 1.69% | 1.99% | 2.52% | 0.95% | 17.77% |
| 2016 | -4.44% | -0.28% | 5.98% | 0.28% | 1.38% | 0.28% | 3.27% | -0.14% | -0.10% | -1.84% | 2.82% | 1.68% | 8.85% |
| 2015 | -2.55% | 4.77% | -1.51% | 0.73% | 0.89% | -2.00% | 1.87% | -5.66% | -2.27% | 7.48% | 0.01% | -1.60% | -0.51% |
| 2014 | -3.05% | 3.91% | 0.61% | 0.64% | 2.00% | 1.73% | -1.38% | 3.50% | -1.45% | 2.16% | 2.29% | -0.37% | 10.83% |
| 2013 | 4.48% | 1.05% | 3.27% | 1.73% | 1.68% | -1.51% | 4.49% | -2.91% | 2.79% | 4.10% | 2.50% | 2.07% | 26.15% |
Expense Ratio
90-10 portfolio has an expense ratio of 0.00%, indicating no management fees are charged. 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 90-10 portfolio is 57, 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 | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 1.58 | 2.22 | 1.28 | 1.29 | 5.98 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
Dividends
Dividend yield
90-10 portfolio granted a 0.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90-10 portfolio | 0.34% | 0.31% | 0.26% | 0.20% | 0.22% | 0.27% | 0.28% | 0.25% | 0.25% | 0.26% | 0.28% | 0.28% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 90-10 portfolio. 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 90-10 portfolio was 52.25%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current 90-10 portfolio drawdown is 3.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.25% | Oct 10, 2007 | 355 | Mar 9, 2009 | 975 | Jan 22, 2013 | 1330 |
| -30.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.33% | Jan 4, 2022 | 195 | Oct 12, 2022 | 318 | Jan 19, 2024 | 513 |
| -17.69% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -12.5% | May 22, 2015 | 183 | Feb 11, 2016 | 81 | Jun 8, 2016 | 264 |
Volatility
Volatility Chart
The current 90-10 portfolio volatility is 3.47%, 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
| BND | ^GSPC | |
|---|---|---|
| BND | 1.00 | -0.17 |
| ^GSPC | -0.17 | 1.00 |