vwenx
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | Large Cap Value Equities | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in vwenx, 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 VWNEX
Returns
As of Dec 9, 2023, the vwenx returned 10.03% Year-To-Date and 9.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| vwenx | 10.03% | 6.11% | 6.17% | 9.81% | 12.92% | 9.89% |
| Portfolio components: | ||||||
VWNEX Vanguard Windsor Fund Admiral Shares | 10.03% | 6.64% | 6.17% | 8.86% | 12.72% | 9.71% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.61% | 6.46% | 5.16% | -3.41% | -4.09% | -2.89% | 8.23% |
Dividend yield
vwenx granted a 14.25% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| vwenx | 14.25% | 15.50% | 11.56% | 8.47% | 10.36% | 13.30% | 4.43% | 4.99% | 8.62% | 5.96% | 1.07% | 2.12% |
| Portfolio components: | ||||||||||||
VWNEX Vanguard Windsor Fund Admiral Shares | 14.25% | 15.50% | 11.56% | 8.47% | 10.36% | 13.30% | 4.43% | 4.99% | 8.62% | 5.96% | 1.07% | 2.12% |
Expense Ratio
The vwenx has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VWNEX Vanguard Windsor Fund Admiral Shares | 0.68 |
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 vwenx. 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 vwenx was 61.41%, occurring on Mar 5, 2009. Recovery took 987 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.41% | Jul 20, 2007 | 410 | Mar 5, 2009 | 987 | Feb 5, 2013 | 1397 |
| -40.12% | Feb 13, 2020 | 27 | Mar 23, 2020 | 166 | Nov 16, 2020 | 193 |
| -37.33% | Mar 20, 2002 | 142 | Oct 9, 2002 | 288 | Dec 1, 2003 | 430 |
| -23.06% | Jun 24, 2015 | 161 | Feb 11, 2016 | 197 | Nov 21, 2016 | 358 |
| -22.67% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
Volatility Chart
The current vwenx volatility is 3.29%, 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.