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vwenx

Last updated Dec 9, 2023

Asset Allocation


VWNEX 100%EquityEquity
PositionCategory/SectorWeight
VWNEX
Vanguard Windsor Fund Admiral Shares
Large Cap Value Equities100%

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


300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
457.29%
312.75%
vwenx
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
vwenx10.03%6.11%6.17%9.81%12.92%9.89%
VWNEX
Vanguard Windsor Fund Admiral Shares
10.03%6.64%6.17%8.86%12.72%9.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.61%6.46%5.16%-3.41%-4.09%-2.89%8.23%

Sharpe Ratio

The current vwenx Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.68

The Sharpe ratio of vwenx is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.68
1.25
vwenx
Benchmark (^GSPC)
Portfolio components

Dividend yield

vwenx granted a 14.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
vwenx14.25%15.50%11.56%8.47%10.36%13.30%4.43%4.99%8.62%5.96%1.07%2.12%
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.


0.20%
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
VWNEX
Vanguard Windsor Fund Admiral Shares
0.68

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.64%
-4.01%
vwenx
Benchmark (^GSPC)
Portfolio components

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, 2007410Mar 5, 2009987Feb 5, 20131397
-40.12%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-37.33%Mar 20, 2002142Oct 9, 2002288Dec 1, 2003430
-23.06%Jun 24, 2015161Feb 11, 2016197Nov 21, 2016358
-22.67%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445

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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
2.77%
vwenx
Benchmark (^GSPC)
Portfolio components
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