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Example Portfolio

Last updated Jul 25, 2024

Asset Allocation

BOND 16.67%ANBAX 16.67%GDX 16.67%SPY 16.67%TSLA 16.67%EVGR 16.67%BondBondEquityEquity
PositionCategory/SectorWeight
ANBAX
American Funds Strategic Bond Fund		Intermediate Core-Plus Bond

16.67%

BOND
PIMCO Active Bond ETF		Total Bond Market, Actively Managed

16.67%

EVGR
Evergreen Corp		Financial Services

16.67%

GDX
VanEck Vectors Gold Miners ETF		Materials

16.67%

SPY
SPDR S&P 500 ETF		Large Cap Growth Equities

16.67%

TSLA
Tesla, Inc.		Consumer Cyclical

16.67%

S&P 500

Performance

Performance Chart

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

-10.00%0.00%10.00%20.00%30.00%FebruaryMarchAprilMayJuneJuly
5.97%
19.32%
Example Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2022, corresponding to the inception date of EVGR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Example Portfolio4.75%3.56%11.04%7.90%N/AN/A
Portfolio components:
GDX
VanEck Vectors Gold Miners ETF		16.70%7.01%28.93%21.20%7.17%3.96%
SPY
SPDR S&P 500 ETF		13.99%-1.30%11.16%20.65%14.08%12.54%
BOND
PIMCO Active Bond ETF		1.78%1.00%2.64%6.44%0.31%1.90%
ANBAX
American Funds Strategic Bond Fund		-0.41%1.33%0.68%2.00%0.83%N/A
TSLA
Tesla, Inc.		-11.36%12.16%20.19%-13.87%70.90%30.90%
EVGR
Evergreen Corp		3.66%1.13%2.93%7.21%N/AN/A

Monthly Returns

The table below presents the monthly returns of Example Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.34%0.54%1.96%0.10%2.14%2.06%4.75%
202310.96%0.71%3.69%-2.49%1.80%5.44%1.78%-2.14%-3.44%-3.56%8.05%2.85%24.98%
2022-7.08%-3.40%-5.82%7.26%-4.38%-3.82%-1.31%3.71%-5.15%-19.05%

Expense Ratio

Example Portfolio features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

ANBAX
American Funds Strategic Bond Fund
Expense ratio chart for ANBAX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
BOND
PIMCO Active Bond ETF
Expense ratio chart for BOND: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
GDX
VanEck Vectors Gold Miners ETF
Expense ratio chart for GDX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Example Portfolio is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Example Portfolio is 1010
Example Portfolio
The Sharpe Ratio Rank of Example Portfolio is 88Sharpe Ratio Rank
The Sortino Ratio Rank of Example Portfolio is 88Sortino Ratio Rank
The Omega Ratio Rank of Example Portfolio is 88Omega Ratio Rank
The Calmar Ratio Rank of Example Portfolio is 1717Calmar Ratio Rank
The Martin Ratio Rank of Example Portfolio is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Example Portfolio
Sharpe ratio
The chart of Sharpe ratio for Example Portfolio, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.000.47
Sortino ratio
The chart of Sortino ratio for Example Portfolio, currently valued at 0.77, compared to the broader market-2.000.002.004.006.000.77
Omega ratio
The chart of Omega ratio for Example Portfolio, currently valued at 1.09, compared to the broader market0.801.001.201.401.601.801.09
Calmar ratio
The chart of Calmar ratio for Example Portfolio, currently valued at 0.56, compared to the broader market0.002.004.006.008.000.56
Martin ratio
The chart of Martin ratio for Example Portfolio, currently valued at 1.37, compared to the broader market0.0010.0020.0030.0040.001.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GDX
VanEck Vectors Gold Miners ETF		0.500.911.110.441.76
SPY
SPDR S&P 500 ETF		1.732.421.301.996.79
BOND
PIMCO Active Bond ETF		0.981.431.170.592.95
ANBAX
American Funds Strategic Bond Fund		0.210.361.040.100.53
TSLA
Tesla, Inc.		-0.32-0.130.99-0.28-0.67
EVGR
Evergreen Corp		2.684.161.867.8834.01

Sharpe Ratio

The current Example Portfolio Sharpe ratio is 0.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Example Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.47
1.58
Example Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Example Portfolio granted a 1.85% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Example Portfolio1.85%1.78%2.01%1.20%1.43%1.48%1.58%1.25%1.09%1.17%1.11%0.92%
Portfolio components:
GDX
VanEck Vectors Gold Miners ETF		1.38%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%0.90%
SPY
SPDR S&P 500 ETF		1.27%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
BOND
PIMCO Active Bond ETF		5.24%4.78%3.44%2.58%2.66%3.38%3.47%2.87%2.85%4.14%4.13%2.82%
ANBAX
American Funds Strategic Bond Fund		3.18%2.91%5.31%1.74%3.87%3.09%3.49%2.06%1.42%0.00%0.00%0.00%
TSLA
Tesla, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVGR
Evergreen Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.00%
-4.73%
Example Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Example 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 Example Portfolio was 20.89%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current Example Portfolio drawdown is 4.82%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.89%Apr 6, 2022133Oct 14, 2022185Jul 13, 2023318
-10.94%Jul 19, 202374Oct 31, 202339Dec 27, 2023113
-8.19%Dec 28, 202332Feb 13, 202493Jun 27, 2024125
-5%Jul 17, 20247Jul 25, 2024———
-1.25%Jul 11, 20241Jul 11, 20243Jul 16, 20244

Volatility

Volatility Chart

The current Example Portfolio volatility is 5.38%, 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%FebruaryMarchAprilMayJuneJuly
5.38%
3.80%
Example Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
EVGRTSLAGDXSPYANBAXBOND
EVGR1.00-0.02-0.01-0.07-0.00-0.02
TSLA-0.021.000.150.570.070.15
GDX-0.010.151.000.360.390.40
SPY-0.070.570.361.000.150.29
ANBAX-0.000.070.390.151.000.88
BOND-0.020.150.400.290.881.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2022