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Pension
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VOO 100%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

100%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.31%
19.37%
Pension
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 24, 2024, the Pension returned 6.76% Year-To-Date and 12.61% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Pension6.76%-2.99%20.31%24.48%13.51%12.61%
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.51%12.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.61%5.21%3.28%
2023-4.74%-2.17%9.17%4.58%

Expense Ratio

The Pension has an expense ratio of 0.03% 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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Pension
Sharpe ratio
The chart of Sharpe ratio for Pension, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.005.002.08
Sortino ratio
The chart of Sortino ratio for Pension, currently valued at 3.01, compared to the broader market0.002.004.006.003.01
Omega ratio
The chart of Omega ratio for Pension, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for Pension, currently valued at 1.80, compared to the broader market0.002.004.006.008.001.80
Martin ratio
The chart of Martin ratio for Pension, currently valued at 8.64, compared to the broader market0.0010.0020.0030.0040.0050.008.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.083.011.361.808.64

Sharpe Ratio

The current Pension Sharpe ratio is 2.08. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.08

The Sharpe ratio of Pension 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.08
1.92
Pension
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pension granted a 1.38% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Pension1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.43%
-3.50%
Pension
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Pension. 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 Pension was 33.99%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Pension drawdown is 3.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.99%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.52%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.48%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-18.75%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-13%Jul 21, 2015143Feb 11, 201645Apr 18, 2016188

Volatility

Volatility Chart

The current Pension volatility is 3.56%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.56%
3.58%
Pension
Benchmark (^GSPC)
Portfolio components