Traditional portfolio 60/40
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
iShares 7-10 Year Treasury Bond ETF | Government Bonds | 40% |
Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Traditional portfolio 60/40, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 30, 2024, the Traditional portfolio 60/40 returned 3.03% Year-To-Date and 8.14% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
Traditional portfolio 60/40 | 3.03% | -2.55% | 15.28% | 12.70% | 8.20% | 8.14% |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 7.68% | -2.47% | 22.94% | 24.66% | 13.79% | 12.60% |
iShares 7-10 Year Treasury Bond ETF | -3.93% | -2.67% | 4.23% | -3.83% | -0.98% | 0.77% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.99% | 2.32% | 2.31% | |||||||||
2023 | -2.07% | 7.32% | 4.26% |
Expense Ratio
Traditional portfolio 60/40 has an expense ratio of 0.08% 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.21 | 3.18 | 1.38 | 1.90 | 8.92 |
iShares 7-10 Year Treasury Bond ETF | -0.51 | -0.67 | 0.93 | -0.18 | -0.85 |
Dividends
Dividend yield
Traditional portfolio 60/40 granted a 2.01% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Traditional portfolio 60/40 | 2.01% | 2.04% | 1.80% | 1.08% | 1.36% | 1.96% | 2.13% | 1.80% | 1.93% | 2.02% | 1.93% | 1.81% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
iShares 7-10 Year Treasury Bond ETF | 2.97% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
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 Traditional portfolio 60/40. 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 Traditional portfolio 60/40 was 21.32%, occurring on Oct 14, 2022. Recovery took 340 trading sessions.
The current Traditional portfolio 60/40 drawdown is 2.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-21.32% | Dec 28, 2021 | 202 | Oct 14, 2022 | 340 | Feb 23, 2024 | 542 |
-18.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
-10.41% | Aug 30, 2018 | 80 | Dec 24, 2018 | 41 | Feb 25, 2019 | 121 |
-8.19% | Jul 25, 2011 | 11 | Aug 8, 2011 | 57 | Oct 27, 2011 | 68 |
-6.95% | Apr 27, 2015 | 85 | Aug 25, 2015 | 45 | Oct 28, 2015 | 130 |
Volatility
Volatility Chart
The current Traditional portfolio 60/40 volatility is 2.44%, 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
IEF | VOO | |
---|---|---|
IEF | 1.00 | -0.26 |
VOO | -0.26 | 1.00 |