Baseline
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Baseline, 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 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Jul 25, 2024, the Baseline returned 8.75% Year-To-Date and 8.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Baseline | 8.43% | 0.30% | 8.03% | 13.95% | 8.95% | 8.23% |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.35% | 12.08% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 5.45% | 0.37% | 6.99% | 8.30% | 5.84% | 4.04% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 1.77% | 6.91% | 5.81% | 8.37% | 3.78% | 5.61% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.23% | 0.83% | 1.69% | 4.40% | 0.01% | 1.41% |
Monthly Returns
The table below presents the monthly returns of Baseline, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.04% | 3.43% | 2.66% | -3.77% | 3.96% | 1.84% | 8.43% | ||||||
| 2023 | 6.64% | -2.92% | 2.38% | 1.05% | -0.86% | 4.87% | 2.83% | -2.24% | -4.16% | -2.65% | 8.34% | 5.16% | 18.99% |
| 2022 | -4.72% | -2.39% | 1.39% | -7.18% | 0.04% | -6.89% | 6.78% | -3.72% | -8.58% | 5.05% | 6.60% | -4.08% | -17.70% |
| 2021 | -0.36% | 2.09% | 2.28% | 3.97% | 0.95% | 1.60% | 1.16% | 1.99% | -3.63% | 4.56% | -1.75% | 3.34% | 17.12% |
| 2020 | -0.22% | -5.81% | -11.64% | 9.65% | 4.18% | 2.38% | 4.42% | 4.70% | -2.54% | -1.91% | 10.00% | 3.86% | 15.97% |
| 2019 | 7.05% | 2.33% | 1.52% | 2.75% | -4.33% | 5.29% | 0.54% | -0.83% | 1.43% | 1.94% | 2.24% | 2.46% | 24.33% |
| 2018 | 3.61% | -3.66% | -0.94% | 0.25% | 1.48% | 0.20% | 2.39% | 1.69% | -0.08% | -6.02% | 1.73% | -6.04% | -5.82% |
| 2017 | 1.90% | 2.64% | 0.49% | 1.18% | 1.26% | 0.72% | 1.86% | 0.37% | 1.60% | 1.56% | 1.94% | 1.06% | 17.89% |
| 2016 | -4.10% | -0.34% | 6.11% | 0.76% | 0.89% | 0.68% | 3.40% | 0.08% | 0.27% | -2.01% | 1.40% | 1.77% | 8.91% |
| 2015 | -0.68% | 3.79% | -0.74% | 0.88% | 0.46% | -1.90% | 1.18% | -5.14% | -2.01% | 5.89% | -0.03% | -1.53% | -0.25% |
| 2014 | -2.14% | 4.01% | 0.32% | 0.62% | 1.90% | 1.85% | -1.45% | 2.88% | -2.60% | 2.14% | 1.52% | -0.56% | 8.58% |
| 2013 | 3.76% | 0.65% | 2.49% | 2.16% | 0.04% | -1.84% | 4.00% | -2.35% | 3.84% | 3.41% | 1.28% | 1.63% | 20.53% |
Expense Ratio
Baseline has an expense ratio of 0.06%, which is considered low compared to other funds. 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 Rank
The current rank of Baseline is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.72 | 1.08 | 1.13 | 0.44 | 1.92 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.35 | 0.64 | 1.08 | 0.19 | 0.91 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.60 | 0.90 | 1.10 | 0.22 | 1.76 |
Dividends
Dividend yield
Baseline granted a 2.24% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Baseline | 2.24% | 2.24% | 2.23% | 1.82% | 1.87% | 2.29% | 2.55% | 2.21% | 2.39% | 2.33% | 2.35% | 2.24% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.03% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.04% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.41% | 3.08% | 2.59% | 2.11% | 2.39% | 2.73% | 2.80% | 2.56% | 2.54% | 2.37% | 2.59% | 2.59% |
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 Baseline. 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 Baseline was 28.30%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Baseline drawdown is 3.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.13% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -16.85% | May 2, 2011 | 108 | Oct 3, 2011 | 98 | Feb 23, 2012 | 206 |
| -14.38% | Aug 30, 2018 | 80 | Dec 24, 2018 | 66 | Apr 1, 2019 | 146 |
| -13.05% | May 22, 2015 | 183 | Feb 11, 2016 | 103 | Jul 11, 2016 | 286 |
Volatility
Volatility Chart
The current Baseline volatility is 2.80%, 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
| VBTLX | VGSLX | VTIAX | VTSAX | |
|---|---|---|---|---|
| VBTLX | 1.00 | 0.06 | -0.13 | -0.19 |
| VGSLX | 0.06 | 1.00 | 0.55 | 0.65 |
| VTIAX | -0.13 | 0.55 | 1.00 | 0.82 |
| VTSAX | -0.19 | 0.65 | 0.82 | 1.00 |