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Baseline

Last updated Feb 24, 2024

Asset Allocation


VBTLX 20%VTSAX 55%VTIAX 20%VGSLX 5%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
Total Bond Market

20%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

55%

VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
Large Cap Blend Equities, Foreign Large Cap Equities

20%

VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT

5%

S&P 500

Performance

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


200.00%250.00%300.00%SeptemberOctoberNovemberDecember2024February
222.71%
328.44%
Baseline
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX

Returns

As of Feb 24, 2024, the Baseline returned 2.88% Year-To-Date and 8.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Baseline2.88%2.76%11.88%18.78%9.21%8.22%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
5.77%4.05%16.21%28.24%13.75%11.98%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
1.83%3.16%9.89%13.32%5.59%4.26%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-5.13%-0.17%7.01%3.24%3.90%6.04%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-1.88%-0.44%3.35%3.59%0.52%1.36%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.28%
20232.83%-2.24%-4.16%-2.65%8.34%5.43%

Sharpe Ratio

The current Baseline Sharpe ratio is 1.76. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.76

The Sharpe ratio of Baseline 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.76
2.23
Baseline
Benchmark (^GSPC)
Portfolio components

Dividend yield

Baseline granted a 2.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Baseline2.22%2.24%2.23%1.82%1.87%2.29%2.55%2.21%2.39%2.33%2.35%2.24%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.35%1.42%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
3.16%3.22%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
4.12%3.91%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
3.20%3.08%2.59%2.11%2.39%2.73%2.80%2.56%2.54%2.37%2.59%2.59%

Expense Ratio

The Baseline has an expense ratio of 0.06% 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.


0.12%
0.00%2.15%
0.11%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
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
^GSPC
S&P 500
2.23
Baseline
1.76
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.14
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
0.97
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
0.11
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
0.47

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VBTLXVGSLXVTIAXVTSAX
VBTLX1.000.05-0.15-0.21
VGSLX0.051.000.560.66
VTIAX-0.150.561.000.82
VTSAX-0.210.660.821.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Baseline
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.3%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-24.13%Nov 9, 2021235Oct 14, 2022339Feb 22, 2024574
-16.85%May 2, 2011108Oct 3, 201198Feb 23, 2012206
-14.38%Aug 30, 201880Dec 24, 201866Apr 1, 2019146
-13.05%May 22, 2015183Feb 11, 2016103Jul 11, 2016286

Volatility Chart

The current Baseline volatility is 3.01%, 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%SeptemberOctoberNovemberDecember2024February
3.01%
3.90%
Baseline
Benchmark (^GSPC)
Portfolio components
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