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Merr

Last updated Mar 2, 2024

Asset Allocation


VFIAX 15.8%VVIAX 15.8%VTMSX 15.8%VSIAX 15.8%VTRIX 10.8%VTMGX 5.4%VFSAX 5.4%VEMAX 5.4%VGSLX 7%VGRLX 2.8%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

15.80%

VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities

15.80%

VTMSX
Vanguard Tax-Managed Small-Cap Fund Admiral Shares
Small Cap Blend Equities

15.80%

VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Small Cap Value Equities

15.80%

VTRIX
Vanguard International Value Fund
Foreign Large Cap Equities

10.80%

VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
Large Cap Growth Equities, Foreign Large Cap Equities

5.40%

VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
Foreign Small & Mid Cap Equities

5.40%

VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
Emerging Markets Equities

5.40%

VGSLX
Vanguard Real Estate Index Fund Admiral Shares
REIT

7%

VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
REIT

2.80%

S&P 500

Performance

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


30.00%40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
55.43%
89.84%
Merr
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 7, 2019, corresponding to the inception date of VFSAX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Merr2.23%3.33%8.91%11.58%8.84%N/A
VFIAX
Vanguard 500 Index Fund Admiral Shares
7.96%3.75%14.62%28.97%15.05%12.67%
VVIAX
Vanguard Value Index Fund Admiral Shares
4.96%3.01%10.38%13.43%10.89%10.16%
VTMSX
Vanguard Tax-Managed Small-Cap Fund Admiral Shares
-0.26%3.13%6.79%5.24%8.49%8.35%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.00%3.78%9.04%9.04%9.47%8.35%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
-3.24%2.56%7.15%3.82%4.37%5.99%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.66%3.54%9.68%12.70%6.96%4.74%
VTRIX
Vanguard International Value Fund
1.81%3.55%6.46%9.30%6.34%4.04%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
-0.32%2.68%5.39%7.18%4.65%N/A
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
1.61%4.63%4.64%6.25%2.91%3.58%
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
-4.23%0.45%3.89%0.47%-2.83%1.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.91%3.46%
2023-3.40%-4.59%-3.84%8.50%7.54%

Sharpe Ratio

The current Merr Sharpe ratio is 1.00. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.00

The Sharpe ratio of Merr is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.00
2.44
Merr
Benchmark (^GSPC)
Portfolio components

Dividend yield

Merr granted a 2.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Merr2.35%2.38%2.30%2.28%1.86%2.48%2.79%1.98%2.17%2.17%2.10%1.97%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.34%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.33%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%2.22%2.21%
VTMSX
Vanguard Tax-Managed Small-Cap Fund Admiral Shares
1.50%1.50%1.51%1.16%1.09%1.15%1.26%1.11%1.01%1.26%0.99%0.92%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.07%2.10%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.04%3.91%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%4.32%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.06%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%3.70%2.61%
VTRIX
Vanguard International Value Fund
2.73%2.78%2.75%4.35%1.58%2.96%6.24%1.86%2.29%2.13%2.79%1.86%
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
3.07%3.06%2.22%2.67%1.85%3.19%0.00%0.00%0.00%0.00%0.00%0.00%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
3.42%3.47%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%2.86%2.76%
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
3.90%3.74%0.56%6.49%0.92%7.76%4.62%3.86%5.17%2.84%4.08%3.27%

Expense Ratio

The Merr features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.04%

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
2.44
Merr
1.00
VFIAX
Vanguard 500 Index Fund Admiral Shares
2.60
VVIAX
Vanguard Value Index Fund Admiral Shares
1.36
VTMSX
Vanguard Tax-Managed Small-Cap Fund Admiral Shares
0.33
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.58
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
0.34
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
1.12
VTRIX
Vanguard International Value Fund
0.85
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
0.66
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
0.60
VGRLX
Vanguard Global ex-U.S. Real Estate Index Fund Admiral Shares
0.09

Asset Correlations Table

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

VGSLXVEMAXVGRLXVTMSXVVIAXVFIAXVSIAXVFSAXVTRIXVTMGX
VGSLX1.000.440.600.680.700.690.710.590.590.61
VEMAX0.441.000.730.590.580.660.590.830.820.77
VGRLX0.600.731.000.600.620.660.620.850.810.83
VTMSX0.680.590.601.000.850.800.970.730.760.75
VVIAX0.700.580.620.851.000.860.900.740.790.79
VFIAX0.690.660.660.800.861.000.810.790.800.82
VSIAX0.710.590.620.970.900.811.000.740.790.77
VFSAX0.590.830.850.730.740.790.741.000.930.95
VTRIX0.590.820.810.760.790.800.790.931.000.97
VTMGX0.610.770.830.750.790.820.770.950.971.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Merr
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Merr. 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 Merr was 38.36%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.36%Jan 21, 202044Mar 23, 2020166Nov 16, 2020210
-23.46%Jan 5, 2022186Sep 30, 2022352Feb 27, 2024538
-6.7%May 6, 201919May 31, 201923Jul 3, 201942
-6.54%Nov 9, 202116Dec 1, 202123Jan 4, 202239
-6.24%Jul 25, 201915Aug 14, 201920Sep 12, 201935

Volatility Chart

The current Merr volatility is 3.54%, 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%6.00%OctoberNovemberDecember2024FebruaryMarch
3.54%
3.47%
Merr
Benchmark (^GSPC)
Portfolio components
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