My Global Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Global Portfolio, 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 3, 2009, corresponding to the inception date of SCHX
Returns By Period
As of Sep 4, 2024, the My Global Portfolio returned 10.32% Year-To-Date and 6.85% 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 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
| My Global Portfolio | 10.32% | 4.82% | 7.23% | 17.73% | 8.48% | 6.85% |
| Portfolio components: | ||||||
SCHX Schwab U.S. Large-Cap ETF | 16.38% | 6.73% | 8.44% | 24.39% | 14.77% | 12.56% |
VBR Vanguard Small-Cap Value ETF | 8.97% | 6.17% | 6.37% | 19.28% | 11.31% | 8.54% |
SPDW SPDR Portfolio World ex-US ETF | 9.25% | 8.21% | 5.50% | 17.24% | 7.75% | 4.98% |
VWO Vanguard FTSE Emerging Markets ETF | 7.67% | 5.11% | 6.30% | 11.89% | 4.46% | 2.31% |
SPTL SPDR Portfolio Long Term Treasury ETF | 2.19% | -0.58% | 4.30% | 9.29% | -4.80% | 1.02% |
BSV Vanguard Short-Term Bond ETF | 3.71% | 0.38% | 3.74% | 7.14% | 1.34% | 1.65% |
IAU iShares Gold Trust | 20.65% | 3.54% | 15.96% | 29.08% | 10.45% | 6.78% |
Monthly Returns
The table below presents the monthly returns of My Global Portfolio, 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 | -1.18% | 2.59% | 3.59% | -2.72% | 3.30% | 0.51% | 3.70% | 1.55% | 10.32% | ||||
| 2023 | 7.16% | -3.59% | 1.73% | 0.56% | -2.03% | 4.34% | 3.19% | -2.91% | -4.08% | -2.21% | 7.25% | 5.39% | 14.76% |
| 2022 | -3.22% | -0.76% | 0.05% | -6.21% | 0.23% | -6.06% | 4.58% | -3.18% | -8.13% | 3.69% | 7.85% | -3.01% | -14.40% |
| 2021 | -0.03% | 1.80% | 1.65% | 3.23% | 2.11% | -0.03% | -0.05% | 1.49% | -3.06% | 3.25% | -1.81% | 2.77% | 11.68% |
| 2020 | -0.60% | -4.52% | -10.86% | 8.29% | 3.50% | 2.75% | 5.06% | 3.04% | -2.31% | -0.54% | 8.94% | 4.62% | 16.80% |
| 2019 | 6.81% | 1.64% | 0.79% | 2.07% | -3.79% | 5.40% | -0.07% | -0.26% | 1.07% | 2.05% | 1.16% | 2.78% | 21.07% |
| 2018 | 3.44% | -3.80% | -0.06% | -0.37% | 0.92% | -0.92% | 1.77% | 0.21% | -0.65% | -5.75% | 1.92% | -4.00% | -7.44% |
| 2017 | 2.56% | 2.19% | 0.70% | 1.20% | 0.68% | 0.67% | 2.05% | 0.96% | 1.10% | 1.16% | 1.38% | 1.56% | 17.46% |
| 2016 | -2.95% | 1.42% | 5.92% | 1.48% | -0.49% | 2.10% | 3.50% | -0.07% | 0.56% | -1.98% | 0.28% | 1.09% | 11.08% |
| 2015 | 0.62% | 2.49% | -0.55% | 1.31% | -0.23% | -2.04% | -0.84% | -4.38% | -2.13% | 4.95% | -0.90% | -2.32% | -4.27% |
| 2014 | -2.27% | 3.98% | 0.69% | 0.51% | 1.57% | 2.59% | -1.73% | 2.94% | -3.98% | 1.68% | 0.85% | -0.41% | 6.31% |
| 2013 | 2.59% | -0.31% | 1.85% | 0.94% | -1.41% | -3.10% | 3.95% | -1.71% | 3.46% | 2.90% | 0.29% | 0.84% | 10.52% |
Expense Ratio
My Global Portfolio has an expense ratio of 0.07%, 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 My Global Portfolio is 43, 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 | |
|---|---|---|---|---|---|
SCHX Schwab U.S. Large-Cap ETF | 1.89 | 2.59 | 1.34 | 1.85 | 9.00 |
VBR Vanguard Small-Cap Value ETF | 1.02 | 1.52 | 1.18 | 1.11 | 4.05 |
SPDW SPDR Portfolio World ex-US ETF | 1.27 | 1.81 | 1.22 | 0.94 | 5.94 |
VWO Vanguard FTSE Emerging Markets ETF | 0.92 | 1.37 | 1.16 | 0.45 | 4.47 |
SPTL SPDR Portfolio Long Term Treasury ETF | 0.42 | 0.69 | 1.08 | 0.14 | 1.12 |
BSV Vanguard Short-Term Bond ETF | 2.52 | 4.06 | 1.50 | 1.18 | 14.23 |
IAU iShares Gold Trust | 1.97 | 2.79 | 1.35 | 2.28 | 11.48 |
Dividends
Dividend yield
My Global Portfolio granted a 2.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My Global Portfolio | 2.20% | 2.21% | 2.24% | 1.76% | 1.58% | 2.20% | 2.26% | 1.74% | 2.08% | 2.11% | 2.07% | 1.91% |
| Portfolio components: | ||||||||||||
SCHX Schwab U.S. Large-Cap ETF | 1.25% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
VBR Vanguard Small-Cap Value ETF | 2.06% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
SPDW SPDR Portfolio World ex-US ETF | 2.65% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
VWO Vanguard FTSE Emerging Markets ETF | 3.18% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
SPTL SPDR Portfolio Long Term Treasury ETF | 3.56% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% | 2.63% | 2.98% |
BSV Vanguard Short-Term Bond ETF | 3.10% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% | 1.45% | 1.48% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the My Global Portfolio. 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 My Global Portfolio was 24.59%, occurring on Mar 18, 2020. Recovery took 90 trading sessions.
The current My Global Portfolio drawdown is 1.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.59% | Feb 20, 2020 | 20 | Mar 18, 2020 | 90 | Jul 27, 2020 | 110 |
| -22.38% | Nov 15, 2021 | 231 | Oct 14, 2022 | 349 | Mar 7, 2024 | 580 |
| -15.38% | Apr 29, 2015 | 184 | Jan 20, 2016 | 128 | Jul 22, 2016 | 312 |
| -15.18% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -14.56% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
Volatility
Volatility Chart
The current My Global Portfolio volatility is 3.85%, 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
| IAU | BSV | SPTL | VWO | VBR | SCHX | SPDW | |
|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.34 | 0.24 | 0.19 | 0.05 | 0.05 | 0.18 |
| BSV | 0.34 | 1.00 | 0.66 | -0.07 | -0.14 | -0.12 | -0.07 |
| SPTL | 0.24 | 0.66 | 1.00 | -0.22 | -0.30 | -0.28 | -0.25 |
| VWO | 0.19 | -0.07 | -0.22 | 1.00 | 0.66 | 0.73 | 0.81 |
| VBR | 0.05 | -0.14 | -0.30 | 0.66 | 1.00 | 0.86 | 0.77 |
| SCHX | 0.05 | -0.12 | -0.28 | 0.73 | 0.86 | 1.00 | 0.83 |
| SPDW | 0.18 | -0.07 | -0.25 | 0.81 | 0.77 | 0.83 | 1.00 |