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My Global Portfolio

Last updated Feb 21, 2024

Asset Allocation


SPTL 10%BSV 10%IAU 10%SCHX 20%VBR 20%SPDW 15%VWO 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
SPTL
SPDR Portfolio Long Term Treasury ETF
Government Bonds

10%

BSV
Vanguard Short-Term Bond ETF
Total Bond Market

10%

IAU
iShares Gold Trust
Precious Metals, Gold

10%

SCHX
Schwab U.S. Large-Cap ETF
Large Cap Growth Equities

20%

VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities

20%

SPDW
SPDR Portfolio World ex-US ETF
Foreign Large Cap Equities

15%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

15%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
8.81%
13.40%
My Global Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 3, 2009, corresponding to the inception date of SCHX

Returns

As of Feb 21, 2024, the My Global Portfolio returned 0.22% Year-To-Date and 6.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
My Global Portfolio0.22%1.99%8.81%8.97%7.47%6.62%
SCHX
Schwab U.S. Large-Cap ETF
4.52%3.10%14.76%23.95%14.10%12.44%
VBR
Vanguard Small-Cap Value ETF
-0.41%2.22%10.80%5.64%8.47%8.44%
SPDW
SPDR Portfolio World ex-US ETF
0.82%3.16%10.05%10.03%6.47%4.53%
VWO
Vanguard FTSE Emerging Markets ETF
0.17%3.89%6.42%4.80%3.10%3.49%
SPTL
SPDR Portfolio Long Term Treasury ETF
-5.25%-0.99%2.03%-4.79%-2.45%1.16%
BSV
Vanguard Short-Term Bond ETF
-0.37%-0.15%3.33%4.13%1.32%1.29%
IAU
iShares Gold Trust
-1.84%-0.21%6.59%9.68%8.73%4.13%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.17%
20233.19%-2.91%-4.08%-2.21%7.25%5.39%

Sharpe Ratio

The current My Global Portfolio Sharpe ratio is 0.89. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.89

The Sharpe ratio of My Global Portfolio 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.89
1.75
My Global Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Global Portfolio granted a 2.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Global Portfolio2.23%2.21%2.24%1.76%1.58%2.20%2.26%1.74%2.08%2.11%2.07%1.91%
SCHX
Schwab U.S. Large-Cap ETF
1.33%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
2.12%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
2.72%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
3.52%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
3.48%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
2.56%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%

Expense Ratio

The My Global Portfolio has an expense ratio of 0.07% 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.


0.25%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
SCHX
Schwab U.S. Large-Cap ETF
1.87
VBR
Vanguard Small-Cap Value ETF
0.31
SPDW
SPDR Portfolio World ex-US ETF
0.76
VWO
Vanguard FTSE Emerging Markets ETF
0.28
SPTL
SPDR Portfolio Long Term Treasury ETF
-0.25
BSV
Vanguard Short-Term Bond ETF
1.23
IAU
iShares Gold Trust
0.78

Asset Correlations Table

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

IAUBSVSPTLVWOVBRSCHXSPDW
IAU1.000.350.240.180.040.040.17
BSV0.351.000.65-0.08-0.16-0.14-0.08
SPTL0.240.651.00-0.24-0.31-0.29-0.27
VWO0.18-0.08-0.241.000.670.730.82
VBR0.04-0.16-0.310.671.000.870.77
SCHX0.04-0.14-0.290.730.871.000.83
SPDW0.17-0.08-0.270.820.770.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.91%
-1.08%
My Global Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.59%Feb 20, 202020Mar 18, 202090Jul 27, 2020110
-22.38%Nov 15, 2021231Oct 14, 2022
-15.38%Apr 29, 2015184Jan 20, 2016128Jul 22, 2016312
-15.18%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-14.56%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358

Volatility Chart

The current My Global Portfolio volatility is 2.99%, 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
2.99%
3.37%
My Global Portfolio
Benchmark (^GSPC)
Portfolio components
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