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My Global Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPTL 10%BSV 10%IAU 10%SCHX 20%VBR 20%SPDW 15%VWO 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
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%
SPDW
SPDR Portfolio World ex-US ETF
Foreign Large Cap Equities
15%
SPTL
SPDR Portfolio Long Term Treasury ETF
Government Bonds
10%
VBR
Vanguard Small-Cap Value ETF
Small Cap Blend Equities
20%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities
15%

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


250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
267.67%
482.57%
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 By Period

As of Dec 7, 2024, the My Global Portfolio returned 16.55% Year-To-Date and 8.08% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
27.68%1.58%13.90%32.27%14.27%11.62%
My Global Portfolio16.55%0.62%10.68%21.66%9.30%8.20%
SCHX
Schwab U.S. Large-Cap ETF
31.32%1.98%17.00%36.47%18.18%16.04%
VBR
Vanguard Small-Cap Value ETF
19.99%0.51%17.05%27.67%11.94%9.72%
SPDW
SPDR Portfolio World ex-US ETF
8.24%1.06%1.66%13.35%6.25%5.76%
VWO
Vanguard FTSE Emerging Markets ETF
13.72%-0.88%8.05%18.74%4.70%4.48%
SPTL
SPDR Portfolio Long Term Treasury ETF
-0.09%2.25%5.30%4.82%-4.41%0.06%
BSV
Vanguard Short-Term Bond ETF
4.09%0.69%3.70%5.59%1.40%1.66%
IAU
iShares Gold Trust
27.29%-2.01%14.89%31.08%12.29%7.74%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.18%2.59%3.59%-2.72%3.30%0.65%3.70%1.55%2.92%-1.70%2.72%16.55%
20237.16%-3.59%1.73%0.56%-2.03%4.51%3.19%-2.91%-3.94%-2.21%7.25%5.57%15.30%
2022-3.22%-0.76%0.05%-6.21%0.23%-5.91%4.58%-3.18%-8.13%3.69%7.85%-2.84%-14.11%
2021-0.03%1.80%1.65%3.23%2.12%-0.03%-0.05%1.49%-3.06%3.25%-1.81%2.93%11.86%
2020-0.60%-4.52%-10.66%8.29%3.50%2.92%5.06%3.04%-2.06%-0.54%8.94%4.62%17.56%
20196.81%1.64%0.79%2.07%-3.79%5.40%-0.07%-0.26%1.26%2.05%1.16%2.78%21.30%
20183.44%-3.80%0.10%-0.37%0.92%-0.92%1.77%0.21%-0.46%-5.75%1.92%-3.76%-6.88%
20172.56%2.19%0.70%1.20%0.68%0.86%2.05%0.96%1.29%1.16%1.38%1.56%17.90%
2016-2.95%1.42%5.82%1.48%-0.49%2.30%3.50%-0.07%0.56%-1.98%0.28%1.37%11.50%
20150.62%2.49%-0.55%1.31%-0.23%-1.83%-0.84%-4.38%-1.93%4.95%-0.90%-2.10%-3.64%
2014-2.27%3.98%0.88%0.51%1.57%2.78%-1.73%2.94%-3.98%1.68%0.85%-0.22%6.91%
20132.59%-0.31%1.85%0.94%-1.41%-2.89%3.95%-1.71%3.65%2.90%0.29%1.05%11.18%

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.


Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VBR: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SPTL: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SPDW: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My Global Portfolio is 49, 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.


The Risk-Adjusted Performance Rank of My Global Portfolio is 4949
Overall Rank
The Sharpe Ratio Rank of My Global Portfolio is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of My Global Portfolio is 4848
Sortino Ratio Rank
The Omega Ratio Rank of My Global Portfolio is 4646
Omega Ratio Rank
The Calmar Ratio Rank of My Global Portfolio is 5050
Calmar Ratio Rank
The Martin Ratio Rank of My Global Portfolio is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for My Global Portfolio, currently valued at 2.30, compared to the broader market-6.00-4.00-2.000.002.004.006.002.302.77
The chart of Sortino ratio for My Global Portfolio, currently valued at 3.21, compared to the broader market-6.00-4.00-2.000.002.004.006.003.213.66
The chart of Omega ratio for My Global Portfolio, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.51
The chart of Calmar ratio for My Global Portfolio, currently valued at 3.50, compared to the broader market0.005.0010.0015.003.503.99
The chart of Martin ratio for My Global Portfolio, currently valued at 15.28, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.2817.73
My Global Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHX
Schwab U.S. Large-Cap ETF
3.074.031.574.4519.95
VBR
Vanguard Small-Cap Value ETF
1.782.541.323.739.80
SPDW
SPDR Portfolio World ex-US ETF
1.121.581.201.714.83
VWO
Vanguard FTSE Emerging Markets ETF
1.271.831.230.795.52
SPTL
SPDR Portfolio Long Term Treasury ETF
0.260.461.050.080.60
BSV
Vanguard Short-Term Bond ETF
2.153.281.421.578.27
IAU
iShares Gold Trust
1.982.641.353.6311.08

The current My Global Portfolio Sharpe ratio is 2.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.95 to 2.84, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of My Global Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.30
2.77
My Global Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My Global Portfolio provided a 2.38% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.38%2.34%2.73%1.98%1.96%2.35%2.87%2.27%2.12%2.54%2.42%2.27%
SCHX
Schwab U.S. Large-Cap ETF
2.52%2.03%4.08%2.32%3.52%2.57%5.21%4.35%2.61%4.18%3.53%3.43%
VBR
Vanguard Small-Cap Value ETF
1.87%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
2.68%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.79%3.51%2.37%
VWO
Vanguard FTSE Emerging Markets ETF
2.60%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%
SPTL
SPDR Portfolio Long Term Treasury ETF
3.74%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%2.64%2.98%
BSV
Vanguard Short-Term Bond ETF
3.30%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.05%
0
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 87 trading sessions.

The current My Global Portfolio drawdown is 0.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.59%Feb 20, 202020Mar 18, 202087Jul 22, 2020107
-22.13%Nov 15, 2021231Oct 14, 2022345Mar 1, 2024576
-15.18%May 2, 2011108Oct 3, 201184Feb 2, 2012192
-14.82%Apr 29, 2015184Jan 20, 2016120Jul 12, 2016304
-14.1%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351

Volatility

Volatility Chart

The current My Global Portfolio volatility is 2.10%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.10%
2.22%
My Global Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

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
IAU1.000.340.240.190.050.050.18
BSV0.341.000.66-0.06-0.14-0.12-0.06
SPTL0.240.661.00-0.22-0.29-0.27-0.25
VWO0.19-0.06-0.221.000.660.720.81
VBR0.05-0.14-0.290.661.000.850.76
SCHX0.05-0.12-0.270.720.851.000.82
SPDW0.18-0.06-0.250.810.760.821.00
The correlation results are calculated based on daily price changes starting from Nov 4, 2009
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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