FIRE SAFARI Guy Sorta Lazy Portfolio
After FIRE'ing, I started blogging about my experiences at firesafari.com. As part of my retirement, I had to develop a portfolio asset allocation model that fit my objectives, my beliefs, and my personal risk tolerance profile. This portfolio met the following key criteria. 1) Balanced stocks and bonds at roughly 60/40; 2) Weighted more towards the U.S. but with some international; 3) Weighted more towards midcap and small cap than the overall market; 4) Healthy levels of income to reduce sequence of returns risk; 5) Healthy high yield bond allocation to drive higher returns; 6) Some international bond presence; 7) Some real estate presence; 8) Decent inflation risk coverage; 9) Bond weighting more towards corporate interim maturities; 10) Preferred stock to provide additional income; 11) Low expense fees; 12) Easy to manage, with minimal funds from the same brokerage. Note that the actual FIRE SAFARI Guy Sorta Lazy Portfolio utilizes some private debt, real estate and venture capital investments rather than just VWEAX, VNQ and VB. But for purposes of the Sorta Lazy Porfolio, these public ETF's are close enough. The private investments produce higher returns but with higher risk.
Распределение активов
Доходность
График показывает рост $10,000 инвестированных в FIRE SAFARI Guy Sorta Lazy Portfolio и сравнивает его с ростом индекса S&P 500 или другим бенчмарком. Цены представлены с поправкой на сплиты и дивиденды. Портфель ребалансируется раз в квартал
Доходность по периодам
FIRE SAFARI Guy Sorta Lazy Portfolio на 3 июн. 2023 г. показал доходность в 3.96% с начала года и доходность в -0.27% в годовом выражении за последние 10 лет.
| 1 месяц | С начала года | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
|---|---|---|---|---|---|---|
| Бенчмарк | 4.68% | 11.53% | 5.17% | 2.53% | 5.81% | 5.81% |
| FIRE SAFARI Guy Sorta Lazy Portfolio | 1.01% | 3.96% | -0.13% | -1.98% | -0.27% | -0.27% |
| Активы портфеля: | ||||||
VTI Vanguard Total Stock Market ETF | 5.05% | 11.70% | 5.20% | 3.44% | 5.05% | 5.05% |
RSP Invesco S&P 500® Equal Weight ETF | 1.21% | 2.27% | -2.61% | -2.30% | 6.87% | 6.87% |
VIG Vanguard Dividend Appreciation ETF | 1.41% | 4.09% | 0.17% | 3.85% | 7.74% | 7.74% |
VYM Vanguard High Dividend Yield ETF | 0.13% | -3.16% | -6.42% | -3.62% | 8.60% | 8.60% |
VOE Vanguard Mid-Cap Value ETF | 0.08% | -1.76% | -6.05% | -7.09% | 6.39% | 6.39% |
VB Vanguard Small-Cap ETF | 3.96% | 4.61% | -1.74% | -1.86% | -0.74% | -0.74% |
VNQ Vanguard Real Estate ETF | 1.24% | 0.37% | -4.20% | -14.26% | 1.41% | 1.41% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 4.20% | 9.23% | 1.36% | -9.23% | 2.91% | 2.91% |
VXUS Vanguard Total International Stock ETF | 0.58% | 8.41% | 5.43% | 0.79% | -1.17% | -1.17% |
BND Vanguard Total Bond Market ETF | -1.81% | 2.35% | 0.27% | -2.11% | -5.42% | -5.42% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -1.37% | 3.43% | 1.36% | -0.32% | -5.32% | -5.32% |
BNDX Vanguard Total International Bond ETF | -0.44% | 3.47% | -0.02% | -1.11% | -5.04% | -5.04% |
PDO Pimco Dynamic Income Opportunities Fund | 2.00% | 6.64% | -1.68% | -2.16% | -6.03% | -6.03% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | -2.46% | -8.74% | -10.22% | -22.16% | 13.74% | 13.74% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | -0.63% | -4.60% | -8.29% | -3.32% | -5.69% | -5.69% |
VFMO Vanguard U.S. Momentum Factor ETF | 4.51% | 1.68% | -4.29% | -1.97% | 0.14% | 0.14% |
VWO Vanguard FTSE Emerging Markets ETF | 1.69% | 3.59% | 0.91% | -5.05% | -8.10% | -8.10% |
TIP iShares TIPS Bond ETF | -1.90% | 2.06% | -1.09% | -4.66% | -2.40% | -2.40% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | -0.19% | 3.32% | 2.02% | 0.80% | -0.94% | -0.94% |
| Доходность выше одного года показана в среднегодовом выражении | ||||||
Таблица корреляции активов
| BNDX | VCMDX | BND | TIP | VCIT | PDO | VWEAX | VWO | PFFA | VNQ | MTUM | VFMO | VYM | VXUS | VOE | VIG | VB | VTI | RSP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.05 | 0.83 | 0.61 | 0.80 | 0.15 | 0.34 | 0.07 | 0.23 | 0.25 | 0.05 | 0.02 | 0.04 | 0.11 | 0.06 | 0.15 | 0.09 | 0.12 | 0.10 |
| VCMDX | 0.05 | 1.00 | 0.07 | 0.31 | 0.12 | 0.19 | 0.23 | 0.30 | 0.23 | 0.18 | 0.29 | 0.35 | 0.33 | 0.36 | 0.31 | 0.22 | 0.28 | 0.26 | 0.30 |
| BND | 0.83 | 0.07 | 1.00 | 0.72 | 0.94 | 0.19 | 0.38 | 0.09 | 0.25 | 0.25 | 0.05 | 0.03 | 0.04 | 0.13 | 0.07 | 0.16 | 0.10 | 0.14 | 0.11 |
| TIP | 0.61 | 0.31 | 0.72 | 1.00 | 0.70 | 0.13 | 0.31 | 0.10 | 0.24 | 0.25 | 0.10 | 0.11 | 0.11 | 0.16 | 0.13 | 0.18 | 0.14 | 0.16 | 0.16 |
| VCIT | 0.80 | 0.12 | 0.94 | 0.70 | 1.00 | 0.24 | 0.47 | 0.19 | 0.34 | 0.36 | 0.17 | 0.15 | 0.18 | 0.27 | 0.21 | 0.30 | 0.24 | 0.28 | 0.26 |
| PDO | 0.15 | 0.19 | 0.19 | 0.13 | 0.24 | 1.00 | 0.44 | 0.35 | 0.43 | 0.36 | 0.38 | 0.43 | 0.41 | 0.42 | 0.44 | 0.42 | 0.45 | 0.45 | 0.45 |
| VWEAX | 0.34 | 0.23 | 0.38 | 0.31 | 0.47 | 0.44 | 1.00 | 0.42 | 0.59 | 0.42 | 0.37 | 0.41 | 0.40 | 0.52 | 0.44 | 0.47 | 0.48 | 0.49 | 0.48 |
| VWO | 0.07 | 0.30 | 0.09 | 0.10 | 0.19 | 0.35 | 0.42 | 1.00 | 0.46 | 0.45 | 0.60 | 0.62 | 0.53 | 0.88 | 0.57 | 0.54 | 0.65 | 0.65 | 0.62 |
| PFFA | 0.23 | 0.23 | 0.25 | 0.24 | 0.34 | 0.43 | 0.59 | 0.46 | 1.00 | 0.56 | 0.48 | 0.54 | 0.55 | 0.58 | 0.60 | 0.58 | 0.62 | 0.61 | 0.63 |
| VNQ | 0.25 | 0.18 | 0.25 | 0.25 | 0.36 | 0.36 | 0.42 | 0.45 | 0.56 | 1.00 | 0.58 | 0.61 | 0.71 | 0.62 | 0.78 | 0.77 | 0.73 | 0.74 | 0.79 |
| MTUM | 0.05 | 0.29 | 0.05 | 0.10 | 0.17 | 0.38 | 0.37 | 0.60 | 0.48 | 0.58 | 1.00 | 0.89 | 0.75 | 0.73 | 0.76 | 0.78 | 0.82 | 0.85 | 0.81 |
| VFMO | 0.02 | 0.35 | 0.03 | 0.11 | 0.15 | 0.43 | 0.41 | 0.62 | 0.54 | 0.61 | 0.89 | 1.00 | 0.80 | 0.77 | 0.85 | 0.78 | 0.92 | 0.87 | 0.87 |
| VYM | 0.04 | 0.33 | 0.04 | 0.11 | 0.18 | 0.41 | 0.40 | 0.53 | 0.55 | 0.71 | 0.75 | 0.80 | 1.00 | 0.74 | 0.94 | 0.91 | 0.82 | 0.84 | 0.93 |
| VXUS | 0.11 | 0.36 | 0.13 | 0.16 | 0.27 | 0.42 | 0.52 | 0.88 | 0.58 | 0.62 | 0.73 | 0.77 | 0.74 | 1.00 | 0.77 | 0.75 | 0.80 | 0.82 | 0.81 |
| VOE | 0.06 | 0.31 | 0.07 | 0.13 | 0.21 | 0.44 | 0.44 | 0.57 | 0.60 | 0.78 | 0.76 | 0.85 | 0.94 | 0.77 | 1.00 | 0.89 | 0.91 | 0.87 | 0.97 |
| VIG | 0.15 | 0.22 | 0.16 | 0.18 | 0.30 | 0.42 | 0.47 | 0.54 | 0.58 | 0.77 | 0.78 | 0.78 | 0.91 | 0.75 | 0.89 | 1.00 | 0.83 | 0.92 | 0.94 |
| VB | 0.09 | 0.28 | 0.10 | 0.14 | 0.24 | 0.45 | 0.48 | 0.65 | 0.62 | 0.73 | 0.82 | 0.92 | 0.82 | 0.80 | 0.91 | 0.83 | 1.00 | 0.93 | 0.94 |
| VTI | 0.12 | 0.26 | 0.14 | 0.16 | 0.28 | 0.45 | 0.49 | 0.65 | 0.61 | 0.74 | 0.85 | 0.87 | 0.84 | 0.82 | 0.87 | 0.92 | 0.93 | 1.00 | 0.95 |
| RSP | 0.10 | 0.30 | 0.11 | 0.16 | 0.26 | 0.45 | 0.48 | 0.62 | 0.63 | 0.79 | 0.81 | 0.87 | 0.93 | 0.81 | 0.97 | 0.94 | 0.94 | 0.95 | 1.00 |
Дивидендный доход
Дивидендная доходность FIRE SAFARI Guy Sorta Lazy Portfolio за предыдущие двенадцать месяцев составила 4.87%.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FIRE SAFARI Guy Sorta Lazy Portfolio | 4.87% | 3.97% | 3.53% | 2.32% | 3.00% | 3.16% | 2.55% | 2.71% | 2.80% | 2.90% | 2.95% | 3.23% |
| Активы портфеля: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.87% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
RSP Invesco S&P 500® Equal Weight ETF | 2.27% | 1.83% | 1.31% | 1.70% | 1.80% | 2.19% | 1.68% | 1.34% | 1.93% | 1.68% | 1.49% | 1.94% |
VIG Vanguard Dividend Appreciation ETF | 2.37% | 1.97% | 1.59% | 1.70% | 1.82% | 2.25% | 2.08% | 2.42% | 2.69% | 2.30% | 2.22% | 2.91% |
VYM Vanguard High Dividend Yield ETF | 3.81% | 3.03% | 2.87% | 3.40% | 3.36% | 3.89% | 3.31% | 3.55% | 4.04% | 3.60% | 3.75% | 4.44% |
VOE Vanguard Mid-Cap Value ETF | 2.85% | 2.29% | 1.83% | 2.48% | 2.21% | 3.03% | 2.10% | 2.21% | 2.40% | 2.00% | 1.87% | 2.39% |
VB Vanguard Small-Cap ETF | 1.91% | 1.59% | 1.26% | 1.18% | 1.46% | 1.77% | 1.46% | 1.64% | 1.65% | 1.62% | 1.50% | 2.16% |
VNQ Vanguard Real Estate ETF | 4.88% | 3.95% | 2.68% | 4.23% | 3.81% | 5.51% | 5.15% | 6.12% | 5.22% | 4.99% | 6.23% | 5.35% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 14.61% | 11.22% | 8.73% | 10.56% | 13.67% | 7.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.07% | 3.10% | 3.20% | 2.28% | 3.34% | 3.58% | 3.17% | 3.50% | 3.48% | 4.30% | 3.52% | 3.98% |
BND Vanguard Total Bond Market ETF | 3.79% | 2.63% | 2.04% | 2.34% | 2.94% | 3.13% | 2.91% | 2.95% | 3.10% | 3.44% | 3.53% | 4.22% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.47% | 3.08% | 3.00% | 2.99% | 3.72% | 4.13% | 3.81% | 4.03% | 4.23% | 4.37% | 5.41% | 5.25% |
BNDX Vanguard Total International Bond ETF | 2.16% | 1.52% | 3.82% | 1.17% | 3.65% | 3.34% | 2.55% | 2.21% | 1.93% | 1.86% | 1.06% | 0.00% |
PDO Pimco Dynamic Income Opportunities Fund | 23.71% | 20.03% | 10.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 15.57% | 14.21% | 34.91% | 0.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares Edge MSCI USA Momentum Factor ETF | 2.47% | 1.81% | 0.56% | 0.86% | 1.54% | 1.35% | 1.09% | 1.55% | 1.23% | 1.16% | 1.14% | 0.00% |
VFMO Vanguard U.S. Momentum Factor ETF | 2.01% | 1.73% | 0.82% | 0.46% | 1.27% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 4.04% | 4.12% | 2.74% | 2.04% | 3.53% | 3.25% | 2.67% | 2.99% | 3.97% | 3.59% | 3.53% | 2.91% |
TIP iShares TIPS Bond ETF | 7.82% | 7.02% | 4.60% | 1.31% | 1.99% | 3.13% | 2.46% | 1.79% | 0.41% | 2.06% | 1.44% | 2.81% |
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 7.44% | 5.31% | 4.55% | 5.27% | 6.27% | 7.57% | 7.13% | 7.67% | 8.82% | 8.89% | 9.69% | 10.94% |
Комиссия
Комиссия FIRE SAFARI Guy Sorta Lazy Portfolio составляет 0.12%, что примерно соответствует среднему уровню по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
В таблице представлено сравнение показателей доходности скорректированной на риск для позиций. Риск-скорректированные показатели оценивают доходность инвестиций с учетом их рискованности, что позволяет более точно сравнивать различные активы между собой.
| Коэффициент Шарпа | Коэффициент Сортино | Коэффициент Омега | Коэффициент Кальмара | Индекс Язвы | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.26 | ||||
RSP Invesco S&P 500® Equal Weight ETF | -0.03 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.31 | ||||
VYM Vanguard High Dividend Yield ETF | -0.16 | ||||
VOE Vanguard Mid-Cap Value ETF | -0.30 | ||||
VB Vanguard Small-Cap ETF | 0.02 | ||||
VNQ Vanguard Real Estate ETF | -0.54 | ||||
PFFA Virtus InfraCap U.S. Preferred Stock ETF | -0.52 | ||||
VXUS Vanguard Total International Stock ETF | 0.15 | ||||
BND Vanguard Total Bond Market ETF | -0.25 | ||||
VCIT Vanguard Intermediate-Term Corporate Bond ETF | -0.02 | ||||
BNDX Vanguard Total International Bond ETF | -0.19 | ||||
PDO Pimco Dynamic Income Opportunities Fund | -0.05 | ||||
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | -0.79 | ||||
MTUM iShares Edge MSCI USA Momentum Factor ETF | -0.17 | ||||
VFMO Vanguard U.S. Momentum Factor ETF | -0.03 | ||||
VWO Vanguard FTSE Emerging Markets ETF | -0.18 | ||||
TIP iShares TIPS Bond ETF | -0.48 | ||||
VWEAX Vanguard High-Yield Corporate Fund Admiral Shares | 0.11 |
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
FIRE SAFARI Guy Sorta Lazy Portfolio с января 2010 показал максимальную просадку в 21.10%, зарегистрированную 14 окт. 2022 г.. Портфель еще не восстановился от этой просадки.
В таблице ниже показаны максимальные просадки. Максимальная просадка - показатель риска. Он показывает снижение стоимости портфеля от максимума после серии убыточных торгов.
Глубина | Начало | Падение | Дно | Восстановление | Окончание | Всего |
|---|---|---|---|---|---|---|
| -21.1% | 9 нояб. 2021 г. | 235 | 14 окт. 2022 г. | — | — | — |
| -3.57% | 16 февр. 2021 г. | 13 | 4 мар. 2021 г. | 21 | 5 апр. 2021 г. | 34 |
| -3.15% | 3 сент. 2021 г. | 19 | 30 сент. 2021 г. | 17 | 25 окт. 2021 г. | 36 |
| -2.89% | 10 мая 2021 г. | 3 | 12 мая 2021 г. | 12 | 28 мая 2021 г. | 15 |
| -2.15% | 14 июн. 2021 г. | 5 | 18 июн. 2021 г. | 9 | 1 июл. 2021 г. | 14 |
График волатильности
Текущая волатильность FIRE SAFARI Guy Sorta Lazy Portfolio составляет 2.66%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.