All Portfilio
Распределение активов
Доходность
График доходности
График показывает рост $10,000 инвестированных в All Portfilio 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
Самые ранние данные для этого графика доступны с 24 окт. 2013 г., начальной даты FTEC
Доходность по периодам
С начала года | 1 месяц | 6 месяцев | 1 год | 5 лет (среднегодовая) | 10 лет (среднегодовая) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
All Portfilio | 13.65% | 2.23% | 8.82% | 26.20% | 10.97% | N/A |
Активы портфеля: | ||||||
Vanguard Real Estate ETF | 13.46% | 6.17% | 17.54% | 31.33% | 4.89% | 7.25% |
Fidelity MSCI Information Technology Index ETF | 20.37% | -0.37% | 9.89% | 41.38% | 23.06% | 20.27% |
Schwab International Index Fund | 12.37% | 1.68% | 6.42% | 22.56% | 7.96% | 5.46% |
DFA U.S. Targeted Value Portfolio | 8.94% | 3.64% | 7.12% | 25.34% | 14.07% | 9.27% |
Schwab S&P 500 Index Fund | 20.98% | 1.77% | 9.89% | 33.85% | 15.66% | 13.13% |
Schwab MarketTrack All Equity Portfolio™ | 15.62% | 2.18% | 8.53% | 28.02% | 11.47% | 9.30% |
DFA International Value Portfolio | 13.58% | 2.39% | 7.05% | 19.08% | 9.82% | 5.40% |
DFA Emerging Markets Core Equity Fund | 10.07% | 0.45% | 7.62% | 18.79% | 6.93% | 4.27% |
Vanguard Target Retirement 2050 Fund | 14.89% | 1.75% | 8.19% | 26.42% | 10.67% | 8.87% |
DFA International Small Company Portfolio | 11.59% | 2.45% | 9.16% | 21.89% | 7.91% | 6.09% |
Vanguard Dividend Growth Fund | 13.72% | 2.59% | 8.14% | 23.37% | 11.43% | 11.46% |
Schwab Small-Cap Index Fund-Select Shares | 12.27% | 3.93% | 9.51% | 28.39% | 9.17% | 8.68% |
Vanguard Information Technology ETF | 20.21% | -0.41% | 9.87% | 41.05% | 22.90% | 20.50% |
20.99% | 1.86% | 9.93% | 33.86% | 15.68% | N/A | |
Vanguard FTSE Developed Markets ETF | 11.41% | 1.64% | 6.25% | 21.91% | 7.99% | 5.60% |
SPDR S&P Emerging Markets Small Cap ETF | 5.91% | 1.57% | 6.80% | 14.40% | 8.93% | 4.66% |
12.84% | 2.39% | 8.73% | 21.09% | 8.61% | N/A | |
Vanguard Russell 1000 Value ETF | 15.56% | 2.93% | 8.08% | 24.93% | 10.37% | 8.88% |
9.07% | 1.91% | 8.36% | 19.29% | 6.47% | N/A | |
WisdomTree International SmallCap Dividend | 10.36% | 1.81% | 8.36% | 21.95% | 5.37% | 4.84% |
11.11% | 1.09% | 9.65% | 19.04% | 5.00% | N/A | |
Vanguard S&P Small-Cap 600 ETF | 9.68% | 3.51% | 10.06% | 26.68% | 9.98% | 9.80% |
iShares S&P SmallCap 600 Value ETF | 6.68% | 4.29% | 9.99% | 23.22% | 9.24% | 8.70% |
American Beacon Large Cap Value Fund | 16.40% | 2.99% | 7.89% | 26.92% | 12.16% | 9.32% |
Доходность по месяцам
Ниже представлена таблица с месячной доходностью All Portfilio, с цветовой градацией от худшего до лучшего месяца, для легкого выявления сезонных факторов. Значения учитывают дивиденды.
янв. | февр. | март | апр. | май | июнь | июль | авг. | сент. | окт. | нояб. | дек. | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -1.17% | 3.48% | 3.09% | -3.78% | 4.35% | 0.56% | 4.01% | 1.51% | 13.65% | ||||
2023 | 7.86% | -2.69% | 0.94% | 0.71% | -1.61% | 5.84% | 3.95% | -3.14% | -4.31% | -3.45% | 8.71% | 6.57% | 19.72% |
2022 | -4.32% | -1.75% | 1.31% | -7.22% | 0.84% | -8.23% | 6.96% | -3.86% | -9.55% | 7.02% | 7.58% | -4.24% | -16.15% |
2021 | 0.64% | 4.22% | 3.29% | 3.65% | 1.88% | 0.87% | 0.05% | 2.12% | -3.52% | 4.33% | -2.56% | 4.17% | 20.47% |
2020 | -2.18% | -7.74% | -16.35% | 10.87% | 4.62% | 3.12% | 4.32% | 5.40% | -2.98% | -1.27% | 13.14% | 5.42% | 13.43% |
2019 | 8.41% | 2.93% | 0.47% | 3.40% | -6.27% | 6.26% | 0.19% | -2.51% | 2.60% | 2.50% | 2.49% | 3.44% | 25.72% |
2018 | 4.42% | -4.05% | -0.73% | 0.47% | 1.66% | -0.46% | 2.72% | 1.33% | -0.50% | -7.75% | 1.54% | -7.77% | -9.52% |
2017 | 2.24% | 2.54% | 0.97% | 1.38% | 1.09% | 1.06% | 2.30% | 0.03% | 2.89% | 1.80% | 2.01% | 1.25% | 21.39% |
2016 | 4.62% | 1.09% | 0.74% | -0.17% | 4.43% | 0.67% | 0.90% | -2.16% | 3.02% | 2.06% | 16.06% |
Комиссия
Комиссия All Portfilio составляет 0.15%, что ниже среднего уровня по рынку. Ниже вы найдете коэффициенты расходов позиций портфеля для легкого сравнения их относительной стоимости.
Риск-скорректированная доходность
Ранг риск-скорректированной доходности
Текущий ранг All Portfilio среди портфелей на нашем сайте составляет 39, что означает, что инвестиция имеет средние результаты по показателям риск-скорректированной доходности. Этот ранг определяется совокупными значениями показателей, перечисленных ниже.
Показатели риск-скорректированной доходности
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.
Дивиденды
Дивидендный доход
Дивидендная доходность All Portfilio за предыдущие двенадцать месяцев составила 2.09%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
All Portfilio | 2.09% | 2.37% | 2.75% | 6.76% | 2.13% | 2.65% | 3.11% | 2.41% | 2.27% | 2.69% | 2.39% | 2.02% |
Активы портфеля: | ||||||||||||
Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Fidelity MSCI Information Technology Index ETF | 0.52% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
Schwab International Index Fund | 2.95% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
DFA U.S. Targeted Value Portfolio | 2.14% | 2.26% | 5.17% | 8.12% | 1.52% | 3.82% | 5.95% | 5.58% | 4.24% | 5.84% | 5.52% | 6.45% |
Schwab S&P 500 Index Fund | 1.18% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Schwab MarketTrack All Equity Portfolio™ | 2.73% | 3.15% | 4.93% | 3.90% | 6.78% | 6.54% | 4.85% | 3.49% | 4.54% | 11.29% | 1.37% | 1.61% |
DFA International Value Portfolio | 3.73% | 4.40% | 3.78% | 4.48% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% | 4.89% | 2.71% |
DFA Emerging Markets Core Equity Fund | 3.00% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% | 2.04% | 2.03% |
Vanguard Target Retirement 2050 Fund | 1.92% | 2.21% | 2.38% | 12.83% | 1.84% | 2.20% | 2.51% | 1.92% | 2.04% | 2.36% | 2.03% | 1.84% |
DFA International Small Company Portfolio | 2.60% | 3.01% | 3.51% | 6.17% | 1.71% | 4.54% | 7.74% | 5.52% | 5.28% | 4.47% | 5.99% | 5.26% |
Vanguard Dividend Growth Fund | 3.07% | 2.29% | 6.06% | 5.45% | 2.83% | 4.70% | 8.84% | 5.16% | 2.86% | 5.69% | 3.41% | 2.28% |
Schwab Small-Cap Index Fund-Select Shares | 1.33% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% | 6.98% | 5.79% |
Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | |
Vanguard FTSE Developed Markets ETF | 2.86% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
SPDR S&P Emerging Markets Small Cap ETF | 2.15% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
4.35% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% | |
Vanguard Russell 1000 Value ETF | 1.43% | 2.10% | 2.22% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% | 1.92% |
2.77% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% | |
WisdomTree International SmallCap Dividend | 3.60% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% | |
Vanguard S&P Small-Cap 600 ETF | 1.34% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% | 0.86% |
iShares S&P SmallCap 600 Value ETF | 1.44% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
American Beacon Large Cap Value Fund | 4.54% | 5.28% | 11.80% | 11.20% | 14.65% | 9.93% | 10.39% | 10.73% | 2.97% | 11.85% | 9.21% | 1.54% |
Просадки
График просадок
На графике просадок отображаются убытки портфеля с любого максимума на всем периоде.
Максимальные просадки
All Portfilio показал максимальную просадку в 35.43%, зарегистрированную 23 мар. 2020 г.. Полное восстановление заняло 161 торговую сессию.
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 |
---|---|---|---|---|---|---|
-35.43% | 21 янв. 2020 г. | 44 | 23 мар. 2020 г. | 161 | 9 нояб. 2020 г. | 205 |
-24.81% | 9 нояб. 2021 г. | 225 | 30 сент. 2022 г. | 342 | 12 февр. 2024 г. | 567 |
-18.94% | 29 янв. 2018 г. | 229 | 24 дек. 2018 г. | 207 | 21 окт. 2019 г. | 436 |
-7.39% | 17 июл. 2024 г. | 14 | 5 авг. 2024 г. | 14 | 23 авг. 2024 г. | 28 |
-7.11% | 9 июн. 2016 г. | 13 | 27 июн. 2016 г. | 10 | 12 июл. 2016 г. | 23 |
Волатильность
График волатильности
Текущая волатильность All Portfilio составляет 4.05%, что отражает среднее процентное изменение стоимости инвестиций вверх или вниз за последний месяц. Ниже представлен график, показывающий скользящую волатильность за один месяц.
Диверсификация
Таблица корреляции активов
VNQ | EWX | DFCEX | FTEC | VGT | VWO | VDIGX | IJS | DFFVX | VIOO | SWSSX | DFIVX | DFISX | DLS | VYMI | VONV | AADEX | SWISX | SWPPX | VSS | VOO | VEA | SWEGX | VFIFX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQ | 1.00 | 0.42 | 0.40 | 0.46 | 0.47 | 0.41 | 0.64 | 0.59 | 0.54 | 0.60 | 0.60 | 0.46 | 0.49 | 0.52 | 0.50 | 0.64 | 0.56 | 0.51 | 0.60 | 0.52 | 0.60 | 0.53 | 0.62 | 0.60 |
EWX | 0.42 | 1.00 | 0.85 | 0.61 | 0.61 | 0.91 | 0.56 | 0.55 | 0.57 | 0.58 | 0.61 | 0.71 | 0.74 | 0.74 | 0.79 | 0.62 | 0.63 | 0.74 | 0.66 | 0.85 | 0.66 | 0.77 | 0.71 | 0.76 |
DFCEX | 0.40 | 0.85 | 1.00 | 0.62 | 0.62 | 0.91 | 0.56 | 0.55 | 0.58 | 0.57 | 0.59 | 0.74 | 0.76 | 0.73 | 0.78 | 0.62 | 0.64 | 0.75 | 0.67 | 0.82 | 0.67 | 0.77 | 0.72 | 0.78 |
FTEC | 0.46 | 0.61 | 0.62 | 1.00 | 1.00 | 0.64 | 0.67 | 0.57 | 0.58 | 0.64 | 0.69 | 0.58 | 0.64 | 0.65 | 0.61 | 0.66 | 0.65 | 0.68 | 0.89 | 0.69 | 0.89 | 0.70 | 0.79 | 0.85 |
VGT | 0.47 | 0.61 | 0.62 | 1.00 | 1.00 | 0.64 | 0.68 | 0.57 | 0.58 | 0.64 | 0.69 | 0.58 | 0.64 | 0.65 | 0.61 | 0.66 | 0.65 | 0.68 | 0.89 | 0.69 | 0.89 | 0.70 | 0.80 | 0.85 |
VWO | 0.41 | 0.91 | 0.91 | 0.64 | 0.64 | 1.00 | 0.56 | 0.56 | 0.58 | 0.58 | 0.61 | 0.73 | 0.74 | 0.75 | 0.82 | 0.63 | 0.64 | 0.77 | 0.68 | 0.84 | 0.68 | 0.80 | 0.73 | 0.79 |
VDIGX | 0.64 | 0.56 | 0.56 | 0.67 | 0.68 | 0.56 | 1.00 | 0.69 | 0.69 | 0.71 | 0.71 | 0.67 | 0.66 | 0.69 | 0.70 | 0.88 | 0.84 | 0.73 | 0.86 | 0.69 | 0.86 | 0.74 | 0.83 | 0.83 |
IJS | 0.59 | 0.55 | 0.55 | 0.57 | 0.57 | 0.56 | 0.69 | 1.00 | 0.97 | 0.98 | 0.93 | 0.72 | 0.66 | 0.67 | 0.69 | 0.86 | 0.87 | 0.67 | 0.73 | 0.68 | 0.74 | 0.69 | 0.84 | 0.77 |
DFFVX | 0.54 | 0.57 | 0.58 | 0.58 | 0.58 | 0.58 | 0.69 | 0.97 | 1.00 | 0.96 | 0.92 | 0.76 | 0.69 | 0.69 | 0.72 | 0.88 | 0.90 | 0.69 | 0.75 | 0.70 | 0.75 | 0.72 | 0.86 | 0.79 |
VIOO | 0.60 | 0.58 | 0.57 | 0.64 | 0.64 | 0.58 | 0.71 | 0.98 | 0.96 | 1.00 | 0.97 | 0.71 | 0.68 | 0.69 | 0.70 | 0.86 | 0.87 | 0.69 | 0.78 | 0.71 | 0.78 | 0.72 | 0.87 | 0.81 |
SWSSX | 0.60 | 0.61 | 0.59 | 0.69 | 0.69 | 0.61 | 0.71 | 0.93 | 0.92 | 0.97 | 1.00 | 0.71 | 0.69 | 0.71 | 0.70 | 0.85 | 0.85 | 0.72 | 0.81 | 0.73 | 0.81 | 0.74 | 0.89 | 0.84 |
DFIVX | 0.46 | 0.71 | 0.74 | 0.58 | 0.58 | 0.73 | 0.67 | 0.72 | 0.76 | 0.71 | 0.71 | 1.00 | 0.91 | 0.89 | 0.95 | 0.79 | 0.82 | 0.93 | 0.72 | 0.87 | 0.73 | 0.93 | 0.83 | 0.84 |
DFISX | 0.49 | 0.74 | 0.76 | 0.64 | 0.64 | 0.74 | 0.66 | 0.66 | 0.69 | 0.68 | 0.69 | 0.91 | 1.00 | 0.95 | 0.89 | 0.73 | 0.75 | 0.93 | 0.73 | 0.94 | 0.74 | 0.93 | 0.83 | 0.86 |
DLS | 0.52 | 0.74 | 0.73 | 0.65 | 0.65 | 0.75 | 0.69 | 0.67 | 0.69 | 0.69 | 0.71 | 0.89 | 0.95 | 1.00 | 0.90 | 0.75 | 0.76 | 0.92 | 0.75 | 0.94 | 0.75 | 0.94 | 0.83 | 0.86 |
VYMI | 0.50 | 0.79 | 0.78 | 0.61 | 0.61 | 0.82 | 0.70 | 0.69 | 0.72 | 0.70 | 0.70 | 0.95 | 0.89 | 0.90 | 1.00 | 0.79 | 0.81 | 0.94 | 0.74 | 0.91 | 0.75 | 0.95 | 0.85 | 0.86 |
VONV | 0.64 | 0.62 | 0.62 | 0.66 | 0.66 | 0.63 | 0.88 | 0.86 | 0.88 | 0.86 | 0.85 | 0.79 | 0.73 | 0.75 | 0.79 | 1.00 | 0.97 | 0.77 | 0.87 | 0.76 | 0.88 | 0.79 | 0.91 | 0.88 |
AADEX | 0.56 | 0.63 | 0.64 | 0.65 | 0.65 | 0.64 | 0.84 | 0.87 | 0.90 | 0.87 | 0.85 | 0.82 | 0.75 | 0.76 | 0.81 | 0.97 | 1.00 | 0.79 | 0.86 | 0.76 | 0.86 | 0.81 | 0.91 | 0.87 |
SWISX | 0.51 | 0.74 | 0.75 | 0.68 | 0.68 | 0.77 | 0.73 | 0.67 | 0.69 | 0.69 | 0.72 | 0.93 | 0.93 | 0.92 | 0.94 | 0.77 | 0.79 | 1.00 | 0.79 | 0.92 | 0.79 | 0.98 | 0.87 | 0.90 |
SWPPX | 0.60 | 0.66 | 0.67 | 0.89 | 0.89 | 0.68 | 0.86 | 0.73 | 0.75 | 0.78 | 0.81 | 0.72 | 0.73 | 0.75 | 0.74 | 0.87 | 0.86 | 0.79 | 1.00 | 0.77 | 0.99 | 0.80 | 0.93 | 0.95 |
VSS | 0.52 | 0.85 | 0.82 | 0.69 | 0.69 | 0.84 | 0.69 | 0.68 | 0.70 | 0.71 | 0.73 | 0.87 | 0.94 | 0.94 | 0.91 | 0.76 | 0.76 | 0.92 | 0.77 | 1.00 | 0.78 | 0.95 | 0.85 | 0.89 |
VOO | 0.60 | 0.66 | 0.67 | 0.89 | 0.89 | 0.68 | 0.86 | 0.74 | 0.75 | 0.78 | 0.81 | 0.73 | 0.74 | 0.75 | 0.75 | 0.88 | 0.86 | 0.79 | 0.99 | 0.78 | 1.00 | 0.81 | 0.93 | 0.95 |
VEA | 0.53 | 0.77 | 0.77 | 0.70 | 0.70 | 0.80 | 0.74 | 0.69 | 0.72 | 0.72 | 0.74 | 0.93 | 0.93 | 0.94 | 0.95 | 0.79 | 0.81 | 0.98 | 0.80 | 0.95 | 0.81 | 1.00 | 0.88 | 0.91 |
SWEGX | 0.62 | 0.71 | 0.72 | 0.79 | 0.80 | 0.73 | 0.83 | 0.84 | 0.86 | 0.87 | 0.89 | 0.83 | 0.83 | 0.83 | 0.85 | 0.91 | 0.91 | 0.87 | 0.93 | 0.85 | 0.93 | 0.88 | 1.00 | 0.96 |
VFIFX | 0.60 | 0.76 | 0.78 | 0.85 | 0.85 | 0.79 | 0.83 | 0.77 | 0.79 | 0.81 | 0.84 | 0.84 | 0.86 | 0.86 | 0.86 | 0.88 | 0.87 | 0.90 | 0.95 | 0.89 | 0.95 | 0.91 | 0.96 | 1.00 |