Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Quarterly
Performance
The chart shows the growth of an initial investment of $10,000 in Stocks/Bonds 60/40 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
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns
As of Feb 1, 2024, the Stocks/Bonds 60/40 Portfolio returned 0.62% Year-To-Date and 8.00% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Stocks/Bonds 60/40 Portfolio | 0.62% | 0.62% | 6.27% | 12.20% | 8.67% | 8.00% |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | -0.16% | -0.16% | 4.09% | 2.10% | 0.84% | 1.57% |
VTI Vanguard Total Stock Market ETF | 1.12% | 1.12% | 7.70% | 19.20% | 13.45% | 11.94% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.62% | |||||||||||
| 2023 | 2.16% | -1.44% | -3.89% | -2.19% | 7.45% | 4.61% |
Sharpe Ratio
The current Stocks/Bonds 60/40 Portfolio Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.
The Sharpe ratio of Stocks/Bonds 60/40 Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components
Dividend yield
Stocks/Bonds 60/40 Portfolio granted a 2.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Stocks/Bonds 60/40 Portfolio | 2.21% | 2.10% | 2.04% | 1.52% | 1.74% | 2.15% | 2.35% | 2.04% | 2.16% | 2.22% | 2.17% | 2.16% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.38% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VTI Vanguard Total Stock Market ETF | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Expense Ratio
The Stocks/Bonds 60/40 Portfolio has an expense ratio of 0.03% 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.
0.03%
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 0.29 | ||||
VTI Vanguard Total Stock Market ETF | 1.61 |
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| BND | VTI | |
|---|---|---|
| BND | 1.00 | -0.19 |
| VTI | -0.19 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Stocks/Bonds 60/40 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 Stocks/Bonds 60/40 Portfolio was 35.22%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.
The current Stocks/Bonds 60/40 Portfolio drawdown is 1.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.22% | Oct 10, 2007 | 355 | Mar 9, 2009 | 407 | Oct 18, 2010 | 762 |
| -21.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -21.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -11.55% | Sep 21, 2018 | 65 | Dec 24, 2018 | 55 | Mar 15, 2019 | 120 |
| -10.8% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
Volatility Chart
The current Stocks/Bonds 60/40 Portfolio volatility is 2.11%, 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.
Stocks/Bonds 60/40 Portfolio
Benchmark (^GSPC)
Portfolio components
