This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.
The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.
Ticker | Name | Allocation |
---|---|---|
VTI | Vanguard Total Stock Market ETF | 18.00% |
VTV | Vanguard Value ETF | 18.00% |
VOE | Vanguard Mid-Cap Value ETF | 5.00% |
VBR | Vanguard Small-Cap Value ETF | 5.00% |
VEA | Vanguard FTSE Developed Markets ETF | 41.00% |
VWO | Vanguard FTSE Emerging Markets ETF | 13.00% |
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Ticker | Name | Allocation |
---|---|---|
VTI | Vanguard Total Stock Market ETF | 35.00% |
VEA | Vanguard FTSE Developed Markets ETF | 22.00% |
VWO | Vanguard FTSE Emerging Markets ETF | 28.00% |
VIG | Vanguard Dividend Appreciation ETF | 5.00% |
XLE | Energy Select Sector SPDR ETF | 5.00% |
MUB | iShares National Muni Bond ETF | 5.00% |
Save portfolio » |
Ticker | Name | Allocation |
---|---|---|
VTSAX | Vanguard Total Stock Mkt Idx Adm | 100.00% |
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Portfolio | Initial Balance | Final Balance | CAGR | TWRR | MWRR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | $1,000,000 | $945,516 | -0.62% | 3.52% | 2.86% | 18.28% | 33.42% | -40.05% | -52.24% (-54.15%) | 0.27 | 0.38 | 0.97 |
Portfolio 2 | $1,000,000 | $931,415 | -0.79% | 3.35% | 2.81% | 17.57% | 39.94% | -39.81% | -49.34% (-51.36%) | 0.26 | 0.37 | 0.95 |
Portfolio 3 | $1,000,000 | $1,318,153 | 3.12% | 7.41% | 6.65% | 16.36% | 33.52% | -36.99% | -48.23% (-50.30%) | 0.50 | 0.72 | 1.00 |
* The number in parentheses shows the calculated value taking into account the percentage based periodic withdrawals. |
Name | Annualized Return | Annualized Volatility | |||||
---|---|---|---|---|---|---|---|
3 Month | 1 year | 3 year | 5 year | Full | 3 year | 5 year | |
Portfolio 1 | 1.68% | 10.09% | 3.48% | 10.06% | 3.52% | 11.22% | 11.47% |
Portfolio 2 | 0.15% | 10.49% | 2.68% | 8.19% | 3.35% | 11.26% | 11.28% |
Portfolio 3 | 4.12% | 12.66% | 8.38% | 14.62% | 7.41% | 11.02% | 10.64% |
Trailing annualized return and volatility are for full months ending in December 2016 excluding portfolio cashflows. |
Year | Inflation | Return | Balance | Adjustment | Vanguard Total Stock Market ETF (VTI) | Vanguard Value ETF (VTV) | Vanguard Mid-Cap Value ETF (VOE) | Vanguard Small-Cap Value ETF (VBR) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard FTSE Emerging Markets ETF (VWO) | Vanguard Dividend Appreciation ETF (VIG) | Energy Select Sector SPDR ETF (XLE) | iShares National Muni Bond ETF (MUB) | Vanguard Total Stock Mkt Idx Adm (VTSAX) | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||||||||
2008 | 0.09% | -40.05% | -39.81% | -36.99% | $575,560 | $577,856 | $604,913 | -$23,982 | -$24,077 | -$25,205 | -36.98% | -35.87% | -36.65% | -32.20% | -40.65% | -52.49% | -26.69% | -38.97% | 1.16% | -36.99% |
2009 | 2.72% | 33.42% | 39.94% | 28.83% | $737,198 | $776,308 | $748,109 | -$30,717 | -$32,346 | -$31,171 | 28.89% | 19.86% | 38.23% | 30.92% | 27.49% | 76.28% | 19.57% | 21.79% | 7.07% | 28.83% |
2010 | 1.50% | 14.05% | 15.22% | 17.26% | $807,140 | $858,665 | $842,113 | -$33,631 | -$35,778 | -$35,088 | 17.42% | 14.54% | 21.76% | 25.10% | 8.35% | 19.47% | 14.74% | 21.78% | 0.10% | 17.26% |
2011 | 2.96% | -7.34% | -6.52% | 1.08% | $717,970 | $770,557 | $817,178 | -$29,915 | -$32,107 | -$34,049 | 0.97% | 1.11% | -0.40% | -4.23% | -12.30% | -18.76% | 6.16% | 2.84% | 12.98% | 1.08% |
2012 | 1.74% | 17.55% | 16.32% | 16.38% | $810,209 | $860,452 | $913,019 | -$33,759 | -$35,852 | -$38,042 | 16.45% | 15.19% | 16.02% | 18.98% | 18.56% | 19.20% | 11.65% | 5.20% | 5.19% | 16.38% |
2013 | 1.50% | 24.01% | 17.72% | 33.52% | $964,516 | $972,395 | $1,170,337 | -$40,188 | -$40,516 | -$48,764 | 33.45% | 33.10% | 37.76% | 36.55% | 21.83% | -4.92% | 28.87% | 26.25% | -3.44% | 33.52% |
2014 | 0.76% | 3.39% | 3.59% | 12.56% | $957,363 | $967,042 | $1,264,612 | -$39,890 | -$40,293 | -$52,692 | 12.54% | 13.17% | 13.96% | 10.55% | -5.98% | -0.07% | 10.08% | -8.70% | 9.35% | 12.56% |
2015 | 0.73% | -2.66% | -5.41% | 0.39% | $894,665 | $878,137 | $1,218,733 | -$37,278 | -$36,589 | -$50,781 | 0.36% | -0.98% | -1.89% | -4.76% | -0.38% | -15.81% | -1.95% | -21.47% | 2.91% | 0.39% |
2016 | 2.07% | 10.09% | 10.49% | 12.66% | $945,516 | $931,415 | $1,318,153 | -$39,397 | -$38,809 | -$54,923 | 12.83% | 17.12% | 15.40% | 24.90% | 2.67% | 12.21% | 11.97% | 28.02% | -0.17% | 12.66% |
Year | Month | Return | Balance | Vanguard Total Stock Market ETF (VTI) | Vanguard Value ETF (VTV) | Vanguard Mid-Cap Value ETF (VOE) | Vanguard Small-Cap Value ETF (VBR) | Vanguard FTSE Developed Markets ETF (VEA) | Vanguard FTSE Emerging Markets ETF (VWO) | Vanguard Dividend Appreciation ETF (VIG) | Energy Select Sector SPDR ETF (XLE) | iShares National Muni Bond ETF (MUB) | Vanguard Total Stock Mkt Idx Adm (VTSAX) | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio 1 | Portfolio 2 | Portfolio 3 | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||||||||
2008 | 1 | -6.54% | -7.17% | -6.08% | $934,585 | $928,258 | $939,197 | -6.17% | -4.73% | -3.69% | -3.88% | -7.39% | -9.02% | -5.27% | -12.29% | 0.26% | -6.08% |
2008 | 2 | -1.55% | -0.21% | -3.04% | $920,129 | $926,325 | $910,633 | -2.50% | -3.91% | -3.81% | -2.62% | -1.01% | 2.88% | -1.55% | 9.27% | -4.64% | -3.04% |
2008 | 3 | -0.63% | -1.12% | -0.59% | $914,309 | $915,905 | $905,240 | -0.90% | -0.45% | -0.82% | -0.39% | 0.38% | -3.68% | 2.03% | -2.34% | 3.13% | -0.59% |
2008 | 4 | 5.44% | 5.95% | 5.02% | $964,073 | $970,427 | $950,701 | 4.89% | 4.28% | 5.27% | 4.68% | 5.38% | 8.43% | 2.57% | 10.38% | 1.55% | 5.02% |
2008 | 5 | 1.38% | 1.78% | 2.12% | $977,403 | $987,740 | $970,874 | 2.02% | -0.57% | 3.68% | 4.14% | 1.21% | 1.79% | 0.33% | 5.20% | 0.59% | 2.12% |
2008 | 6 | -9.07% | -7.76% | -8.20% | $888,710 | $911,102 | $891,270 | -8.12% | -9.53% | -9.82% | -11.36% | -8.68% | -9.81% | -7.86% | 3.16% | -1.73% | -8.20% |
2008 | 7 | -2.07% | -3.16% | -0.77% | $870,301 | $882,282 | $884,419 | -0.62% | -0.18% | -1.54% | 4.06% | -3.47% | -4.72% | 1.06% | -15.91% | 0.56% | -0.77% |
2008 | 8 | -1.73% | -2.29% | 1.61% | $855,234 | $862,059 | $898,693 | 1.46% | 1.63% | 3.19% | 3.60% | -4.01% | -7.92% | 2.08% | 0.34% | 1.45% | 1.61% |
2008 | 9 | -10.27% | -11.20% | -9.28% | $767,380 | $765,550 | $815,323 | -9.24% | -6.85% | -9.16% | -5.32% | -11.59% | -15.59% | -6.72% | -14.95% | -3.38% | -9.28% |
2008 | 10 | -20.08% | -19.33% | -17.63% | $613,327 | $617,544 | $671,594 | -17.48% | -16.23% | -22.16% | -21.96% | -20.56% | -27.26% | -14.11% | -18.80% | -0.97% | -17.63% |
2008 | 11 | -7.34% | -6.64% | -7.86% | $568,312 | $576,533 | $618,808 | -8.01% | -6.65% | -7.71% | -9.56% | -6.62% | -8.65% | -2.55% | -2.18% | -0.54% | -7.86% |
2008 | 12 | 5.50% | 4.41% | 1.83% | $575,560 | $577,856 | $604,913 | 1.78% | 1.51% | 5.66% | 4.46% | 8.97% | 7.59% | 0.88% | -4.50% | 5.28% | 1.83% |
2009 | 1 | -11.43% | -8.86% | -8.26% | $509,786 | $526,630 | $554,966 | -8.05% | -11.10% | -9.14% | -12.39% | -14.02% | -8.91% | -7.62% | -1.78% | -0.01% | -8.26% |
2009 | 2 | -10.06% | -7.64% | -10.45% | $458,521 | $486,377 | $496,972 | -10.53% | -13.56% | -12.07% | -14.01% | -10.08% | -2.38% | -10.52% | -12.34% | 0.51% | -10.45% |
2009 | 3 | 8.95% | 8.75% | 8.73% | $499,547 | $528,957 | $540,371 | 8.26% | 8.20% | 8.37% | 8.83% | 8.42% | 12.40% | 7.03% | 3.79% | 0.29% | 8.73% |
2009 | 4 | 12.97% | 12.32% | 10.60% | $564,346 | $594,127 | $597,650 | 10.99% | 11.02% | 16.54% | 19.56% | 11.82% | 17.44% | 7.29% | 7.82% | 2.32% | 10.60% |
2009 | 5 | 10.50% | 11.01% | 5.33% | $623,628 | $659,558 | $629,502 | 5.46% | 7.10% | 4.18% | 3.83% | 13.06% | 17.89% | 4.95% | 12.89% | 0.07% | 5.33% |
2009 | 6 | -1.30% | -1.44% | 0.37% | $615,527 | $650,030 | $631,803 | 0.36% | -1.08% | -0.87% | -0.09% | -1.82% | -2.45% | 0.49% | -6.54% | -1.45% | 0.37% |
2009 | 7 | 9.71% | 8.95% | 7.87% | $675,311 | $708,206 | $681,504 | 7.74% | 7.96% | 10.78% | 10.65% | 10.57% | 10.91% | 6.56% | 5.35% | 1.79% | 7.87% |
2009 | 8 | 3.80% | 2.11% | 3.63% | $700,976 | $723,174 | $706,215 | 3.71% | 5.22% | 6.63% | 6.18% | 4.50% | -0.71% | 2.41% | 1.09% | 1.89% | 3.63% |
2009 | 9 | 4.99% | 6.03% | 4.25% | $735,927 | $766,767 | $736,248 | 4.14% | 3.23% | 5.94% | 5.41% | 3.94% | 9.96% | 3.15% | 5.84% | 3.30% | 4.25% |
2009 | 10 | -2.93% | -2.27% | -2.61% | $714,332 | $749,361 | $717,066 | -2.63% | -2.65% | -4.81% | -6.09% | -2.77% | -2.41% | -0.43% | 2.47% | -2.61% | -2.61% |
2009 | 11 | 5.26% | 5.54% | 5.66% | $751,928 | $790,890 | $757,686 | 5.69% | 6.06% | 5.69% | 3.55% | 4.11% | 7.18% | 5.79% | 2.84% | 0.52% | 5.66% |
2009 | 12 | 2.13% | 2.25% | 2.85% | $737,198 | $776,308 | $748,109 | 2.86% | 1.22% | 5.37% | 6.92% | 0.79% | 3.10% | 0.73% | 0.88% | 0.38% | 2.85% |
2010 | 1 | -4.45% | -4.65% | -3.46% | $704,384 | $740,243 | $722,218 | -3.57% | -2.45% | -2.28% | -2.99% | -5.44% | -6.73% | -2.30% | -4.40% | 0.38% | -3.46% |
2010 | 2 | 2.14% | 2.21% | 3.36% | $719,484 | $756,637 | $746,474 | 3.44% | 2.62% | 4.75% | 5.01% | 0.74% | 1.88% | 2.42% | 3.01% | 0.84% | 3.36% |
2010 | 3 | 6.66% | 6.26% | 6.26% | $767,428 | $803,976 | $793,216 | 6.40% | 6.15% | 7.01% | 8.20% | 6.30% | 8.19% | 4.62% | 2.82% | -0.06% | 6.26% |
2010 | 4 | 0.13% | 0.50% | 2.21% | $768,437 | $807,958 | $810,728 | 2.18% | 1.78% | 3.93% | 6.23% | -2.77% | -0.21% | 2.17% | 4.16% | 1.14% | 2.21% |
2010 | 5 | -9.42% | -8.72% | -8.00% | $696,065 | $737,522 | $745,880 | -7.88% | -7.77% | -7.45% | -7.95% | -11.53% | -9.18% | -7.24% | -11.45% | 0.83% | -8.00% |
2010 | 6 | -3.66% | -3.20% | -5.67% | $670,562 | $713,923 | $703,570 | -5.83% | -5.16% | -6.27% | -8.16% | -1.81% | -0.55% | -4.34% | -5.93% | -0.34% | -5.67% |
2010 | 7 | 9.17% | 8.59% | 7.03% | $732,038 | $775,243 | $753,059 | 7.02% | 6.63% | 6.73% | 7.46% | 11.66% | 10.21% | 6.38% | 8.37% | 1.41% | 7.03% |
2010 | 8 | -4.02% | -3.44% | -4.75% | $702,612 | $748,553 | $717,317 | -4.71% | -4.24% | -5.13% | -6.66% | -3.58% | -2.56% | -3.44% | -4.90% | 2.16% | -4.75% |
2010 | 9 | 9.49% | 9.51% | 9.50% | $769,317 | $819,724 | $785,438 | 9.45% | 7.56% | 9.22% | 10.43% | 9.66% | 11.42% | 8.31% | 10.00% | -0.04% | 9.50% |
2010 | 10 | 3.63% | 3.53% | 3.94% | $797,208 | $848,699 | $816,392 | 4.03% | 2.73% | 3.45% | 3.60% | 4.06% | 3.10% | 2.83% | 5.67% | -0.81% | 3.94% |
2010 | 11 | -2.22% | -1.53% | 0.58% | $779,506 | $835,746 | $821,090 | 0.51% | -0.62% | 0.36% | 2.28% | -4.90% | -2.84% | 0.30% | 5.86% | -2.79% | 0.58% |
2010 | 12 | 7.86% | 7.02% | 6.83% | $807,140 | $858,665 | $842,113 | 6.96% | 7.97% | 7.38% | 7.69% | 8.44% | 7.56% | 5.34% | 9.32% | -2.51% | 6.83% |
2011 | 1 | 1.47% | 0.65% | 2.19% | $818,980 | $864,225 | $860,519 | 2.05% | 2.85% | 2.38% | 0.60% | 2.16% | -3.45% | 1.43% | 7.18% | -0.18% | 2.19% |
2011 | 2 | 3.31% | 2.76% | 3.63% | $846,112 | $888,079 | $891,728 | 3.70% | 4.03% | 3.72% | 4.70% | 3.66% | -0.17% | 3.41% | 7.37% | 2.30% | 3.63% |
2011 | 3 | -0.17% | 1.11% | 0.45% | $844,647 | $897,967 | $895,708 | 0.42% | -0.03% | 1.29% | 1.47% | -2.50% | 5.47% | 1.06% | 1.88% | -1.20% | 0.45% |
2011 | 4 | 4.27% | 3.65% | 2.99% | $880,742 | $930,780 | $922,494 | 2.90% | 2.96% | 2.91% | 2.34% | 6.19% | 3.37% | 3.49% | 0.92% | 2.77% | 2.99% |
2011 | 5 | -2.06% | -1.96% | -1.16% | $862,640 | $912,573 | $911,779 | -1.06% | -1.37% | -0.55% | -2.12% | -2.70% | -2.94% | -1.27% | -4.19% | 2.33% | -1.16% |
2011 | 6 | -1.60% | -1.32% | -1.79% | $848,870 | $900,483 | $895,495 | -1.79% | -2.12% | -3.02% | -2.08% | -1.22% | -1.00% | -0.77% | -1.92% | -0.13% | -1.79% |
2011 | 7 | -2.47% | -1.57% | -2.22% | $827,902 | $886,340 | $875,589 | -2.27% | -3.50% | -3.89% | -3.32% | -2.39% | -0.62% | -3.46% | 1.46% | 0.55% | -2.22% |
2011 | 8 | -7.59% | -7.04% | -6.02% | $765,079 | $823,923 | $822,866 | -6.09% | -5.90% | -6.56% | -8.19% | -8.58% | -9.09% | -3.20% | -10.22% | 3.39% | -6.02% |
2011 | 9 | -10.54% | -11.14% | -7.75% | $684,466 | $732,167 | $759,086 | -7.57% | -6.85% | -8.70% | -10.64% | -11.33% | -18.44% | -6.26% | -14.42% | -0.04% | -7.75% |
2011 | 10 | 11.23% | 11.66% | 11.54% | $761,316 | $817,532 | $846,704 | 11.37% | 10.27% | 12.37% | 14.43% | 9.76% | 15.91% | 9.60% | 19.14% | -0.53% | 11.54% |
2011 | 11 | -1.21% | -0.78% | -0.29% | $752,107 | $811,120 | $844,270 | -0.37% | -0.56% | 0.15% | -0.14% | -2.09% | -1.71% | 1.87% | 1.66% | 0.64% | -0.29% |
2011 | 12 | -0.56% | -1.04% | 0.82% | $717,970 | $770,557 | $817,178 | 0.98% | 2.53% | 1.10% | 0.82% | -2.12% | -4.17% | 1.00% | -2.05% | 2.50% | 0.82% |
2012 | 1 | 5.85% | 6.45% | 5.08% | $759,976 | $820,244 | $858,690 | 5.07% | 3.47% | 5.23% | 6.97% | 5.62% | 10.78% | 2.60% | 2.26% | 3.53% | 5.08% |
2012 | 2 | 4.48% | 4.47% | 4.26% | $794,050 | $856,929 | $895,241 | 4.22% | 3.89% | 3.62% | 2.55% | 4.88% | 5.43% | 2.76% | 5.93% | -1.07% | 4.26% |
2012 | 3 | 1.04% | 0.24% | 3.07% | $802,289 | $858,967 | $922,710 | 3.06% | 2.84% | 2.00% | 2.41% | 0.33% | -2.60% | 2.09% | -3.81% | -0.82% | 3.07% |
2012 | 4 | -1.62% | -1.36% | -0.63% | $789,331 | $847,321 | $916,941 | -0.64% | -0.92% | -0.77% | -0.99% | -2.38% | -2.09% | -0.34% | -0.71% | 0.87% | -0.63% |
2012 | 5 | -8.79% | -8.33% | -6.23% | $719,985 | $776,728 | $859,780 | -6.23% | -5.91% | -6.75% | -6.31% | -11.17% | -10.67% | -4.37% | -10.68% | 1.20% | -6.23% |
2012 | 6 | 5.45% | 4.63% | 3.94% | $759,255 | $812,700 | $893,649 | 4.05% | 4.79% | 3.37% | 4.47% | 6.98% | 5.02% | 2.18% | 4.80% | -0.71% | 3.94% |
2012 | 7 | 0.52% | 0.85% | 1.03% | $763,236 | $819,632 | $902,873 | 0.88% | 1.18% | 0.78% | -0.43% | 0.25% | 0.20% | 1.96% | 4.94% | 2.07% | 1.03% |
2012 | 8 | 2.40% | 1.97% | 2.51% | $781,558 | $835,778 | $925,537 | 2.70% | 1.48% | 2.51% | 2.99% | 3.29% | 0.25% | 1.90% | 2.70% | -0.15% | 2.51% |
2012 | 9 | 2.97% | 3.19% | 2.58% | $804,766 | $862,464 | $949,376 | 2.49% | 2.90% | 2.03% | 2.80% | 2.64% | 5.31% | 1.87% | 3.12% | 0.57% | 2.58% |
2012 | 10 | -0.10% | -0.72% | -1.76% | $804,000 | $856,279 | $932,692 | -1.81% | -0.39% | -0.14% | -0.70% | 1.06% | -0.55% | -1.26% | -2.03% | 0.47% | -1.76% |
2012 | 11 | 1.38% | 1.33% | 0.74% | $815,108 | $867,645 | $939,577 | 0.77% | -0.74% | 1.23% | 1.01% | 2.71% | 1.28% | 1.44% | -1.22% | 1.85% | 0.74% |
2012 | 12 | 3.54% | 3.30% | 1.22% | $810,209 | $860,452 | $913,019 | 1.29% | 2.12% | 2.36% | 3.34% | 4.24% | 7.06% | 0.47% | 1.02% | -2.58% | 1.22% |
2013 | 1 | 4.39% | 3.51% | 5.50% | $845,742 | $890,655 | $963,216 | 5.42% | 6.36% | 7.26% | 6.46% | 3.83% | 0.07% | 5.93% | 8.30% | 0.81% | 5.50% |
2013 | 2 | -0.13% | -0.33% | 1.28% | $844,640 | $887,749 | $975,509 | 1.28% | 1.31% | 1.47% | 1.62% | -1.15% | -2.36% | 1.16% | 0.44% | 0.53% | 1.28% |
2013 | 3 | 2.30% | 1.60% | 3.91% | $864,082 | $901,943 | $1,013,660 | 3.95% | 4.04% | 5.00% | 4.56% | 1.19% | -1.27% | 3.38% | 2.54% | -1.31% | 3.91% |
2013 | 4 | 3.13% | 2.35% | 1.70% | $891,154 | $923,147 | $1,030,897 | 1.61% | 2.21% | 1.70% | 0.09% | 5.22% | 2.00% | 1.67% | -1.31% | 1.75% | 1.70% |
2013 | 5 | -0.61% | -1.01% | 2.35% | $885,744 | $913,836 | $1,055,081 | 2.44% | 2.58% | 1.87% | 3.11% | -2.97% | -5.07% | 1.15% | 2.85% | -3.05% | 2.35% |
2013 | 6 | -2.30% | -2.79% | -1.24% | $865,341 | $888,329 | $1,041,963 | -1.43% | -1.02% | -1.35% | -1.27% | -2.77% | -5.33% | -1.51% | -2.27% | -2.69% | -1.24% |
2013 | 7 | 4.97% | 4.07% | 5.46% | $908,324 | $924,444 | $1,098,831 | 5.75% | 5.38% | 5.64% | 6.85% | 5.20% | 0.70% | 5.41% | 5.26% | -0.80% | 5.46% |
2013 | 8 | -2.69% | -2.67% | -2.80% | $883,895 | $899,766 | $1,068,071 | -3.03% | -3.68% | -2.92% | -4.17% | -1.60% | -3.43% | -3.57% | -1.03% | -1.72% | -2.80% |
2013 | 9 | 5.60% | 5.42% | 3.67% | $933,360 | $948,526 | $1,107,265 | 3.90% | 2.29% | 3.99% | 5.30% | 7.85% | 7.27% | 3.97% | 2.12% | 2.80% | 3.67% |
2013 | 10 | 3.90% | 3.90% | 4.25% | $969,729 | $985,496 | $1,154,277 | 4.27% | 4.59% | 4.53% | 3.92% | 3.21% | 4.34% | 4.17% | 4.20% | 1.21% | 4.25% |
2013 | 11 | 1.61% | 1.08% | 2.88% | $985,298 | $996,183 | $1,187,524 | 2.70% | 3.18% | 2.90% | 2.93% | 0.66% | -0.93% | 2.32% | 0.06% | -0.47% | 2.88% |
2013 | 12 | 1.97% | 1.68% | 2.66% | $964,516 | $972,395 | $1,170,337 | 2.73% | 2.09% | 2.83% | 2.74% | 1.90% | -0.28% | 1.96% | 2.87% | -0.41% | 2.66% |
2014 | 1 | -4.73% | -5.03% | -3.11% | $918,852 | $923,498 | $1,133,991 | -3.17% | -3.69% | -2.58% | -2.78% | -5.21% | -8.43% | -5.01% | -5.80% | 2.56% | -3.11% |
2014 | 2 | 4.97% | 4.47% | 4.75% | $964,545 | $964,800 | $1,187,883 | 4.87% | 3.97% | 5.39% | 4.97% | 5.95% | 3.24% | 4.90% | 5.12% | 1.05% | 4.75% |
2014 | 3 | 1.12% | 1.48% | 0.52% | $975,350 | $979,110 | $1,194,086 | 0.51% | 2.69% | 1.15% | 1.31% | -0.37% | 4.62% | 0.79% | 2.11% | 0.08% | 0.52% |
2014 | 4 | 0.88% | 0.99% | 0.06% | $983,964 | $988,788 | $1,194,841 | 0.06% | 0.86% | 0.41% | -1.13% | 1.57% | 0.89% | 1.01% | 5.25% | 1.24% | 0.06% |
2014 | 5 | 1.92% | 2.20% | 2.17% | $1,002,824 | $1,010,590 | $1,220,772 | 2.10% | 1.38% | 1.71% | 1.64% | 1.77% | 3.10% | 1.61% | 1.67% | 1.12% | 2.17% |
2014 | 6 | 2.01% | 2.38% | 2.57% | $1,023,026 | $1,034,659 | $1,252,119 | 2.62% | 1.92% | 2.78% | 4.32% | 1.04% | 3.17% | 1.49% | 5.51% | -0.16% | 2.57% |
2014 | 7 | -1.74% | -1.16% | -1.98% | $1,005,242 | $1,022,671 | $1,227,345 | -1.99% | -1.20% | -2.60% | -4.79% | -2.37% | 1.37% | -3.31% | -3.47% | 0.45% | -1.98% |
2014 | 8 | 2.45% | 2.96% | 4.18% | $1,029,895 | $1,052,938 | $1,278,663 | 4.15% | 3.44% | 3.86% | 5.12% | 0.26% | 3.84% | 3.65% | 2.18% | 1.26% | 4.18% |
2014 | 9 | -3.69% | -4.14% | -2.11% | $991,861 | $1,009,396 | $1,251,730 | -2.10% | -1.28% | -3.47% | -5.54% | -4.16% | -7.18% | -1.00% | -7.75% | -0.08% | -2.11% |
2014 | 10 | 1.43% | 1.52% | 2.74% | $1,006,091 | $1,024,787 | $1,286,013 | 2.75% | 1.80% | 3.56% | 4.85% | -0.35% | 2.23% | 2.65% | -3.53% | 0.55% | 2.74% |
2014 | 11 | 0.99% | 0.35% | 2.43% | $1,016,087 | $1,028,371 | $1,317,249 | 2.48% | 2.47% | 2.72% | 1.10% | 0.00% | -1.10% | 3.22% | -8.69% | 0.12% | 2.43% |
2014 | 12 | -1.85% | -2.05% | 0.00% | $957,363 | $967,042 | $1,264,612 | -0.04% | 0.35% | 0.65% | 1.79% | -3.77% | -4.69% | 0.11% | -0.23% | 0.81% | 0.00% |
2015 | 1 | -1.25% | -1.17% | -2.77% | $945,426 | $955,691 | $1,229,565 | -2.74% | -4.10% | -2.37% | -3.30% | 0.71% | -0.20% | -3.38% | -4.56% | 1.60% | -2.77% |
2015 | 2 | 5.67% | 5.11% | 5.76% | $999,076 | $1,004,555 | $1,300,393 | 5.74% | 5.31% | 5.35% | 5.66% | 6.16% | 4.66% | 5.59% | 4.59% | -1.12% | 5.76% |
2015 | 3 | -1.15% | -1.41% | -1.01% | $987,573 | $990,387 | $1,287,272 | -1.16% | -1.32% | -0.05% | 1.30% | -1.22% | -2.05% | -2.27% | -1.16% | 0.22% | -1.01% |
2015 | 4 | 2.83% | 3.44% | 0.42% | $1,015,527 | $1,024,418 | $1,292,689 | 0.62% | 1.28% | -0.29% | -1.30% | 3.87% | 7.41% | -0.21% | 6.57% | -0.71% | 0.42% |
2015 | 5 | 0.05% | -0.84% | 1.39% | $1,016,057 | $1,015,810 | $1,310,664 | 1.30% | 1.18% | 1.20% | 1.37% | -0.05% | -3.55% | 0.96% | -5.19% | -0.49% | 1.39% |
2015 | 6 | -2.43% | -2.27% | -1.70% | $991,329 | $992,774 | $1,288,350 | -1.67% | -2.24% | -2.34% | -1.51% | -2.91% | -2.54% | -2.54% | -3.48% | -0.34% | -1.70% |
2015 | 7 | 0.28% | -1.04% | 1.65% | $994,125 | $982,422 | $1,309,617 | 1.70% | 1.02% | 0.94% | -0.95% | 1.46% | -6.26% | 2.16% | -7.69% | 1.12% | 1.65% |
2015 | 8 | -6.85% | -6.98% | -6.00% | $926,040 | $913,861 | $1,230,980 | -6.09% | -5.84% | -4.41% | -4.84% | -7.23% | -9.86% | -5.87% | -4.25% | -0.11% | -6.00% |
2015 | 9 | -3.40% | -3.12% | -2.94% | $894,555 | $885,360 | $1,194,741 | -2.92% | -2.54% | -3.40% | -3.58% | -4.08% | -2.88% | -1.84% | -7.18% | 0.86% | -2.94% |
2015 | 10 | 6.91% | 6.62% | 7.86% | $956,404 | $944,006 | $1,288,690 | 7.91% | 7.65% | 6.31% | 6.63% | 6.73% | 5.29% | 6.74% | 11.16% | 0.36% | 7.86% |
2015 | 11 | -0.28% | -0.51% | 0.56% | $953,697 | $939,231 | $1,295,898 | 0.60% | 0.54% | 0.62% | 1.32% | -0.76% | -2.30% | 0.27% | -0.01% | 0.50% | 0.56% |
2015 | 12 | -2.28% | -2.61% | -2.04% | $894,665 | $878,137 | $1,218,733 | -2.13% | -1.15% | -2.87% | -4.90% | -2.14% | -3.44% | -0.87% | -10.50% | 1.02% | -2.04% |
2016 | 1 | -5.56% | -5.08% | -5.65% | $844,899 | $833,529 | $1,149,866 | -5.72% | -4.76% | -6.86% | -6.37% | -5.53% | -5.75% | -2.29% | -3.50% | 0.77% | -5.65% |
2016 | 2 | -1.15% | -0.85% | -0.04% | $835,195 | $826,427 | $1,149,386 | -0.01% | 0.10% | 1.36% | 1.50% | -3.08% | -0.32% | 1.13% | -2.80% | 0.02% | -0.04% |
2016 | 3 | 7.93% | 8.45% | 7.03% | $901,422 | $896,256 | $1,230,230 | 7.11% | 6.70% | 7.76% | 8.94% | 7.20% | 12.72% | 6.28% | 10.16% | 0.44% | 7.03% |
2016 | 4 | 1.61% | 1.49% | 0.65% | $915,974 | $909,575 | $1,238,185 | 0.66% | 1.52% | 0.99% | 2.10% | 2.31% | 1.01% | -0.33% | 9.06% | 0.67% | 0.65% |
2016 | 5 | 0.09% | -0.39% | 1.77% | $916,781 | $906,002 | $1,260,124 | 1.73% | 1.06% | 1.44% | 1.40% | -0.30% | -3.24% | 0.95% | -0.93% | 0.28% | 1.77% |
2016 | 6 | 0.11% | 1.39% | 0.25% | $917,787 | $918,618 | $1,263,263 | 0.27% | 1.13% | 0.32% | 0.15% | -2.04% | 4.93% | 2.37% | 2.71% | 1.61% | 0.25% |
2016 | 7 | 4.04% | 3.78% | 3.95% | $954,837 | $953,318 | $1,313,144 | 3.98% | 2.81% | 4.19% | 4.64% | 4.16% | 5.14% | 2.29% | -1.26% | -0.04% | 3.95% |
2016 | 8 | 0.52% | 0.48% | 0.28% | $959,758 | $957,901 | $1,316,776 | 0.21% | 0.68% | 0.93% | 0.73% | 0.41% | 0.78% | 0.01% | 1.68% | 0.13% | 0.28% |
2016 | 9 | 0.92% | 1.14% | 0.15% | $968,622 | $968,796 | $1,318,802 | 0.21% | -0.46% | 0.43% | 0.30% | 1.65% | 2.05% | -0.97% | 3.69% | -0.56% | 0.15% |
2016 | 10 | -1.77% | -1.45% | -2.21% | $951,450 | $954,736 | $1,289,603 | -2.19% | -1.09% | -2.42% | -2.92% | -2.41% | 0.32% | -1.93% | -2.82% | -0.96% | -2.21% |
2016 | 11 | 1.55% | 0.40% | 4.45% | $966,210 | $958,522 | $1,347,027 | 4.49% | 6.00% | 5.94% | 10.21% | -1.51% | -4.05% | 2.98% | 8.47% | -4.10% | 4.45% |
2016 | 12 | 1.94% | 1.22% | 1.93% | $945,516 | $931,415 | $1,318,153 | 1.98% | 2.73% | 1.10% | 2.86% | 2.45% | -0.74% | 1.17% | 1.73% | 1.72% | 1.93% |
* End-of-month balance includes the annual contribution/withdrawal |
Style Category | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|
Large-cap Value | 25.24% | 12.08% | 38.23% |
Large-cap Growth | 9.09% | 20.74% | 42.33% |
Mid-cap Value | 6.23% | 8.25% | 5.63% |
Mid-cap Growth | 0.63% | 1.19% | 7.90% |
Small-cap Value | 2.47% | 0.00% | 2.04% |
Small-cap Growth | 1.14% | 0.00% | 2.86% |
Global ex-US Developed Markets | 41.45% | 22.62% | 0.72% |
Emerging Markets | 13.41% | 29.72% | 0.28% |
Corporate Bonds | 0.20% | 0.26% | 0.00% |
Long-Term Treasuries | 0.15% | 0.00% | 0.00% |
Intermediate-Term Treasuries | 0.00% | 0.00% | 0.00% |
Short-Term Treasuries | 0.00% | 5.14% | 0.00% |
R Squared | 99.94% | 99.85% | 99.90% |
Style analysis is based on monthly returns from January 2008 to December 2016 and uses total portfolio return with monthly rebalancing. Returns based style analysis aims to explain the portfolio returns based on asset class exposures, it does not identify the actual portfolio holdings. |
Ticker | Name | Category | Weight | Yield | Fees | P/E | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | Large Blend | 18.00% | 1.38% | 0.03% | 27.94 | $100,998 | 15.53% |
VTV | Vanguard Value ETF | Large Value | 18.00% | 2.49% | 0.04% | 20.92 | $93,526 | 15.18% |
VOE | Vanguard Mid-Cap Value ETF | Mid-Cap Value | 5.00% | 2.27% | 0.07% | 20.70 | $34,302 | 4.81% |
VBR | Vanguard Small-Cap Value ETF | Small Value | 5.00% | 1.84% | 0.07% | 18.52 | $35,914 | 5.15% |
VEA | Vanguard FTSE Developed Markets ETF | Foreign Large Blend | 41.00% | 2.04% | 0.05% | 20.48 | -$5,475 | 43.67% |
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 13.00% | 1.90% | 0.10% | 18.19 | -$4,993 | 15.68% |
100.00% | 1.99% | 0.05% | 21.52 | $254,272 | 100.00% |
Ticker | Name | Category | Weight | Yield | Fees | P/E | Duration | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | Large Blend | 35.00% | 1.38% | 0.03% | 27.94 | $207,704 | 30.75% | |
VEA | Vanguard FTSE Developed Markets ETF | Foreign Large Blend | 22.00% | 2.04% | 0.05% | 20.48 | $876 | 23.94% | |
VWO | Vanguard FTSE Emerging Markets ETF | Diversified Emerging Mkts | 28.00% | 1.90% | 0.10% | 18.19 | -$9,698 | 36.39% | |
VIG | Vanguard Dividend Appreciation ETF | Large Blend | 5.00% | 1.61% | 0.06% | 28.00 | $26,799 | 3.53% | |
XLE | Energy Select Sector SPDR ETF | Equity Energy | 5.00% | 5.65% | 0.13% | $7,472 | 5.13% | ||
MUB | iShares National Muni Bond ETF | Muni National Interm | 5.00% | 0.89% | 0.07% | 6.10 | $14,630 | 0.27% | |
100.00% | 1.87% | 0.06% | 23.09 | 6.10 | $247,783 | 100.00% |
Ticker | Name | Category | Weight | Yield | Fees | P/E | Return Contribution | Risk Contribution |
---|---|---|---|---|---|---|---|---|
VTSAX | Vanguard Total Stock Mkt Idx Adm | Large Blend | 100.00% | 1.37% | 0.04% | 27.94 | $688,869 | 100.00% |
Fund fundamentals data as of 01/22/2021. (c) 2021 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.
Metric | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|
Arithmetic Mean (monthly) | 0.43% | 0.40% | 0.71% |
Arithmetic Mean (annualized) | 5.28% | 4.96% | 8.86% |
Geometric Mean (monthly) | 0.29% | 0.27% | 0.60% |
Geometric Mean (annualized) | 3.52% | 3.35% | 7.41% |
Volatility (monthly) | 5.28% | 5.07% | 4.72% |
Volatility (annualized) | 18.28% | 17.57% | 16.36% |
Downside Deviation (monthly) | 3.74% | 3.55% | 3.28% |
Max. Drawdown | -52.24% | -49.34% | -48.23% |
US Market Correlation | 0.97 | 0.95 | 1.00 |
Beta(*) | 1.08 | 1.02 | 1.00 |
Alpha (annualized) | -3.92% | -3.74% | 0.11% |
R2 | 93.24% | 90.31% | 100.00% |
Sharpe Ratio | 0.27 | 0.26 | 0.50 |
Sortino Ratio | 0.38 | 0.37 | 0.72 |
Treynor Ratio (%) | 4.53 | 4.49 | 8.25 |
Calmar Ratio | 0.24 | 0.17 | 0.95 |
Active Return | -3.77% | -3.95% | 0.12% |
Tracking Error | 4.93% | 5.48% | 0.07% |
Information Ratio | -0.77 | -0.72 | 1.78 |
Skewness | -0.60 | -0.51 | -0.72 |
Excess Kurtosis | 1.63 | 1.68 | 1.52 |
Historical Value-at-Risk (5%) | -9.30% | -8.13% | -7.95% |
Analytical Value-at-Risk (5%) | -8.24% | -7.98% | -7.06% |
Conditional Value-at-Risk (5%) | -11.96% | -11.26% | -10.30% |
Upside Capture Ratio (%) | 95.91 | 89.94 | 100.36 |
Downside Capture Ratio (%) | 112.88 | 107.09 | 99.85 |
Safe Withdrawal Rate | 10.00% | 10.29% | 11.47% |
Perpetual Withdrawal Rate | 1.90% | 1.73% | 5.45% |
Positive Periods | 61 out of 108 (56.48%) | 59 out of 108 (54.63%) | 70 out of 108 (64.81%) |
Gain/Loss Ratio | 0.96 | 1.03 | 0.80 |
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values. |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | Jan 2013 | 3 years 11 months | 5 years 1 month | -52.24% |
2 | Jun 2015 | Feb 2016 | 9 months | Dec 2016 | 10 months | 1 year 7 months | -14.38% |
3 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -4.73% |
4 | Sep 2014 | Jan 2015 | 5 months | Feb 2015 | 1 month | 6 months | -4.38% |
5 | May 2013 | Jun 2013 | 2 months | Jul 2013 | 1 month | 3 months | -2.90% |
6 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.69% |
7 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.74% |
8 | Mar 2015 | Mar 2015 | 1 month | Apr 2015 | 1 month | 2 months | -1.15% |
9 | Feb 2013 | Feb 2013 | 1 month | Mar 2013 | 1 month | 2 months | -0.13% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | Feb 2011 | 2 years | 3 years 2 months | -49.34% |
2 | May 2011 | Sep 2011 | 5 months | Dec 2012 | 1 year 3 months | 1 year 8 months | -21.34% |
3 | May 2015 | Feb 2016 | 10 months | -15.97% | |||
4 | Sep 2014 | Jan 2015 | 5 months | Apr 2015 | 3 months | 8 months | -5.45% |
5 | Jan 2014 | Jan 2014 | 1 month | Mar 2014 | 2 months | 3 months | -5.03% |
6 | May 2013 | Jun 2013 | 2 months | Jul 2013 | 1 month | 3 months | -3.77% |
7 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.67% |
8 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.16% |
9 | Feb 2013 | Feb 2013 | 1 month | Mar 2013 | 1 month | 2 months | -0.33% |
Rank | Start | End | Length | Recovery By | Recovery Time | Underwater Period | Drawdown |
---|---|---|---|---|---|---|---|
1 | Jan 2008 | Feb 2009 | 1 year 2 months | Feb 2011 | 2 years | 3 years 2 months | -48.23% |
2 | May 2011 | Sep 2011 | 5 months | Feb 2012 | 5 months | 10 months | -17.71% |
3 | Jun 2015 | Sep 2015 | 4 months | May 2016 | 8 months | 1 year | -8.84% |
4 | Apr 2012 | May 2012 | 2 months | Aug 2012 | 3 months | 5 months | -6.82% |
5 | Jan 2014 | Jan 2014 | 1 month | Feb 2014 | 1 month | 2 months | -3.11% |
6 | Aug 2013 | Aug 2013 | 1 month | Sep 2013 | 1 month | 2 months | -2.80% |
7 | Jan 2015 | Jan 2015 | 1 month | Feb 2015 | 1 month | 2 months | -2.77% |
8 | Oct 2016 | Oct 2016 | 1 month | Nov 2016 | 1 month | 2 months | -2.21% |
9 | Sep 2014 | Sep 2014 | 1 month | Oct 2014 | 1 month | 2 months | -2.11% |
10 | Jul 2014 | Jul 2014 | 1 month | Aug 2014 | 1 month | 2 months | -1.98% |
Worst 10 drawdowns included above |
Ticker | Name | CAGR | Stdev | Best Year | Worst Year | Max. Drawdown | Sharpe Ratio | Sortino Ratio | US Mkt Correlation |
---|---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | 7.44% | 16.36% | 33.45% | -36.98% | -48.15% | 0.50 | 0.73 | 1.00 |
VTV | Vanguard Value ETF | 6.69% | 16.22% | 33.10% | -35.87% | -50.72% | 0.46 | 0.66 | 0.98 |
VOE | Vanguard Mid-Cap Value ETF | 9.10% | 18.55% | 38.23% | -36.65% | -49.53% | 0.55 | 0.80 | 0.98 |
VBR | Vanguard Small-Cap Value ETF | 9.55% | 20.62% | 36.55% | -32.20% | -49.75% | 0.53 | 0.78 | 0.95 |
VEA | Vanguard FTSE Developed Markets ETF | -0.02% | 19.94% | 27.49% | -40.65% | -54.11% | 0.09 | 0.12 | 0.90 |
VWO | Vanguard FTSE Emerging Markets ETF | -1.54% | 24.20% | 76.28% | -52.49% | -57.75% | 0.05 | 0.07 | 0.82 |
VIG | Vanguard Dividend Appreciation ETF | 7.12% | 13.67% | 28.87% | -26.69% | -39.40% | 0.55 | 0.79 | 0.97 |
XLE | Energy Select Sector SPDR ETF | 1.42% | 22.76% | 28.02% | -38.97% | -53.13% | 0.16 | 0.23 | 0.75 |
MUB | iShares National Muni Bond ETF | 3.79% | 5.59% | 12.98% | -3.44% | -8.79% | 0.64 | 1.00 | 0.12 |
VTSAX | Vanguard Total Stock Mkt Idx Adm | 7.41% | 16.36% | 33.52% | -36.99% | -48.23% | 0.50 | 0.72 | 1.00 |
Ticker | Name | VTI | VTV | VOE | VBR | VEA | VWO | VIG | XLE | MUB | VTSAX | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | 1.00 | 0.98 | 0.98 | 0.95 | 0.90 | 0.82 | 0.96 | 0.75 | 0.12 | 1.00 | 0.97 | 0.95 | 1.00 |
VTV | Vanguard Value ETF | 0.98 | 1.00 | 0.96 | 0.94 | 0.89 | 0.78 | 0.96 | 0.72 | 0.10 | 0.98 | 0.95 | 0.92 | 0.98 |
VOE | Vanguard Mid-Cap Value ETF | 0.98 | 0.96 | 1.00 | 0.98 | 0.88 | 0.81 | 0.93 | 0.72 | 0.18 | 0.98 | 0.95 | 0.93 | 0.98 |
VBR | Vanguard Small-Cap Value ETF | 0.95 | 0.94 | 0.98 | 1.00 | 0.83 | 0.77 | 0.91 | 0.69 | 0.11 | 0.95 | 0.91 | 0.89 | 0.95 |
VEA | Vanguard FTSE Developed Markets ETF | 0.90 | 0.89 | 0.88 | 0.83 | 1.00 | 0.89 | 0.87 | 0.73 | 0.20 | 0.90 | 0.98 | 0.97 | 0.90 |
VWO | Vanguard FTSE Emerging Markets ETF | 0.82 | 0.78 | 0.81 | 0.77 | 0.89 | 1.00 | 0.78 | 0.74 | 0.18 | 0.82 | 0.91 | 0.95 | 0.82 |
VIG | Vanguard Dividend Appreciation ETF | 0.96 | 0.96 | 0.93 | 0.91 | 0.87 | 0.78 | 1.00 | 0.72 | 0.14 | 0.97 | 0.93 | 0.91 | 0.97 |
XLE | Energy Select Sector SPDR ETF | 0.75 | 0.72 | 0.72 | 0.69 | 0.73 | 0.74 | 0.72 | 1.00 | -0.09 | 0.75 | 0.76 | 0.80 | 0.75 |
MUB | iShares National Muni Bond ETF | 0.12 | 0.10 | 0.18 | 0.11 | 0.20 | 0.18 | 0.14 | -0.09 | 1.00 | 0.12 | 0.17 | 0.17 | 0.12 |
VTSAX | Vanguard Total Stock Mkt Idx Adm | 1.00 | 0.98 | 0.98 | 0.95 | 0.90 | 0.82 | 0.97 | 0.75 | 0.12 | 1.00 | 0.97 | 0.95 | 1.00 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | $100,998 | $207,704 | |
VTV | Vanguard Value ETF | $93,526 | ||
VOE | Vanguard Mid-Cap Value ETF | $34,302 | ||
VBR | Vanguard Small-Cap Value ETF | $35,914 | ||
VEA | Vanguard FTSE Developed Markets ETF | -$5,475 | $876 | |
VWO | Vanguard FTSE Emerging Markets ETF | -$4,993 | -$9,698 | |
VIG | Vanguard Dividend Appreciation ETF | $26,799 | ||
XLE | Energy Select Sector SPDR ETF | $7,472 | ||
MUB | iShares National Muni Bond ETF | $14,630 | ||
VTSAX | Vanguard Total Stock Mkt Idx Adm | $688,869 |
Ticker | Name | Portfolio 1 | Portfolio 2 | Portfolio 3 |
---|---|---|---|---|
VTI | Vanguard Total Stock Market ETF | 15.53% | 30.75% | |
VTV | Vanguard Value ETF | 15.18% | ||
VOE | Vanguard Mid-Cap Value ETF | 4.81% | ||
VBR | Vanguard Small-Cap Value ETF | 5.15% | ||
VEA | Vanguard FTSE Developed Markets ETF | 43.67% | 23.94% | |
VWO | Vanguard FTSE Emerging Markets ETF | 15.68% | 36.39% | |
VIG | Vanguard Dividend Appreciation ETF | 3.53% | ||
XLE | Energy Select Sector SPDR ETF | 5.13% | ||
MUB | iShares National Muni Bond ETF | 0.27% | ||
VTSAX | Vanguard Total Stock Mkt Idx Adm | 100.00% |
Roll Period | Portfolio 1 | Portfolio 2 | Portfolio 3 | ||||||
---|---|---|---|---|---|---|---|---|---|
Average | High | Low | Average | High | Low | Average | High | Low | |
1 year | 7.29% | 63.45% | -48.09% | 6.96% | 62.05% | -45.31% | 10.91% | 56.46% | -43.15% |
3 years | 9.20% | 25.09% | -3.01% | 8.54% | 25.81% | -0.99% | 13.61% | 26.75% | -1.63% |
5 years | 9.29% | 20.87% | -0.13% | 8.51% | 19.46% | 1.08% | 13.77% | 24.00% | 2.29% |
7 years | 8.32% | 13.48% | 3.52% | 7.83% | 12.36% | 3.67% | 12.54% | 17.42% | 7.72% |