B.7 Portfolio INT - Bond Portfolio (0/100)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ICSH iShares Ultra Short-Term Bond ETF | Money Market, Actively Managed | 30% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 35% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 20% |
SHYL Xtrackers Short Duration High Yield Bond ETF | High Yield Bonds | 1% |
SPAB SPDR Portfolio Aggregate Bond ETF | Total Bond Market | 14% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in B.7 Portfolio INT - Bond Portfolio (0/100), 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 every 3 months.
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| B.7 Portfolio INT - Bond Portfolio (0/100) | 1.57% | 0.38% | 2.03% | 5.62% | N/A | N/A |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.38% | 2.25% | 4.96% | N/A | N/A |
ICSH iShares Ultra Short-Term Bond ETF | 1.47% | 0.46% | 2.40% | 5.57% | 2.98% | 2.49% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.78% | 2.29% | 6.05% | 1.08% | 1.39% |
SPAB SPDR Portfolio Aggregate Bond ETF | 2.13% | -0.26% | 0.39% | 6.43% | -0.87% | 1.30% |
SHYL Xtrackers Short Duration High Yield Bond ETF | -0.25% | -1.12% | 0.46% | 8.36% | 5.96% | N/A |
Monthly Returns
The table below presents the monthly returns of B.7 Portfolio INT - Bond Portfolio (0/100), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.43% | 0.72% | 0.31% | 0.10% | 1.57% | ||||||||
| 2024 | 0.32% | 0.01% | 0.48% | -0.18% | 0.72% | 0.51% | 0.93% | 0.74% | 0.66% | -0.25% | 0.49% | 0.05% | 4.56% |
| 2023 | 0.91% | -0.36% | 0.98% | 0.40% | 0.02% | 0.15% | 0.35% | 0.32% | -0.10% | 0.12% | 1.23% | 1.10% | 5.22% |
| 2022 | -0.45% | -0.27% | -0.74% | -0.67% | 0.29% | -0.39% | 0.56% | -0.49% | -0.78% | -0.06% | 0.91% | 0.19% | -1.89% |
| 2021 | -0.09% | -0.21% | -0.14% | 0.14% | 0.06% | 0.09% | 0.19% | -0.02% | -0.14% | -0.09% | 0.01% | -0.08% | -0.28% |
| 2020 | 0.07% | 0.18% | 0.30% | -0.10% | -0.01% | -0.09% | 0.23% | 0.05% | 0.63% |
Expense Ratio
B.7 Portfolio INT - Bond Portfolio (0/100) has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 100, B.7 Portfolio INT - Bond Portfolio (0/100) is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 21.61 | 490.28 | 491.28 | 502.33 | 7,974.31 |
ICSH iShares Ultra Short-Term Bond ETF | 12.59 | 31.11 | 7.00 | 67.32 | 405.39 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.78 | 6.66 | 1.86 | 6.33 | 18.20 |
SPAB SPDR Portfolio Aggregate Bond ETF | 1.32 | 1.95 | 1.23 | 0.53 | 3.38 |
SHYL Xtrackers Short Duration High Yield Bond ETF | 1.56 | 2.23 | 1.37 | 1.78 | 10.50 |
Dividends
Dividend yield
B.7 Portfolio INT - Bond Portfolio (0/100) provided a 4.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.60% | 4.75% | 4.27% | 1.68% | 0.53% | 0.97% | 1.67% | 1.47% | 0.98% | 0.78% | 0.63% | 0.55% |
| Portfolio components: | ||||||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short-Term Bond ETF | 5.04% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% | 0.46% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.94% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
SPAB SPDR Portfolio Aggregate Bond ETF | 3.88% | 3.86% | 3.34% | 2.59% | 2.11% | 2.43% | 2.92% | 2.96% | 2.67% | 2.63% | 2.59% | 2.43% |
SHYL Xtrackers Short Duration High Yield Bond ETF | 7.49% | 7.26% | 6.60% | 5.52% | 4.65% | 6.16% | 5.93% | 5.54% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the B.7 Portfolio INT - Bond Portfolio (0/100). 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 B.7 Portfolio INT - Bond Portfolio (0/100) was 3.66%, occurring on Oct 20, 2022. Recovery took 181 trading sessions.
The current B.7 Portfolio INT - Bond Portfolio (0/100) drawdown is 0.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.66% | Aug 4, 2021 | 307 | Oct 20, 2022 | 181 | Jul 13, 2023 | 488 |
| -0.51% | Jan 4, 2021 | 52 | Mar 18, 2021 | 84 | Jul 19, 2021 | 136 |
| -0.48% | Feb 2, 2024 | 8 | Feb 13, 2024 | 14 | Mar 5, 2024 | 22 |
| -0.39% | Mar 28, 2024 | 13 | Apr 16, 2024 | 12 | May 2, 2024 | 25 |
| -0.38% | Apr 4, 2025 | 6 | Apr 11, 2025 | — | — | — |
Volatility
Volatility Chart
The current B.7 Portfolio INT - Bond Portfolio (0/100) volatility is 0.39%, 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.
Diversification
Asset Correlations Table
| SGOV | SHYL | ICSH | SPAB | SHY | |
|---|---|---|---|---|---|
| SGOV | 1.00 | 0.01 | 0.30 | 0.04 | 0.11 |
| SHYL | 0.01 | 1.00 | 0.25 | 0.44 | 0.35 |
| ICSH | 0.30 | 0.25 | 1.00 | 0.44 | 0.51 |
| SPAB | 0.04 | 0.44 | 0.44 | 1.00 | 0.77 |
| SHY | 0.11 | 0.35 | 0.51 | 0.77 | 1.00 |