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B.7 Portfolio INT - Bond Portfolio (0/100)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

B.7 Portfolio INT - Bond Portfolio (0/100)

Currency in USD · Last updated May 30, 2025

Asset Allocation

SGOV 35%ICSH 30%SHY 20%SPAB 14%SHYL 1%BondBond
PositionCategory/SectorTarget 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%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
B.7 Portfolio INT - Bond Portfolio (0/100)1.96%0.05%2.12%5.41%1.99%N/A
Portfolio components:
SGOV
iShares 0-3 Month Treasury Bond ETF		1.72%0.35%2.16%4.81%2.74%N/A
ICSH
iShares Ultra Short-Term Bond ETF		1.98%0.35%2.43%5.40%2.93%2.38%
SHY
iShares 1-3 Year Treasury Bond ETF		2.00%-0.24%2.38%5.68%1.07%1.40%
SPAB
SPDR Portfolio Aggregate Bond ETF		2.34%-0.96%0.94%6.14%-0.98%1.45%
SHYL
Xtrackers Short Duration High Yield Bond ETF		2.62%1.04%2.38%9.93%6.30%N/A
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.43%0.72%0.31%0.46%0.02%1.96%
20240.32%0.01%0.48%-0.18%0.72%0.51%0.93%0.74%0.66%-0.25%0.49%0.05%4.56%
20230.91%-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%
20200.07%0.18%0.30%-0.10%-0.01%-0.09%0.23%0.05%0.63%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

SHYL
Xtrackers Short Duration High Yield Bond ETF
SHY
iShares 1-3 Year Treasury Bond ETF
ICSH
iShares Ultra Short-Term Bond ETF
SGOV
iShares 0-3 Month Treasury Bond ETF
SPAB
SPDR Portfolio Aggregate Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, B.7 Portfolio INT - Bond Portfolio (0/100) is among the top 1% 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.

The Risk-Adjusted Performance Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 9999
Overall Rank
The Sharpe Ratio Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 100100
Sortino Ratio Rank
The Omega Ratio Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 9999
Omega Ratio Rank
The Calmar Ratio Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 100100
Calmar Ratio Rank
The Martin Ratio Rank of B.7 Portfolio INT - Bond Portfolio (0/100) is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGOV
iShares 0-3 Month Treasury Bond ETF		21.61472.39473.39483.617,677.11
ICSH
iShares Ultra Short-Term Bond ETF		11.7027.176.1165.30354.22
SHY
iShares 1-3 Year Treasury Bond ETF		3.445.611.735.7315.36
SPAB
SPDR Portfolio Aggregate Bond ETF		1.161.431.170.422.43
SHYL
Xtrackers Short Duration High Yield Bond ETF		1.812.471.411.9911.11

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

B.7 Portfolio INT - Bond Portfolio (0/100) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 4.74
  • 5-Year: 1.58
  • All Time: 1.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of B.7 Portfolio INT - Bond Portfolio (0/100) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

B.7 Portfolio INT - Bond Portfolio (0/100) provided a 4.54% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.54%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		4.70%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		4.96%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		3.95%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		3.91%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		7.33%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.

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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.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.66%Aug 4, 2021307Oct 20, 2022181Jul 13, 2023488
-0.51%Jan 4, 202152Mar 18, 202184Jul 19, 2021136
-0.48%Feb 2, 20248Feb 13, 202414Mar 5, 202422
-0.39%Mar 28, 202413Apr 16, 202412May 2, 202425
-0.38%Apr 4, 20256Apr 11, 20259Apr 25, 202515
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 3.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSGOVICSHSHYLSHYSPABPortfolio
^GSPC1.000.000.080.710.080.150.16
SGOV0.001.000.290.010.110.040.15
ICSH0.080.291.000.240.510.450.59
SHYL0.710.010.241.000.340.440.46
SHY0.080.110.510.341.000.770.87
SPAB0.150.040.450.440.771.000.96
Portfolio0.160.150.590.460.870.961.00
The correlation results are calculated based on daily price changes starting from May 29, 2020
Go to the full Correlations tool for more customization options