облигации
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VTC Vanguard Total Corporate Bond ETF | Corporate Bonds | 50% |
VWOB Vanguard Emerging Markets Government Bond ETF | Emerging Markets Bonds | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in облигации, 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
Returns
As of Jun 2, 2023, the облигации returned 2.72% Year-To-Date and 0.43% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 3.18% | 9.94% | 3.67% | 1.06% | 9.08% | 9.25% |
| облигации | -0.98% | 2.72% | 0.15% | -1.51% | 0.97% | 0.43% |
| Portfolio components: | ||||||
VTC Vanguard Total Corporate Bond ETF | -0.93% | 3.31% | 0.68% | -1.08% | 1.59% | 1.01% |
VWOB Vanguard Emerging Markets Government Bond ETF | -1.04% | 2.13% | -0.38% | -2.04% | 0.28% | -0.22% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VTC | VWOB | |
|---|---|---|
| VTC | 1.00 | 0.59 |
| VWOB | 0.59 | 1.00 |
Dividend yield
облигации granted a 6.12% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| облигации | 6.12% | 4.29% | 3.40% | 3.77% | 4.50% | 4.78% | 3.27% | 3.15% | 3.45% | 3.30% | 1.83% |
| Portfolio components: | |||||||||||
VTC Vanguard Total Corporate Bond ETF | 4.60% | 3.17% | 2.47% | 2.88% | 3.67% | 4.03% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 7.63% | 5.40% | 4.32% | 4.66% | 5.33% | 5.53% | 5.89% | 6.30% | 6.91% | 6.59% | 3.66% |
Expense Ratio
The облигации features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 | |
|---|---|---|---|---|---|
VTC Vanguard Total Corporate Bond ETF | -0.14 | ||||
VWOB Vanguard Emerging Markets Government Bond ETF | -0.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the облигации. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the облигации is 24.46%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.46% | Sep 15, 2021 | 278 | Oct 20, 2022 | — | — | — |
| -21.9% | Mar 5, 2020 | 11 | Mar 19, 2020 | 84 | Jul 20, 2020 | 95 |
| -6.18% | Jan 4, 2021 | 44 | Mar 8, 2021 | 125 | Sep 2, 2021 | 169 |
| -4.57% | Jan 8, 2018 | 225 | Nov 27, 2018 | 43 | Jan 31, 2019 | 268 |
| -2.86% | Aug 7, 2020 | 33 | Sep 23, 2020 | 41 | Nov 19, 2020 | 74 |
Volatility Chart
The current облигации volatility is 1.69%, 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.