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облигации

Last updated Jun 2, 2023

Asset Allocation


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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%2023FebruaryMarchAprilMayJune
1.17%
5.55%
облигации
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark3.18%9.94%3.67%1.06%9.08%9.25%
облигации-0.98%2.72%0.15%-1.51%0.97%0.43%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VTCVWOB
VTC1.000.59
VWOB0.591.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current облигации Sharpe ratio is -0.12. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.002023FebruaryMarchAprilMayJune
-0.12
0.10
облигации
Benchmark (^GSPC)
Portfolio components

Dividend yield

облигации granted a 6.12% dividend yield in the last twelve months.


TTM2022202120202019201820172016201520142013
облигации6.12%4.29%3.40%3.77%4.50%4.78%3.27%3.15%3.45%3.30%1.83%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%2023FebruaryMarchAprilMayJune
-15.82%
-12.00%
облигации
Benchmark (^GSPC)
Portfolio components

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, 2021278Oct 20, 2022
-21.9%Mar 5, 202011Mar 19, 202084Jul 20, 202095
-6.18%Jan 4, 202144Mar 8, 2021125Sep 2, 2021169
-4.57%Jan 8, 2018225Nov 27, 201843Jan 31, 2019268
-2.86%Aug 7, 202033Sep 23, 202041Nov 19, 202074

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
1.69%
3.68%
облигации
Benchmark (^GSPC)
Portfolio components