Short-term bond portfolio
The chart shows the growth of an initial investment of $10,000 in Short-term bond portfolio, 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
As of Sep 23, 2023, the Short-term bond portfolio returned 1.59% Year-To-Date and 0.73% of annualized return in the last 10 years.
|1 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|Short-term bond portfolio||0.15%||-0.47%||1.59%||2.30%||0.99%||0.73%|
|Vanguard Short-Term Treasury ETF||0.15%||-0.47%||1.59%||2.30%||0.99%||0.73%|
|Returns over 1 year are annualized|
Short-term bond portfolio granted a 2.71% dividend yield in the last twelve months.
|Short-term bond portfolio||2.71%||1.17%||0.69%||1.81%||2.41%||1.94%||1.21%||0.92%||0.79%||0.52%||0.38%||0.60%|
|Vanguard Short-Term Treasury ETF||2.71%||1.17%||0.69%||1.81%||2.41%||1.94%||1.21%||0.92%||0.79%||0.52%||0.38%||0.60%|
The Short-term bond portfolio has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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|
|Vanguard Short-Term Treasury ETF||0.72|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Short-term bond portfolio. 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 Short-term bond portfolio is 5.70%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
|-5.7%||Apr 21, 2021||380||Oct 20, 2022||—||—||—|
|-1.09%||Sep 8, 2017||173||May 16, 2018||130||Nov 19, 2018||303|
|-0.94%||Jul 6, 2016||115||Dec 15, 2016||159||Aug 4, 2017||274|
|-0.83%||Nov 5, 2010||67||Feb 10, 2011||58||May 5, 2011||125|
|-0.74%||Dec 2, 2009||21||Dec 31, 2009||14||Jan 22, 2010||35|
The current Short-term bond portfolio volatility is 0.42%, 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.