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Short-term bond portfolio

Last updated Sep 23, 2023

Asset Allocation


VGSH 100%BondBond
PositionCategory/SectorWeight
VGSH
Vanguard Short-Term Treasury ETF
Government Bonds100%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-0.08%
8.61%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

Returns

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
Short-term bond portfolio0.15%-0.47%1.59%2.30%0.99%0.73%
VGSH
Vanguard Short-Term Treasury ETF
0.15%-0.47%1.59%2.30%0.99%0.73%

Sharpe Ratio

The current Short-term bond portfolio Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.72

The Sharpe ratio of Short-term bond portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.72
0.81
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Short-term bond portfolio granted a 2.71% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Short-term bond portfolio2.71%1.17%0.69%1.81%2.41%1.94%1.21%0.92%0.79%0.52%0.38%0.60%
VGSH
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%

Expense Ratio

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.


0.04%
0.00%2.15%

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
VGSH
Vanguard Short-Term Treasury ETF
0.72

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-3.08%
-9.93%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.7%Apr 21, 2021380Oct 20, 2022
-1.09%Sep 8, 2017173May 16, 2018130Nov 19, 2018303
-0.94%Jul 6, 2016115Dec 15, 2016159Aug 4, 2017274
-0.83%Nov 5, 201067Feb 10, 201158May 5, 2011125
-0.74%Dec 2, 200921Dec 31, 200914Jan 22, 201035

Volatility Chart

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.


0.00%1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
0.42%
3.41%
Short-term bond portfolio
Benchmark (^GSPC)
Portfolio components