Short-term bond portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| Short-term bond portfolio | 0.15% | -0.47% | 1.59% | 2.30% | 0.99% | 0.73% |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 0.15% | -0.47% | 1.59% | 2.30% | 0.99% | 0.73% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Short-term bond portfolio granted a 2.71% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 0.72 |
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 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, 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 |
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.