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Bondfolio

Last updated Sep 30, 2023

Asset Allocation


SCHO 24%FLRN 24%SHYG 16%GBIL 8%USHY 6.4%VGLT 3.6%GLD 5%BTC-USD 3%SCHD 5%LVHI 5%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds24%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
Corporate Bonds24%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
High Yield Bonds16%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Government Bonds8%
USHY
iShares Broad USD High Yield Corporate Bond ETF
High Yield Bonds6.4%
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds3.6%
GLD
SPDR Gold Trust
Precious Metals, Gold5%
BTC-USD
Bitcoin
3%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend5%
LVHI
Legg Mason International Low Volatility High Dividend ETF
Volatility Hedged Equity, Dividend5%

Performance

The chart shows the growth of an initial investment of $10,000 in Bondfolio, 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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
0.60%
4.36%
Bondfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 30, 2023, the Bondfolio returned 5.05% Year-To-Date and 3.49% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-4.87%4.35%11.68%19.59%5.43%6.19%
Bondfolio-0.68%0.57%5.05%8.05%3.62%3.49%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
0.39%2.33%3.43%4.29%1.11%1.09%
SCHO
Schwab Short-Term U.S. Treasury ETF
-0.10%0.03%1.68%2.39%0.68%0.57%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
0.50%3.81%4.88%6.45%1.50%1.50%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
-0.85%1.73%4.89%9.51%1.86%2.03%
USHY
iShares Broad USD High Yield Corporate Bond ETF
-1.53%0.40%4.67%9.77%1.71%1.72%
VGLT
Vanguard Long-Term Treasury ETF
-7.31%-13.90%-8.02%-9.05%-1.84%-1.88%
SCHD
Schwab US Dividend Equity ETF
-4.20%-1.51%-3.82%10.38%6.49%6.91%
LVHI
Legg Mason International Low Volatility High Dividend ETF
0.59%4.57%10.83%22.14%4.63%4.13%
BTC-USD
Bitcoin
3.78%-5.28%62.63%38.49%21.44%19.32%
GLD
SPDR Gold Trust
-4.76%-6.42%1.07%10.85%5.98%4.21%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.16%0.62%-0.80%1.08%0.75%-0.38%

Sharpe Ratio

The current Bondfolio Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.76

The Sharpe ratio of Bondfolio 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 Ratio0.000.501.001.502.00MayJuneJulyAugustSeptember
0.76
0.73
Bondfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Bondfolio granted a 4.39% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Bondfolio4.39%2.94%1.86%2.52%3.65%3.96%2.57%2.24%1.95%1.68%0.83%0.87%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.93%1.42%0.00%0.84%2.32%1.83%0.81%0.12%0.00%0.00%0.00%0.00%
SCHO
Schwab Short-Term U.S. Treasury ETF
3.16%1.37%0.43%1.33%2.39%1.92%1.23%0.91%0.76%0.53%0.33%0.33%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.84%2.03%0.42%1.29%2.97%2.64%1.85%1.22%0.73%0.62%0.85%1.88%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
6.44%5.82%5.33%5.87%6.50%7.59%7.48%7.96%7.87%6.93%1.42%0.00%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.77%6.33%5.59%6.16%7.26%8.21%1.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
3.50%2.90%1.90%2.29%2.68%3.03%2.93%3.17%3.87%3.43%4.10%3.99%
SCHD
Schwab US Dividend Equity ETF
3.70%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
LVHI
Legg Mason International Low Volatility High Dividend ETF
7.61%8.04%4.62%4.63%8.11%13.87%4.86%3.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Bondfolio features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.40%
0.00%2.15%
0.40%
0.00%2.15%
0.30%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
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
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
11.24
SCHO
Schwab Short-Term U.S. Treasury ETF
0.82
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
2.32
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.22
USHY
iShares Broad USD High Yield Corporate Bond ETF
0.91
VGLT
Vanguard Long-Term Treasury ETF
-0.63
SCHD
Schwab US Dividend Equity ETF
0.49
LVHI
Legg Mason International Low Volatility High Dividend ETF
1.92
BTC-USD
Bitcoin
0.52
GLD
SPDR Gold Trust
0.77

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GBILFLRNBTC-USDGLDVGLTSCHOLVHISHYGSCHDUSHY
GBIL1.000.06-0.020.090.130.20-0.05-0.02-0.02-0.01
FLRN0.061.000.080.04-0.04-0.010.130.130.140.13
BTC-USD-0.020.081.000.10-0.020.000.130.150.130.16
GLD0.090.040.101.000.310.340.020.140.060.15
VGLT0.13-0.04-0.020.311.000.54-0.160.00-0.190.04
SCHO0.20-0.010.000.340.541.00-0.140.03-0.130.05
LVHI-0.050.130.130.02-0.16-0.141.000.470.580.47
SHYG-0.020.130.150.140.000.030.471.000.590.86
SCHD-0.020.140.130.06-0.19-0.130.580.591.000.56
USHY-0.010.130.160.150.040.050.470.860.561.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-1.74%
-10.60%
Bondfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Bondfolio. 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 Bondfolio is 11.56%, recorded on Mar 18, 2020. It took 126 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.56%Feb 24, 202024Mar 18, 2020126Jul 22, 2020150
-9.2%Nov 10, 2021322Sep 27, 2022
-6.21%Dec 17, 2017374Dec 25, 2018137May 11, 2019511
-1.72%Aug 11, 202044Sep 23, 202029Oct 22, 202073
-1.72%Sep 7, 202122Sep 28, 202117Oct 15, 202139

Volatility Chart

The current Bondfolio volatility is 0.64%, 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%MayJuneJulyAugustSeptember
0.64%
3.11%
Bondfolio
Benchmark (^GSPC)
Portfolio components