Bondfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Bondfolio

Last updated May 4, 2024

Asset Allocation

Position	Category/Sector	Weight
BTC-USD Bitcoin		3%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	Corporate Bonds	24%
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	Government Bonds	8%
GLD SPDR Gold Trust	Precious Metals, Gold	5%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	5%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	5%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds	24%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	High Yield Bonds	16%
USHY iShares Broad USD High Yield Corporate Bond ETF	High Yield Bonds	6.40%
VGLT Vanguard Long-Term Treasury ETF	Government Bonds	3.60%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

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

Bondfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	7.50%	-1.61%	17.65%	26.26%	11.73%	10.64%
Bondfolio	3.79%	0.03%	7.58%	9.93%	6.69%	N/A
Portfolio components:
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	1.69%	0.38%	2.58%	5.13%	1.95%	N/A
SCHO Schwab Short-Term U.S. Treasury ETF	0.36%	0.22%	2.10%	2.44%	1.07%	1.00%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	2.43%	0.48%	3.50%	6.85%	2.66%	2.07%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	2.23%	0.81%	5.75%	9.39%	3.73%	3.67%
USHY iShares Broad USD High Yield Corporate Bond ETF	2.07%	0.85%	6.91%	10.59%	3.78%	N/A
VGLT Vanguard Long-Term Treasury ETF	-7.02%	-1.21%	4.76%	-9.66%	-3.55%	0.46%
SCHD Schwab US Dividend Equity ETF	3.21%	-1.32%	13.00%	13.87%	11.92%	11.17%
LVHI Legg Mason International Low Volatility High Dividend ETF	7.41%	0.34%	11.86%	15.56%	8.92%	N/A
BTC-USD Bitcoin	48.80%	-7.29%	79.43%	117.58%	60.69%	64.67%
GLD SPDR Gold Trust	11.40%	-1.01%	15.24%	13.60%	11.95%	5.40%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024	0.29%	1.69%	2.06%	-1.00%
2023										0.84%	2.62%	2.30%

Expense Ratio

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.

LVHI

Legg Mason International Low Volatility High Dividend ETF

GLD

SPDR Gold Trust

SHYG

iShares 0-5 Year High Yield Corporate Bond ETF

FLRN

SPDR Bloomberg Barclays Investment Grade Floating Rate ETF

USHY

iShares Broad USD High Yield Corporate Bond ETF

GBIL

Goldman Sachs Access Treasury 0-1 Year ETF

SCHD

Schwab US Dividend Equity ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

VGLT

Vanguard Long-Term Treasury ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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.

Bondfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	3.99	5.72	5.25	82.36	26.90
SCHO Schwab Short-Term U.S. Treasury ETF	2.38	3.91	1.48	0.20	15.11
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	9.12	21.70	4.97	9.15	331.80
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	2.46	3.95	1.49	1.29	14.12
USHY iShares Broad USD High Yield Corporate Bond ETF	2.18	3.43	1.43	0.46	10.82
VGLT Vanguard Long-Term Treasury ETF	-0.16	-0.12	0.99	0.00	-0.41
SCHD Schwab US Dividend Equity ETF	1.18	1.74	1.20	0.43	4.18
LVHI Legg Mason International Low Volatility High Dividend ETF	2.83	4.06	1.53	0.72	14.81
BTC-USD Bitcoin	5.04	4.51	1.52	0.81	40.90
GLD SPDR Gold Trust	2.31	3.39	1.42	0.12	13.85

Sharpe Ratio

The current Bondfolio Sharpe ratio is 4.06. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.47, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Bondfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Bondfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Bondfolio granted a 4.95% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Bondfolio	4.95%	4.82%	2.84%	1.70%	2.25%	3.18%	3.27%	1.97%	1.64%	1.40%	1.16%	0.62%
Portfolio components:
GBIL Goldman Sachs Access Treasury 0-1 Year ETF	5.06%	4.77%	1.37%	0.00%	0.81%	2.20%	1.70%	0.74%	0.11%	0.00%	0.00%	0.00%
SCHO Schwab Short-Term U.S. Treasury ETF	4.14%	3.76%	1.34%	0.41%	1.27%	2.26%	1.78%	1.12%	0.82%	0.68%	0.47%	0.29%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	5.83%	5.68%	1.95%	0.39%	1.22%	2.76%	2.39%	1.64%	1.06%	0.63%	0.53%	0.72%
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	6.55%	6.54%	5.57%	4.83%	5.07%	5.33%	5.90%	5.49%	5.53%	5.17%	4.33%	0.85%
USHY iShares Broad USD High Yield Corporate Bond ETF	6.77%	6.63%	6.08%	5.07%	5.30%	5.92%	6.30%	0.72%	0.00%	0.00%	0.00%	0.00%
VGLT Vanguard Long-Term Treasury ETF	3.83%	3.33%	2.84%	1.82%	2.15%	2.46%	2.71%	2.55%	2.69%	3.21%	2.75%	3.19%
SCHD Schwab US Dividend Equity ETF	3.43%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%	2.47%
LVHI Legg Mason International Low Volatility High Dividend ETF	7.30%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	1.97%	1.16%	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%

Drawdowns

Drawdowns Chart

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

Bondfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bondfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bondfolio was 11.56%, occurring on Mar 18, 2020. Recovery took 126 trading sessions.

The current Bondfolio drawdown is 0.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-11.56%	Feb 24, 2020	24	Mar 18, 2020	126	Jul 22, 2020	150
-9.2%	Nov 10, 2021	322	Sep 27, 2022	402	Nov 3, 2023	724
-6.21%	Dec 17, 2017	374	Dec 25, 2018	137	May 11, 2019	511
-1.72%	Aug 11, 2020	44	Sep 23, 2020	29	Oct 22, 2020	73
-1.72%	Sep 7, 2021	22	Sep 28, 2021	17	Oct 15, 2021	39

Volatility

Volatility Chart

The current Bondfolio volatility is 1.04%, 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.

Bondfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	GBIL	BTC-USD	FLRN	GLD	VGLT	SCHO	LVHI	SCHD	SHYG	USHY
GBIL	1.00	-0.01	0.09	0.10	0.14	0.22	-0.03	-0.00	0.01	0.02
BTC-USD	-0.01	1.00	0.07	0.09	-0.02	-0.01	0.12	0.13	0.15	0.15
FLRN	0.09	0.07	1.00	0.04	-0.04	-0.01	0.13	0.13	0.12	0.12
GLD	0.10	0.09	0.04	1.00	0.29	0.33	0.03	0.06	0.15	0.16
VGLT	0.14	-0.02	-0.04	0.29	1.00	0.55	-0.13	-0.15	0.06	0.09
SCHO	0.22	-0.01	-0.01	0.33	0.55	1.00	-0.11	-0.10	0.08	0.11
LVHI	-0.03	0.12	0.13	0.03	-0.13	-0.11	1.00	0.58	0.47	0.46
SCHD	-0.00	0.13	0.13	0.06	-0.15	-0.10	0.58	1.00	0.59	0.56
SHYG	0.01	0.15	0.12	0.15	0.06	0.08	0.47	0.59	1.00	0.87
USHY	0.02	0.15	0.12	0.16	0.09	0.11	0.46	0.56	0.87	1.00