Bondfolio
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.16% | 0.62% | -0.80% | 1.08% | 0.75% | -0.38% |
Dividend yield
Bondfolio granted a 4.39% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bondfolio | 4.39% | 2.94% | 1.86% | 2.52% | 3.65% | 3.96% | 2.57% | 2.24% | 1.95% | 1.68% | 0.83% | 0.87% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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
| GBIL | FLRN | BTC-USD | GLD | VGLT | SCHO | LVHI | SHYG | SCHD | USHY | |
|---|---|---|---|---|---|---|---|---|---|---|
| GBIL | 1.00 | 0.06 | -0.02 | 0.09 | 0.13 | 0.20 | -0.05 | -0.02 | -0.02 | -0.01 |
| FLRN | 0.06 | 1.00 | 0.08 | 0.04 | -0.04 | -0.01 | 0.13 | 0.13 | 0.14 | 0.13 |
| BTC-USD | -0.02 | 0.08 | 1.00 | 0.10 | -0.02 | 0.00 | 0.13 | 0.15 | 0.13 | 0.16 |
| GLD | 0.09 | 0.04 | 0.10 | 1.00 | 0.31 | 0.34 | 0.02 | 0.14 | 0.06 | 0.15 |
| VGLT | 0.13 | -0.04 | -0.02 | 0.31 | 1.00 | 0.54 | -0.16 | 0.00 | -0.19 | 0.04 |
| SCHO | 0.20 | -0.01 | 0.00 | 0.34 | 0.54 | 1.00 | -0.14 | 0.03 | -0.13 | 0.05 |
| LVHI | -0.05 | 0.13 | 0.13 | 0.02 | -0.16 | -0.14 | 1.00 | 0.47 | 0.58 | 0.47 |
| SHYG | -0.02 | 0.13 | 0.15 | 0.14 | 0.00 | 0.03 | 0.47 | 1.00 | 0.59 | 0.86 |
| SCHD | -0.02 | 0.14 | 0.13 | 0.06 | -0.19 | -0.13 | 0.58 | 0.59 | 1.00 | 0.56 |
| USHY | -0.01 | 0.13 | 0.16 | 0.15 | 0.04 | 0.05 | 0.47 | 0.86 | 0.56 | 1.00 |
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 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, 2020 | 24 | Mar 18, 2020 | 126 | Jul 22, 2020 | 150 |
| -9.2% | Nov 10, 2021 | 322 | Sep 27, 2022 | — | — | — |
| -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 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.