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Bondfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
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%

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
6.30%
15.83%
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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Bondfolio9.83%0.24%6.30%15.59%6.60%N/A
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
4.31%0.29%2.69%5.33%2.22%N/A
SCHO
Schwab Short-Term U.S. Treasury ETF
5.40%-0.68%4.42%8.44%2.53%2.21%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
5.37%0.51%2.96%6.65%2.94%2.34%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.52%-0.16%6.37%14.23%4.40%4.21%
USHY
iShares Broad USD High Yield Corporate Bond ETF
7.91%-0.60%7.16%16.99%4.30%N/A
VGLT
Vanguard Long-Term Treasury ETF
-3.00%-5.93%6.40%14.04%-5.23%0.23%
SCHD
Schwab US Dividend Equity ETF
13.75%0.01%11.61%29.24%12.57%11.48%
LVHI
Legg Mason International Low Volatility High Dividend ETF
15.47%-0.32%8.24%24.99%8.91%N/A
BTC-USD
Bitcoin
72.06%10.79%19.93%110.77%51.21%71.74%
GLD
SPDR Gold Trust
33.96%4.52%20.87%38.35%12.45%8.58%

Monthly Returns

The table below presents the monthly returns of Bondfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.29%1.78%2.15%-0.91%1.49%0.17%1.83%0.90%1.32%9.83%
20233.15%-0.87%2.22%0.62%-0.74%1.15%0.83%-0.24%-0.61%0.84%2.70%2.37%11.93%
2022-1.30%0.13%-0.27%-1.87%0.06%-3.29%2.31%-1.75%-1.98%1.45%1.87%-0.40%-5.09%
20210.09%1.30%2.28%0.49%-0.23%-0.24%0.97%0.74%-0.91%1.63%-0.73%0.30%5.78%
20201.45%-0.83%-4.89%3.84%1.49%0.37%2.69%0.48%-0.79%0.67%3.31%3.44%11.45%
20191.78%0.86%0.89%1.49%1.95%3.77%-0.03%0.89%0.03%0.82%-0.57%0.66%13.20%
2018-0.55%-0.73%-0.69%1.04%-0.54%-0.44%1.25%-0.01%-0.04%-0.88%-0.78%-0.44%-2.79%
20170.44%2.08%2.07%4.65%

Expense Ratio

Bondfolio has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SHYG: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for FLRN: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for USHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for GBIL: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VGLT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Bondfolio is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Bondfolio is 8484
Combined Rank
The Sharpe Ratio Rank of Bondfolio is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of Bondfolio is 9797Sortino Ratio Rank
The Omega Ratio Rank of Bondfolio is 9292Omega Ratio Rank
The Calmar Ratio Rank of Bondfolio is 4242Calmar Ratio Rank
The Martin Ratio Rank of Bondfolio is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
Sharpe ratio
The chart of Sharpe ratio for Bondfolio, currently valued at 3.80, compared to the broader market0.002.004.006.003.80
Sortino ratio
The chart of Sortino ratio for Bondfolio, currently valued at 5.88, compared to the broader market-2.000.002.004.006.005.88
Omega ratio
The chart of Omega ratio for Bondfolio, currently valued at 1.71, compared to the broader market0.801.001.201.401.601.802.001.71
Calmar ratio
The chart of Calmar ratio for Bondfolio, currently valued at 2.63, compared to the broader market0.005.0010.002.63
Martin ratio
The chart of Martin ratio for Bondfolio, currently valued at 36.27, compared to the broader market0.0010.0020.0030.0040.0050.0060.0036.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
3.965.685.121.0925.86
SCHO
Schwab Short-Term U.S. Treasury ETF
3.676.871.931.8229.31
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
6.8212.404.142.30171.24
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
2.974.491.571.1523.98
USHY
iShares Broad USD High Yield Corporate Bond ETF
2.784.171.541.0220.00
VGLT
Vanguard Long-Term Treasury ETF
0.280.471.050.010.97
SCHD
Schwab US Dividend Equity ETF
1.662.421.290.827.84
LVHI
Legg Mason International Low Volatility High Dividend ETF
1.912.491.350.8013.39
BTC-USD
Bitcoin
1.121.811.180.984.65
GLD
SPDR Gold Trust
3.804.841.654.0426.38

Sharpe Ratio

The current Bondfolio Sharpe ratio is 3.80. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
3.80
3.43
Bondfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bondfolio provided a 5.23% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Bondfolio5.23%5.35%2.98%1.72%2.38%3.60%3.48%2.08%1.82%1.44%1.19%0.62%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
5.15%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
5.32%5.98%1.93%0.50%1.85%3.99%2.67%1.58%1.56%0.81%0.56%0.29%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
5.89%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
6.68%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
6.62%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
3.98%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
3.48%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
6.33%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.04%
-0.54%
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 11.51%, occurring on Mar 18, 2020. Recovery took 125 trading sessions.

The current Bondfolio drawdown is 0.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.51%Feb 24, 202024Mar 18, 2020125Jul 21, 2020149
-9.1%Nov 10, 2021322Sep 27, 2022400Nov 1, 2023722
-5.98%Dec 17, 2017374Dec 25, 2018136May 10, 2019510
-1.72%Sep 7, 202122Sep 28, 202117Oct 15, 202139
-1.7%Aug 11, 202044Sep 23, 202019Oct 12, 202063

Volatility

Volatility Chart

The current Bondfolio volatility is 0.75%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
0.75%
2.71%
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.

GBILFLRNBTC-USDGLDVGLTSCHOLVHISCHDSHYGUSHY
GBIL1.000.10-0.010.110.150.24-0.020.000.030.04
FLRN0.101.000.070.04-0.050.010.130.130.120.12
BTC-USD-0.010.071.000.10-0.020.000.120.140.160.17
GLD0.110.040.101.000.280.330.050.070.160.17
VGLT0.15-0.05-0.020.281.000.55-0.12-0.140.080.11
SCHO0.240.010.000.330.551.00-0.09-0.080.100.13
LVHI-0.020.130.120.05-0.12-0.091.000.590.470.47
SCHD0.000.130.140.07-0.14-0.080.591.000.580.55
SHYG0.030.120.160.160.080.100.470.581.000.87
USHY0.040.120.170.170.110.130.470.550.871.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2017