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Classic HY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Oct 17, 2014, corresponding to the inception date of VERX.AS

Returns By Period

As of May 11, 2025, the Classic HY returned 3.30% Year-To-Date and 5.93% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Classic HY3.30%6.71%0.37%7.49%7.54%5.93%
VOO
Vanguard S&P 500 ETF
-3.41%7.59%-5.06%9.79%15.38%12.08%
IWM
iShares Russell 2000 ETF
-8.92%10.51%-15.23%-0.59%9.91%6.31%
EEM
iShares MSCI Emerging Markets ETF
7.39%10.94%2.28%8.20%6.31%2.76%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
18.48%11.70%14.27%10.93%13.38%6.45%
SHY
iShares 1-3 Year Treasury Bond ETF
1.93%0.20%2.50%5.59%1.04%1.36%
TLT
iShares 20+ Year Treasury Bond ETF
1.08%1.10%-3.86%0.64%-9.11%-0.53%
IEI
iShares 3-7 Year Treasury Bond ETF
3.07%0.50%2.93%6.40%-0.58%1.30%
ACCBX
Invesco Corporate Bond Fund
0.28%1.16%-0.96%4.52%0.36%2.11%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.62%0.94%-1.71%0.39%1.06%3.30%
2024-0.86%2.41%2.46%-3.05%3.53%1.16%2.32%1.74%2.11%-2.69%1.89%-2.73%8.28%
20236.74%-3.17%2.44%0.97%-1.72%3.78%2.68%-2.94%-3.96%-2.84%7.76%4.98%14.71%
2022-3.86%-2.54%-0.65%-6.44%0.27%-5.89%4.65%-3.47%-7.96%3.20%7.58%-2.76%-17.51%
20210.01%1.01%1.15%2.84%1.34%1.13%0.13%1.40%-3.42%3.17%-1.78%2.18%9.36%
2020-0.55%-3.84%-9.13%6.96%3.35%3.04%4.51%3.02%-1.88%-1.54%8.97%3.65%16.31%
20195.91%1.48%1.37%2.34%-3.57%4.87%-0.36%-0.33%0.97%2.06%1.42%2.65%20.14%
20183.65%-3.64%-0.39%-0.29%0.20%-0.52%2.31%0.28%-0.43%-5.81%1.50%-3.59%-6.89%
20172.20%1.79%1.49%1.76%1.74%0.66%2.21%0.80%1.22%1.31%0.95%1.13%18.67%
2016-3.17%-0.21%5.78%0.76%-0.07%0.97%3.45%0.33%0.56%-1.72%-0.77%1.75%7.62%
20150.07%2.83%-0.43%1.45%-0.65%-1.99%0.44%-4.77%-1.91%4.76%-0.37%-1.99%-2.86%
20143.22%1.67%-0.96%3.93%

Expense Ratio

Classic HY has an expense ratio of 0.25%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Classic HY is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Classic HY is 4444
Overall Rank
The Sharpe Ratio Rank of Classic HY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of Classic HY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of Classic HY is 3131
Omega Ratio Rank
The Calmar Ratio Rank of Classic HY is 4545
Calmar Ratio Rank
The Martin Ratio Rank of Classic HY is 4949
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
0.510.721.110.431.65
IWM
iShares Russell 2000 ETF
-0.060.031.00-0.09-0.25
EEM
iShares MSCI Emerging Markets ETF
0.430.521.070.190.81
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
0.630.831.110.611.61
SHY
iShares 1-3 Year Treasury Bond ETF
3.295.591.745.5915.76
TLT
iShares 20+ Year Treasury Bond ETF
0.000.021.00-0.02-0.10
IEI
iShares 3-7 Year Treasury Bond ETF
1.502.251.280.603.58
ACCBX
Invesco Corporate Bond Fund
0.761.071.130.261.90

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Classic HY Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.70
  • 5-Year: 0.66
  • 10-Year: 0.54
  • All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Classic HY compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Classic HY provided a 2.61% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.61%2.66%2.47%2.24%1.55%1.59%2.35%2.41%2.02%2.09%2.21%1.63%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
IWM
iShares Russell 2000 ETF
1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
EEM
iShares MSCI Emerging Markets ETF
2.26%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
2.69%2.91%2.75%3.05%2.29%1.96%2.83%3.20%2.71%2.81%2.61%0.11%
SHY
iShares 1-3 Year Treasury Bond ETF
3.95%3.92%2.99%1.30%0.24%0.94%2.12%1.72%0.98%0.71%0.54%0.36%
TLT
iShares 20+ Year Treasury Bond ETF
4.35%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
IEI
iShares 3-7 Year Treasury Bond ETF
3.24%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%
ACCBX
Invesco Corporate Bond Fund
4.67%5.05%4.53%3.88%2.84%3.08%3.66%4.16%3.57%3.67%3.91%3.96%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Classic HY. 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 Classic HY was 25.23%, occurring on Oct 14, 2022. Recovery took 446 trading sessions.

The current Classic HY drawdown is 1.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.23%Nov 9, 2021243Oct 14, 2022446Jul 8, 2024689
-22.2%Feb 20, 202023Mar 23, 202081Jul 15, 2020104
-13.93%Apr 27, 2015206Feb 11, 2016129Aug 11, 2016335
-13.83%Jan 29, 2018235Dec 24, 2018125Jun 20, 2019360
-9.98%Feb 19, 202535Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 6.49, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCSHYACCBXTLTIEIVERX.ASEEMIWMVOOPortfolio
^GSPC1.00-0.090.06-0.16-0.150.500.690.821.000.87
SHY-0.091.000.590.610.87-0.01-0.04-0.09-0.090.06
ACCBX0.060.591.000.770.740.190.090.050.060.26
TLT-0.160.610.771.000.83-0.07-0.12-0.16-0.160.02
IEI-0.150.870.740.831.00-0.02-0.09-0.15-0.150.04
VERX.AS0.50-0.010.19-0.07-0.021.000.550.470.500.73
EEM0.69-0.040.09-0.12-0.090.551.000.620.690.85
IWM0.82-0.090.05-0.16-0.150.470.621.000.820.80
VOO1.00-0.090.06-0.16-0.150.500.690.821.000.87
Portfolio0.870.060.260.020.040.730.850.800.871.00
The correlation results are calculated based on daily price changes starting from Oct 20, 2014