Classic HY
HY BUT LESS EMERGING MARKET
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Classic HY, 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 every 3 months.
The earliest data available for this chart is Oct 17, 2014, corresponding to the inception date of VERX.AS
Returns By Period
As of Feb 5, 2025, the Classic HY returned 2.60% Year-To-Date and 6.10% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Classic HY | 2.80% | 2.14% | 9.33% | 15.44% | 6.95% | 6.86% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 2.70% | 1.64% | 16.03% | 23.86% | 13.91% | 13.04% |
IWM iShares Russell 2000 ETF | 2.70% | 1.11% | 11.73% | 19.62% | 7.52% | 7.83% |
EEM iShares MSCI Emerging Markets ETF | 3.23% | 2.42% | 7.99% | 14.22% | 1.78% | 2.99% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 5.39% | 5.75% | 3.52% | 7.38% | 6.21% | 5.89% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.41% | 0.43% | 1.41% | 4.39% | 1.23% | 1.25% |
TLT iShares 20+ Year Treasury Bond ETF | 1.62% | 1.67% | -6.53% | -2.16% | -6.58% | -1.35% |
IEI iShares 3-7 Year Treasury Bond ETF | 0.61% | 0.74% | -0.47% | 3.25% | -0.06% | 1.07% |
ACCBX Invesco Corporate Bond Fund | 0.32% | 0.49% | 0.46% | 4.70% | -0.63% | 2.03% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.93% | 2.80% | |||||||||||
| 2024 | -0.35% | 3.32% | 2.82% | -3.47% | 4.18% | 1.51% | 2.24% | 1.91% | 2.01% | -2.31% | 3.14% | -2.84% | 12.43% |
| 2023 | 6.91% | -2.91% | 2.44% | 1.17% | -1.41% | 4.64% | 3.02% | -2.80% | -4.28% | -2.84% | 8.32% | 5.13% | 17.70% |
| 2022 | -4.50% | -2.62% | 0.35% | -7.17% | 0.28% | -6.74% | 5.77% | -3.65% | -8.37% | 4.64% | 7.00% | -3.50% | -18.26% |
| 2021 | -0.01% | 1.40% | 1.65% | 3.25% | 1.31% | 1.29% | 0.31% | 1.75% | -3.79% | 4.02% | -1.82% | 2.78% | 12.56% |
| 2020 | -0.58% | -4.57% | -10.02% | 7.29% | 3.33% | 2.77% | 4.63% | 3.34% | -2.07% | -1.71% | 9.40% | 3.67% | 14.82% |
| 2019 | 6.16% | 1.69% | 1.37% | 2.56% | -3.98% | 5.18% | -0.18% | -0.55% | 1.11% | 2.06% | 1.71% | 2.63% | 21.21% |
| 2018 | 3.96% | -3.77% | -0.53% | -0.21% | 0.34% | -0.51% | 2.46% | 0.60% | -0.39% | -6.24% | 1.53% | -4.53% | -7.50% |
| 2017 | 2.06% | 1.91% | 1.33% | 1.73% | 1.67% | 0.70% | 2.20% | 0.73% | 1.41% | 1.37% | 1.10% | 1.11% | 18.75% |
| 2016 | -3.21% | -0.19% | 5.61% | 0.74% | 0.08% | 0.92% | 3.38% | 0.29% | 0.48% | -1.79% | -0.53% | 1.75% | 7.50% |
| 2015 | -0.01% | 2.91% | -0.43% | 1.38% | -0.58% | -1.99% | 0.53% | -4.84% | -2.07% | 4.68% | -0.28% | -1.95% | -2.94% |
| 2014 | 3.22% | 1.67% | -0.99% | 3.91% |
Expense Ratio
Classic HY has an expense ratio of 0.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Classic HY is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.87 | 2.52 | 1.35 | 2.78 | 11.61 |
IWM iShares Russell 2000 ETF | 0.91 | 1.40 | 1.17 | 1.02 | 4.09 |
EEM iShares MSCI Emerging Markets ETF | 0.85 | 1.28 | 1.16 | 0.49 | 2.53 |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 0.58 | 0.88 | 1.10 | 0.65 | 1.44 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.86 | 4.58 | 1.62 | 4.80 | 12.85 |
TLT iShares 20+ Year Treasury Bond ETF | -0.02 | 0.06 | 1.01 | -0.01 | -0.04 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.04 | 1.53 | 1.19 | 0.38 | 2.41 |
ACCBX Invesco Corporate Bond Fund | 1.10 | 1.63 | 1.20 | 0.36 | 3.18 |
Dividends
Dividend yield
Classic HY provided a 2.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.57% | 2.66% | 2.47% | 2.24% | 1.55% | 1.59% | 2.35% | 2.41% | 2.02% | 2.09% | 2.21% | 1.63% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.21% | 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 | 1.12% | 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 | 2.36% | 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 | 2.73% | 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% | 3.91% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% |
TLT iShares 20+ Year Treasury Bond ETF | 4.25% | 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 | 3.21% | 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 | 4.61% | 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.
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 25.59%, occurring on Oct 14, 2022. Recovery took 369 trading sessions.
The current Classic HY drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.59% | Nov 9, 2021 | 243 | Oct 14, 2022 | 369 | Mar 20, 2024 | 612 |
| -24.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 4, 2020 | 118 |
| -15.11% | Jan 29, 2018 | 235 | Dec 24, 2018 | 133 | Jul 2, 2019 | 368 |
| -14.01% | Apr 27, 2015 | 206 | Feb 11, 2016 | 131 | Aug 15, 2016 | 337 |
| -6.21% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Classic HY volatility is 3.14%, 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.
Diversification
Asset Correlations Table
| VERX.AS | EEM | SHY | IWM | ACCBX | VOO | TLT | IEI | |
|---|---|---|---|---|---|---|---|---|
| VERX.AS | 1.00 | 0.56 | -0.01 | 0.48 | 0.18 | 0.51 | -0.07 | -0.02 |
| EEM | 0.56 | 1.00 | -0.04 | 0.62 | 0.09 | 0.69 | -0.13 | -0.08 |
| SHY | -0.01 | -0.04 | 1.00 | -0.08 | 0.59 | -0.09 | 0.61 | 0.87 |
| IWM | 0.48 | 0.62 | -0.08 | 1.00 | 0.04 | 0.82 | -0.17 | -0.14 |
| ACCBX | 0.18 | 0.09 | 0.59 | 0.04 | 1.00 | 0.06 | 0.77 | 0.74 |
| VOO | 0.51 | 0.69 | -0.09 | 0.82 | 0.06 | 1.00 | -0.17 | -0.14 |
| TLT | -0.07 | -0.13 | 0.61 | -0.17 | 0.77 | -0.17 | 1.00 | 0.83 |
| IEI | -0.02 | -0.08 | 0.87 | -0.14 | 0.74 | -0.14 | 0.83 | 1.00 |