Classic HY
HY BUT LESS EMERGING MARKET
Asset Allocation
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the Classic HY returned 6.59% Year-To-Date and 5.51% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.27% | 9.85% |
Classic HY | 0.07% | 2.86% | 6.59% | 10.05% | 4.22% | 5.51% |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.10% | 11.86% |
IWM iShares Russell 2000 ETF | -2.16% | 5.94% | 3.82% | 4.25% | 2.33% | 7.11% |
EEM iShares MSCI Emerging Markets ETF | 0.73% | 0.58% | 2.88% | 6.79% | -0.02% | 1.68% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | -0.45% | 3.39% | 11.88% | 28.28% | 4.70% | 5.89% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.13% | -0.62% | 1.38% | 1.75% | 0.86% | 0.61% |
TLT iShares 20+ Year Treasury Bond ETF | 0.15% | -11.08% | -4.50% | -11.13% | -2.36% | -0.69% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.02% | -3.20% | 0.09% | -0.07% | 0.50% | 0.51% |
ACCBX Invesco Corporate Bond Fund | 0.72% | -0.99% | 0.89% | 1.21% | 1.30% | 1.96% |
Returns over 1 year are annualized |
Asset Correlations Table
VERX.AS | ACCBX | EEM | SHY | IWM | VOO | TLT | IEI | |
---|---|---|---|---|---|---|---|---|
VERX.AS | 1.00 | 0.16 | 0.58 | -0.05 | 0.48 | 0.53 | -0.13 | -0.08 |
ACCBX | 0.16 | 1.00 | 0.07 | 0.56 | -0.01 | 0.02 | 0.75 | 0.72 |
EEM | 0.58 | 0.07 | 1.00 | -0.08 | 0.63 | 0.70 | -0.17 | -0.13 |
SHY | -0.05 | 0.56 | -0.08 | 1.00 | -0.14 | -0.14 | 0.60 | 0.86 |
IWM | 0.48 | -0.01 | 0.63 | -0.14 | 1.00 | 0.83 | -0.24 | -0.21 |
VOO | 0.53 | 0.02 | 0.70 | -0.14 | 0.83 | 1.00 | -0.22 | -0.20 |
TLT | -0.13 | 0.75 | -0.17 | 0.60 | -0.24 | -0.22 | 1.00 | 0.82 |
IEI | -0.08 | 0.72 | -0.13 | 0.86 | -0.21 | -0.20 | 0.82 | 1.00 |
Dividend yield
Classic HY granted a 2.43% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Classic HY | 2.43% | 2.27% | 1.79% | 1.95% | 2.55% | 2.69% | 2.38% | 2.46% | 2.65% | 2.01% | 1.99% | 2.11% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
IWM iShares Russell 2000 ETF | 1.57% | 1.49% | 0.96% | 1.07% | 1.32% | 1.49% | 1.35% | 1.49% | 1.70% | 1.41% | 1.39% | 2.30% |
EEM iShares MSCI Emerging Markets ETF | 2.31% | 2.52% | 2.06% | 1.53% | 2.95% | 2.45% | 2.11% | 2.15% | 2.89% | 2.65% | 2.49% | 2.08% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.90% | 3.13% | 2.42% | 2.13% | 3.13% | 3.65% | 3.19% | 3.39% | 3.24% | 0.14% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 2.60% | 1.33% | 0.27% | 0.97% | 2.21% | 1.84% | 1.06% | 0.78% | 0.59% | 0.40% | 0.29% | 0.41% |
TLT iShares 20+ Year Treasury Bond ETF | 3.40% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.11% | 1.39% | 0.75% | 1.16% | 2.11% | 2.09% | 1.65% | 1.47% | 1.56% | 1.40% | 0.89% | 1.01% |
ACCBX Invesco Corporate Bond Fund | 4.58% | 3.95% | 5.25% | 6.71% | 4.35% | 5.18% | 5.32% | 4.93% | 5.45% | 5.73% | 5.93% | 6.40% |
Expense Ratio
The Classic HY has a high expense ratio of 0.25%, indicating higher-than-average management fees. 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 | |
---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
IWM iShares Russell 2000 ETF | 0.06 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.24 | ||||
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 1.72 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | 0.58 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.56 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | -0.05 | ||||
ACCBX Invesco Corporate Bond Fund | 0.14 |
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 Classic HY. 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 Classic HY is 25.12%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.12% | Nov 9, 2021 | 243 | Oct 14, 2022 | — | — | — |
-22.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 81 | Jul 15, 2020 | 104 |
-14.01% | Apr 28, 2015 | 206 | Feb 11, 2016 | 129 | Aug 11, 2016 | 335 |
-13.83% | Jan 29, 2018 | 235 | Dec 24, 2018 | 125 | Jun 20, 2019 | 360 |
-5.07% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility Chart
The current Classic HY volatility is 2.15%, 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.