Classic SHY +
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Classic SHY +, 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 22, 2023, the Classic SHY + returned 6.11% Year-To-Date and 5.38% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -2.39% | 9.04% | 12.78% | 15.22% | 7.92% | 9.65% |
Classic SHY + | -1.98% | 3.08% | 6.11% | 11.58% | 4.04% | 5.38% |
Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -2.22% | 9.88% | 14.17% | 17.21% | 9.74% | 11.65% |
IWM iShares Russell 2000 ETF | -4.69% | 3.36% | 2.21% | 5.00% | 2.01% | 6.92% |
EEM iShares MSCI Emerging Markets ETF | -2.56% | -0.91% | 1.10% | 5.45% | -0.36% | 1.48% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | -2.46% | 4.04% | 10.35% | 29.10% | 4.42% | 5.73% |
SHY iShares 1-3 Year Treasury Bond ETF | -0.01% | -0.62% | 1.43% | 1.99% | 0.87% | 0.62% |
Returns over 1 year are annualized |
Asset Correlations Table
SHY | VERX.AS | EEM | IWM | VOO | |
---|---|---|---|---|---|
SHY | 1.00 | -0.05 | -0.08 | -0.14 | -0.14 |
VERX.AS | -0.05 | 1.00 | 0.58 | 0.48 | 0.53 |
EEM | -0.08 | 0.58 | 1.00 | 0.63 | 0.70 |
IWM | -0.14 | 0.48 | 0.63 | 1.00 | 0.83 |
VOO | -0.14 | 0.53 | 0.70 | 0.83 | 1.00 |
Dividend yield
Classic SHY + granted a 2.26% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Classic SHY + | 2.26% | 2.04% | 1.39% | 1.47% | 2.43% | 2.37% | 1.93% | 2.00% | 2.16% | 1.44% | 1.36% | 1.47% |
Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 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 | 1.60% | 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 | 2.35% | 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 | 2.94% | 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% |
Expense Ratio
The Classic SHY + 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 | 0.82 | ||||
IWM iShares Russell 2000 ETF | 0.05 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.17 | ||||
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 1.54 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | 0.61 |
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 SHY +. 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 SHY + is 25.20%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.2% | Jan 21, 2020 | 45 | Mar 23, 2020 | 96 | Aug 5, 2020 | 141 |
-23.31% | Nov 9, 2021 | 243 | Oct 14, 2022 | — | — | — |
-17.09% | Apr 29, 2015 | 205 | Feb 11, 2016 | 247 | Jan 25, 2017 | 452 |
-15.55% | Jan 29, 2018 | 235 | Dec 24, 2018 | 222 | Nov 4, 2019 | 457 |
-5.35% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility Chart
The current Classic SHY + volatility is 2.48%, 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.