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Classic SHY +

Last updated Sep 22, 2023

Asset Allocation


SHY 25%VOO 25%EEM 25%VERX.AS 17%IWM 8%BondBondEquityEquity
PositionCategory/SectorWeight
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds25%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities25%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities25%
VERX.AS
Vanguard FTSE Developed Europe ex-UK UCITS ETF
Europe Equities17%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities8%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
2.97%
8.86%
Classic SHY +
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SHYVERX.ASEEMIWMVOO
SHY1.00-0.05-0.08-0.14-0.14
VERX.AS-0.051.000.580.480.53
EEM-0.080.581.000.630.70
IWM-0.140.480.631.000.83
VOO-0.140.530.700.831.00

Sharpe Ratio

The current Classic SHY + Sharpe ratio is 1.28. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.28

The Sharpe ratio of Classic SHY + 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.28
1.23
Classic SHY +
Benchmark (^GSPC)
Portfolio components

Dividend yield

Classic SHY + granted a 2.26% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


0.68%
0.00%2.15%
0.19%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-11.20%
-9.73%
Classic SHY +
Benchmark (^GSPC)
Portfolio components

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, 202045Mar 23, 202096Aug 5, 2020141
-23.31%Nov 9, 2021243Oct 14, 2022
-17.09%Apr 29, 2015205Feb 11, 2016247Jan 25, 2017452
-15.55%Jan 29, 2018235Dec 24, 2018222Nov 4, 2019457
-5.35%Sep 3, 202016Sep 24, 202012Oct 12, 202028

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.48%
3.41%
Classic SHY +
Benchmark (^GSPC)
Portfolio components