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 21, 2023, the Classic SHY - returned 8.23% Year-To-Date and 5.89% 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 SHY - | 0.04% | 4.46% | 8.23% | 14.01% | 4.51% | 5.89% |
| 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% |
| 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 2.25% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Classic SHY - | 2.25% | 2.18% | 1.56% | 1.57% | 2.50% | 2.51% | 2.10% | 2.20% | 2.37% | 1.42% | 1.33% | 1.44% |
| 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% |
Expense Ratio
The Classic SHY - has a high expense ratio of 0.24%, 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 |
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 28.05%, recorded on Mar 23, 2020. It took 101 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.05% | Jan 21, 2020 | 45 | Mar 23, 2020 | 101 | Aug 12, 2020 | 146 |
| -25.49% | Nov 9, 2021 | 241 | Oct 12, 2022 | — | — | — |
| -18.8% | Apr 28, 2015 | 206 | Feb 11, 2016 | 247 | Jan 25, 2017 | 453 |
| -17.39% | Jan 29, 2018 | 235 | Dec 24, 2018 | 239 | Nov 27, 2019 | 474 |
| -5.77% | Nov 28, 2014 | 12 | Dec 15, 2014 | 47 | Feb 20, 2015 | 59 |
Volatility Chart
The current Classic SHY - volatility is 2.50%, 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.