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Classic SHY -

Last updated Sep 21, 2023

Asset Allocation


SHY 17%VOO 25%EEM 25%VERX.AS 25%IWM 8%BondBondEquityEquity
PositionCategory/SectorWeight
SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds17%
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 Equities25%
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
4.81%
10.86%
Classic SHY -
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.27%9.85%
Classic SHY -0.04%4.46%8.23%14.01%4.51%5.89%
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%

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 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.45

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
1.45
1.24
Classic SHY -
Benchmark (^GSPC)
Portfolio components

Dividend yield

Classic SHY - granted a 2.25% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


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
0.85
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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.69%
-8.22%
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 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, 202045Mar 23, 2020101Aug 12, 2020146
-25.49%Nov 9, 2021241Oct 12, 2022
-18.8%Apr 28, 2015206Feb 11, 2016247Jan 25, 2017453
-17.39%Jan 29, 2018235Dec 24, 2018239Nov 27, 2019474
-5.77%Nov 28, 201412Dec 15, 201447Feb 20, 201559

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.50%
3.27%
Classic SHY -
Benchmark (^GSPC)
Portfolio components