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0-Balanced Portfolios

Last updated Sep 23, 2023

Asset Allocation


BALFX 100%Multi-AssetMulti-Asset
PositionCategory/SectorWeight
BALFX
American Funds American Balanced Fund
Diversified Portfolio100%

Performance

The chart shows the growth of an initial investment of $10,000 in 0-Balanced Portfolios, 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
3.71%
8.61%
0-Balanced Portfolios
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the 0-Balanced Portfolios returned 4.50% Year-To-Date and 7.40% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.84%
0-Balanced Portfolios-0.95%3.53%4.50%10.69%5.48%7.42%
BALFX
American Funds American Balanced Fund
-0.95%3.53%4.50%10.69%5.48%7.42%

Sharpe Ratio

The current 0-Balanced Portfolios Sharpe ratio is 0.74. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.74

The Sharpe ratio of 0-Balanced Portfolios lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.74
0.81
0-Balanced Portfolios
Benchmark (^GSPC)
Portfolio components

Dividend yield

0-Balanced Portfolios granted a 1.58% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
0-Balanced Portfolios1.58%2.27%4.37%4.65%4.44%7.00%6.57%5.43%8.05%11.59%2.37%2.93%
BALFX
American Funds American Balanced Fund
1.58%2.27%4.37%4.65%4.44%7.00%6.57%5.43%8.05%11.59%2.37%2.93%

Expense Ratio

The 0-Balanced Portfolios has a high expense ratio of 0.62%, 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.


0.62%
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
BALFX
American Funds American Balanced Fund
0.74

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
-8.35%
-9.93%
0-Balanced Portfolios
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 0-Balanced Portfolios. 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 0-Balanced Portfolios is 39.30%, recorded on Mar 9, 2009. It took 457 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.3%Oct 10, 2007354Mar 9, 2009457Dec 29, 2010811
-22.34%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-21.14%Mar 20, 2002142Oct 9, 2002170Jun 11, 2003312
-18.81%Jan 5, 2022186Sep 30, 2022
-11.63%Jul 8, 201161Oct 3, 201173Jan 18, 2012134

Volatility Chart

The current 0-Balanced Portfolios volatility is 2.26%, 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
2.26%
3.41%
0-Balanced Portfolios
Benchmark (^GSPC)
Portfolio components