0-Balanced Portfolios
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BALFX American Funds American Balanced Fund | Diversified Portfolio | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
BALFX American Funds American Balanced Fund | -0.95% | 3.53% | 4.50% | 10.69% | 5.48% | 7.42% |
| Returns over 1 year are annualized | ||||||
Dividend yield
0-Balanced Portfolios granted a 1.58% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0-Balanced Portfolios | 1.58% | 2.27% | 4.37% | 4.65% | 4.44% | 7.00% | 6.57% | 5.43% | 8.05% | 11.59% | 2.37% | 2.93% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
BALFX American Funds American Balanced Fund | 0.74 |
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 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, 2007 | 354 | Mar 9, 2009 | 457 | Dec 29, 2010 | 811 |
| -22.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -21.14% | Mar 20, 2002 | 142 | Oct 9, 2002 | 170 | Jun 11, 2003 | 312 |
| -18.81% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -11.63% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
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.