0-Balanced Portfolios
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BALFX American Funds American Balanced Fund | Diversified Portfolio | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Apr 4, 2001, corresponding to the inception date of BALFX
Returns By Period
As of Jul 25, 2024, the 0-Balanced Portfolios returned 8.44% Year-To-Date and 7.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 0-Balanced Portfolios | 8.25% | -0.52% | 7.28% | 14.03% | 7.97% | 7.96% |
| Portfolio components: | ||||||
BALFX American Funds American Balanced Fund | 8.25% | -0.52% | 7.28% | 14.03% | 7.97% | 7.96% |
Monthly Returns
The table below presents the monthly returns of 0-Balanced Portfolios, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.72% | 2.58% | 2.75% | -3.25% | 2.96% | 2.78% | 8.25% | ||||||
| 2023 | 4.04% | -3.25% | 2.11% | 1.32% | -0.74% | 3.34% | 2.07% | -1.41% | -3.48% | -1.56% | 6.64% | 4.63% | 13.97% |
| 2022 | -3.35% | -1.52% | 0.81% | -5.53% | 1.59% | -6.14% | 4.48% | -3.08% | -7.13% | 5.23% | 5.58% | -2.77% | -12.19% |
| 2021 | -0.66% | 1.50% | 2.88% | 2.95% | 1.81% | 0.59% | 1.13% | 1.45% | -3.13% | 3.71% | -0.95% | 3.62% | 15.69% |
| 2020 | -0.18% | -3.80% | -7.99% | 7.82% | 2.70% | 1.03% | 3.42% | 2.37% | -1.64% | -1.80% | 6.96% | 2.50% | 10.81% |
| 2019 | 4.74% | 1.42% | 1.54% | 2.06% | -3.52% | 4.42% | 0.66% | -0.15% | 0.90% | 1.67% | 2.10% | 2.02% | 19.10% |
| 2018 | 3.21% | -3.32% | -1.02% | 0.30% | 1.16% | 0.63% | 2.14% | 0.87% | 0.20% | -4.09% | 1.91% | -4.56% | -2.91% |
| 2017 | 1.78% | 2.10% | 0.29% | 0.93% | 1.39% | -0.04% | 1.91% | 0.49% | 1.14% | 1.63% | 1.42% | 1.35% | 15.35% |
| 2016 | -2.52% | 0.00% | 4.34% | 1.24% | 0.45% | 1.38% | 1.66% | -0.00% | 0.03% | -0.88% | 1.50% | 1.11% | 8.47% |
| 2015 | -1.33% | 3.56% | -1.04% | 1.09% | 0.36% | -1.78% | 1.87% | -4.40% | -0.99% | 5.85% | 0.32% | -1.11% | 2.04% |
| 2014 | -2.34% | 3.06% | 1.21% | 0.49% | 1.66% | 1.12% | -1.54% | 3.24% | -1.01% | 1.42% | 2.05% | 0.33% | 9.95% |
| 2013 | 3.58% | 0.71% | 2.41% | 2.21% | 1.58% | -1.58% | 3.17% | -2.50% | 3.21% | 3.51% | 2.12% | 1.59% | 21.69% |
Expense Ratio
0-Balanced Portfolios features an expense ratio of 0.62%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 0-Balanced Portfolios is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
BALFX American Funds American Balanced Fund | 1.63 | 2.39 | 1.29 | 1.19 | 5.86 |
Dividends
Dividend yield
0-Balanced Portfolios granted a 2.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0-Balanced Portfolios | 2.20% | 2.31% | 2.24% | 4.24% | 4.31% | 3.94% | 5.97% | 5.30% | 4.15% | 5.90% | 8.02% | 1.51% |
| Portfolio components: | ||||||||||||
BALFX American Funds American Balanced Fund | 2.20% | 2.31% | 2.24% | 4.24% | 4.31% | 3.94% | 5.97% | 5.30% | 4.15% | 5.90% | 8.02% | 1.51% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 0-Balanced Portfolios. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 0-Balanced Portfolios was 39.30%, occurring on Mar 9, 2009. Recovery took 457 trading sessions.
The current 0-Balanced Portfolios drawdown is 2.99%.
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 | 311 | Dec 27, 2023 | 497 |
| -11.63% | Jul 8, 2011 | 61 | Oct 3, 2011 | 73 | Jan 18, 2012 | 134 |
Volatility
Volatility Chart
The current 0-Balanced Portfolios volatility is 2.57%, 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.